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VOR vs. XMHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VOR vs. XMHQ

Last updated Jun 4, 2026

VOR (Vor Biopharma Inc.) is a stock, while XMHQ (Invesco S&P MidCap Quality ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Over the past 5 years, VOR returned -49.48%/yr vs 9.37%/yr for XMHQ. At a 0.26 correlation, their price movements are largely independent.

Performance

VOR vs. XMHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vor Biopharma Inc. (VOR) and Invesco S&P MidCap Quality ETF (XMHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOR achieves a 2.75% return, which is significantly lower than XMHQ's 9.49% return.

VOR

1D
-1.61%
1M
-8.63%
YTD
2.75%
6M
57.93%
1Y
203.25%
3Y*
-48.25%
5Y*
-49.48%
10Y*
—

XMHQ

1D
0.50%
1M
4.20%
YTD
9.49%
6M
9.51%
1Y
14.33%
3Y*
16.56%
5Y*
9.37%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOR vs. XMHQ - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VOR
Vor Biopharma Inc.		2.75%-41.08%-50.67%-66.17%-42.77%-69.01%
XMHQ
Invesco S&P MidCap Quality ETF		9.49%4.71%16.79%29.51%-12.42%12.30%

Correlation

The correlation between VOR and XMHQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2021

0.26

Compare stocks, funds, or ETFs

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Vor Biopharma Inc.

Invesco S&P MidCap Quality ETF

Often compared with VOR:
VOR vs. VOOVOR vs. SCHDVOR vs. LCFYVOR vs. NKEVOR vs. VTSAXVOR vs. TCEHYVOR vs. VT
Often compared with XMHQ:
XMHQ vs. XMMOXMHQ vs. IMCGXMHQ vs. RFVXMHQ vs. MDYXMHQ vs. GRPMXMHQ vs. RWKXMHQ vs. FLQM

Return for Risk

VOR vs. XMHQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VOR
VOR Risk / Return Rank: 7878
Overall Rank
VOR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VOR Sortino Ratio Rank: 8787
Sortino Ratio Rank
VOR Omega Ratio Rank: 8484
Omega Ratio Rank
VOR Calmar Ratio Rank: 7777
Calmar Ratio Rank
VOR Martin Ratio Rank: 6868
Martin Ratio Rank
XMHQ
XMHQ Risk / Return Rank: 2828
Overall Rank
XMHQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 2727
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 2424
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 3333
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOR vs. XMHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vor Biopharma Inc. (VOR) and Invesco S&P MidCap Quality ETF (XMHQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

VORXMHQDifference
Sharpe ratioReturn per unit of total volatility
1.19
0.93

+0.26

Sortino ratioReturn per unit of downside risk
2.93
1.47

+1.45

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.19

Calmar ratioReturn relative to maximum drawdown

2.35

1.63

+0.72

Martin ratioReturn relative to average drawdown

3.44

4.76

-1.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VOR vs. XMHQ - Sharpe Ratio Comparison

The current VOR Sharpe Ratio is 1.19, which is comparable to the XMHQ Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VOR and XMHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VORXMHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.93

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.45

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

0.45

-0.91

Drawdowns

VOR vs. XMHQ - Drawdown Comparison

The maximum VOR drawdown since its inception was -99.72%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for VOR and XMHQ.

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Drawdown Indicators

VORXMHQDifference

Max Drawdown

Largest peak-to-trough decline

-99.72%

-58.19%

-41.53%

Max Drawdown (1Y)

Largest decline over 1 year

-87.15%

-8.85%

-78.30%

Max Drawdown (3Y)

Largest decline over 3 years

-97.16%

-24.56%

-72.60%

Max Drawdown (5Y)

Largest decline over 5 years

-99.32%

-25.47%

-73.85%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.90%

—

Current Drawdown

Current decline from peak

-98.76%

0.00%

-98.76%

Average Drawdown

Average peak-to-trough decline

-88.70%

-9.29%

-79.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.44%

3.02%

+56.42%

Volatility

VOR vs. XMHQ - Volatility Comparison

Vor Biopharma Inc. (VOR) has a higher volatility of 21.24% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 4.67%. This indicates that VOR's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VORXMHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.24%

4.67%

+16.57%

Volatility (6M)

Calculated over the trailing 6-month period

72.85%

11.09%

+61.76%

Volatility (1Y)

Calculated over the trailing 1-year period

171.45%

15.47%

+155.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.42%

20.74%

+95.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.84%

20.71%

+96.13%

Dividends

VOR vs. XMHQ - Dividend Comparison

VOR has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 0.55%.

PositionTTM20252024202320222021202020192018201720162015
VOR
Vor Biopharma Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMHQ
Invesco S&P MidCap Quality ETF		0.55%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Frequently Asked Questions

VOR and XMHQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOR has higher volatility (21.24%) compared to XMHQ (4.67%). In terms of maximum drawdown, VOR dropped -99.72% vs XMHQ's -58.19%.

VOR currently has the higher Sharpe Ratio (1.19 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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