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XMMO vs. AMID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMMO vs. AMID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Momentum ETF (XMMO) and Argent Mid Cap ETF (AMID). The values are adjusted to include any dividend payments, if applicable.

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XMMO vs. AMID - Yearly Performance Comparison


2026 (YTD)2025202420232022
XMMO
Invesco S&P MidCap Momentum ETF
6.86%13.04%38.03%20.39%-8.05%
AMID
Argent Mid Cap ETF
-3.31%-1.39%13.06%31.26%-6.22%

Returns By Period

In the year-to-date period, XMMO achieves a 6.86% return, which is significantly higher than AMID's -3.31% return.


XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%

AMID

1D
0.86%
1M
-6.06%
YTD
-3.31%
6M
-4.09%
1Y
2.50%
3Y*
10.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMMO vs. AMID - Expense Ratio Comparison

XMMO has a 0.33% expense ratio, which is lower than AMID's 0.52% expense ratio.


Return for Risk

XMMO vs. AMID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
Martin Ratio Rank

AMID
AMID Risk / Return Rank: 1616
Overall Rank
AMID Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AMID Sortino Ratio Rank: 1515
Sortino Ratio Rank
AMID Omega Ratio Rank: 1414
Omega Ratio Rank
AMID Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMID Martin Ratio Rank: 1818
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.

XMMO vs. AMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Argent Mid Cap ETF (AMID). 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.


XMMOAMIDDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.13

+1.21

Sortino ratio

Return per unit of downside risk

1.91

0.33

+1.58

Omega ratio

Gain probability vs. loss probability

1.27

1.04

+0.23

Calmar ratio

Return relative to maximum drawdown

2.41

0.27

+2.14

Martin ratio

Return relative to average drawdown

11.42

0.88

+10.54

XMMO vs. AMID - Sharpe Ratio Comparison

The current XMMO Sharpe Ratio is 1.34, which is higher than the AMID Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of XMMO and AMID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMMOAMIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.13

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.43

+0.12

Correlation

The correlation between XMMO and AMID is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XMMO vs. AMID - Dividend Comparison

XMMO's dividend yield for the trailing twelve months is around 0.70%, more than AMID's 0.37% yield.


TTM20252024202320222021202020192018201720162015
XMMO
Invesco S&P MidCap Momentum ETF
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%
AMID
Argent Mid Cap ETF
0.37%0.36%0.33%0.43%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XMMO vs. AMID - Drawdown Comparison

The maximum XMMO drawdown since its inception was -55.37%, which is greater than AMID's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for XMMO and AMID.


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Drawdown Indicators


XMMOAMIDDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-23.32%

-32.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-12.31%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-2.62%

-13.18%

+10.56%

Average Drawdown

Average peak-to-trough decline

-9.52%

-6.16%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.76%

-1.06%

Volatility

XMMO vs. AMID - Volatility Comparison

Invesco S&P MidCap Momentum ETF (XMMO) has a higher volatility of 9.04% compared to Argent Mid Cap ETF (AMID) at 6.27%. This indicates that XMMO's price experiences larger fluctuations and is considered to be riskier than AMID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMMOAMIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

6.27%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

11.85%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.03%

19.91%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

19.18%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

19.18%

+2.93%