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XMMO vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMMO vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, XMMO achieves a 13.17% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, XMMO has underperformed BTC-USD with an annualized return of 18.35%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.


XMMO

1D
-0.57%
1M
-8.97%
6M
9.46%
YTD
13.17%
1Y
19.87%
3Y*
24.48%
5Y*
13.97%
10Y*
18.35%
ALL TIME*
12.19%

BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMMO vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMMO
Invesco S&P MidCap Momentum ETF
13.17%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%
BTC-USD
Bitcoin
-25.13%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between XMMO and BTC-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.28

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

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2012

0.12

Over the past year, XMMO and BTC-USD have become more correlated (0.33) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

XMMO vs. BTC-USD — Risk / Return Rank

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

XMMO
XMMO Risk / Return Rank: 4242
Overall Rank
XMMO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 3535
Sortino Ratio Rank
XMMO Omega Ratio Rank: 3434
Omega Ratio Rank
XMMO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XMMO Martin Ratio Rank: 5757
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMMOBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.97

-0.83

+2.80

Martin ratioReturn relative to average drawdown

7.23

-1.32

+8.55

XMMO vs. BTC-USD - Sharpe Ratio Comparison

The current XMMO Sharpe Ratio is 0.97, which is higher than the BTC-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of XMMO and BTC-USD, 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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Drawdowns

XMMO vs. BTC-USD - Drawdown Comparison

The maximum XMMO drawdown since its inception was -55.37%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XMMO and BTC-USD.


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Drawdown Indicators


XMMOBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-85.30%

+29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-53.08%

+42.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-53.08%

+28.15%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-76.67%

+48.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-83.80%

+47.06%

Current Drawdown

Current decline from peak

-10.14%

-47.48%

+37.34%

Average Drawdown

Average peak-to-trough decline

-9.42%

-42.61%

+33.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

27.88%

-25.12%

Volatility

XMMO vs. BTC-USD - Volatility Comparison

The current volatility for Invesco S&P MidCap Momentum ETF (XMMO) is 6.86%, while Bitcoin (BTC-USD) has a volatility of 9.37%. This indicates that XMMO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMMOBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

9.37%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

34.93%

-17.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

35.76%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.73%

43.93%

-22.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

56.33%

-33.98%

Frequently Asked Questions


XMMO and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (9.37%) compared to XMMO (6.86%). In terms of maximum drawdown, XMMO dropped -55.37% vs BTC-USD's -85.30%.

XMMO currently has the higher Sharpe Ratio (0.97 vs -1.03), 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.

Portfolio Optimizer

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