XMMO vs. EBS
Compare and contrast key facts about Invesco S&P MidCap Momentum ETF (XMMO) and Emergent BioSolutions Inc. (EBS).
XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Performance
XMMO vs. EBS - Performance Comparison
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XMMO vs. EBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
EBS Emergent BioSolutions Inc. | -32.20% | 29.29% | 298.33% | -79.68% | -72.83% | -51.48% | 66.08% | -8.99% | 27.57% | 41.50% |
Returns By Period
In the year-to-date period, XMMO achieves a 6.86% return, which is significantly higher than EBS's -32.20% return. Over the past 10 years, XMMO has outperformed EBS with an annualized return of 18.41%, while EBS has yielded a comparatively lower -13.20% annualized 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%
EBS
- 1D
- 0.96%
- 1M
- -6.79%
- YTD
- -32.20%
- 6M
- -8.81%
- 1Y
- 76.79%
- 3Y*
- -6.83%
- 5Y*
- -36.39%
- 10Y*
- -13.20%
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Return for Risk
XMMO vs. EBS — Risk / Return Rank
XMMO
EBS
XMMO vs. EBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Emergent BioSolutions Inc. (EBS). 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.
| XMMO | EBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.83 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.94 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.69 | +0.72 |
Martin ratioReturn relative to average drawdown | 11.42 | 4.27 | +7.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMMO | EBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.83 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.36 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | -0.17 | +1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -0.02 | +0.57 |
Correlation
The correlation between XMMO and EBS is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMMO vs. EBS - Dividend Comparison
XMMO's dividend yield for the trailing twelve months is around 0.70%, while EBS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EBS Emergent BioSolutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.65% | 0.00% |
Drawdowns
XMMO vs. EBS - Drawdown Comparison
The maximum XMMO drawdown since its inception was -55.37%, smaller than the maximum EBS drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for XMMO and EBS.
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Drawdown Indicators
| XMMO | EBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -98.89% | +43.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -42.95% | +30.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.91% | -98.14% | +70.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | -98.89% | +62.15% |
Current DrawdownCurrent decline from peak | -2.62% | -93.79% | +91.17% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -40.60% | +31.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 16.95% | -14.25% |
Volatility
XMMO vs. EBS - Volatility Comparison
Invesco S&P MidCap Momentum ETF (XMMO) and Emergent BioSolutions Inc. (EBS) have volatilities of 9.04% and 9.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMO | EBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 9.05% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 61.33% | -46.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 93.41% | -71.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 102.08% | -80.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 79.69% | -57.58% |