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XSMO vs. LNT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSMO vs. LNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) and Alliant Energy Corporation (LNT). The values are adjusted to include any dividend payments, if applicable.

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XSMO vs. LNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSMO
Invesco S&P SmallCap Momentum ETF
7.05%9.80%17.45%21.55%-15.44%19.24%21.96%28.65%-3.44%23.95%
LNT
Alliant Energy Corporation
11.56%13.52%19.54%-3.84%-7.44%22.86%-3.16%33.43%2.37%16.05%

Returns By Period

In the year-to-date period, XSMO achieves a 7.05% return, which is significantly lower than LNT's 11.56% return. Over the past 10 years, XSMO has outperformed LNT with an annualized return of 13.73%, while LNT has yielded a comparatively lower 10.14% annualized return.


XSMO

1D
1.24%
1M
-4.33%
YTD
7.05%
6M
4.97%
1Y
23.58%
3Y*
19.37%
5Y*
8.69%
10Y*
13.73%

LNT

1D
0.25%
1M
-0.54%
YTD
11.56%
6M
8.88%
1Y
15.27%
3Y*
14.28%
5Y*
9.25%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XSMO vs. LNT — Risk / Return Rank

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

XSMO
XSMO Risk / Return Rank: 6262
Overall Rank
XSMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSMO Omega Ratio Rank: 5555
Omega Ratio Rank
XSMO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSMO Martin Ratio Rank: 6868
Martin Ratio Rank

LNT
LNT Risk / Return Rank: 6767
Overall Rank
LNT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LNT Sortino Ratio Rank: 6161
Sortino Ratio Rank
LNT Omega Ratio Rank: 6161
Omega Ratio Rank
LNT Calmar Ratio Rank: 7272
Calmar Ratio Rank
LNT Martin Ratio Rank: 7272
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.

XSMO vs. LNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Alliant Energy Corporation (LNT). 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.


XSMOLNTDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.89

+0.18

Sortino ratio

Return per unit of downside risk

1.59

1.25

+0.35

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.75

1.65

+0.10

Martin ratio

Return relative to average drawdown

7.23

3.93

+3.30

XSMO vs. LNT - Sharpe Ratio Comparison

The current XSMO Sharpe Ratio is 1.07, which is comparable to the LNT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XSMO and LNT, 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


XSMOLNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.89

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.47

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.48

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.50

-0.13

Correlation

The correlation between XSMO and LNT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XSMO vs. LNT - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.60%, less than LNT's 2.86% yield.


TTM20252024202320222021202020192018201720162015
XSMO
Invesco S&P SmallCap Momentum ETF
0.60%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%
LNT
Alliant Energy Corporation
2.86%3.12%3.25%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%

Drawdowns

XSMO vs. LNT - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.06%, which is greater than LNT's maximum drawdown of -51.66%. Use the drawdown chart below to compare losses from any high point for XSMO and LNT.


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Drawdown Indicators


XSMOLNTDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-51.66%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-9.34%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-25.60%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-33.54%

-5.85%

Current Drawdown

Current decline from peak

-4.59%

-1.49%

-3.10%

Average Drawdown

Average peak-to-trough decline

-11.21%

-8.78%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.91%

-0.67%

Volatility

XSMO vs. LNT - Volatility Comparison

Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 7.71% compared to Alliant Energy Corporation (LNT) at 5.27%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than LNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMOLNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

5.27%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

10.65%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

17.15%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

19.66%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

21.18%

+2.87%