PRN vs QMOM
Comparison between Invesco Dorsey Wright Industrials Momentum ETF (PRN, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).
5-Year PerformancePRN has outperformed QMOM, delivering a return of +15.0% compared to +8.9%
PRN vs QMOM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
PRN
$425M
QMOM
$421M
Expense Ratio
PRN
0.60%
Winner
QMOM
0.28%
Max Drawdown
PRN
60.33%
Winner
QMOM
39.92%
Sharpe Ratio
PRN
0.68
Winner
QMOM
0.71
5Y Beta
PRN
1.37
Winner
QMOM
1.20
P/E Ratio
PRN
66.25
Winner
QMOM
63.69
Forward P/E
PRN
20.73
Winner
QMOM
20.42
PEG Ratio
PRN
0.52
QMOM
N/A
5Y Dividends CAGR
PRN
19.04%
Winner
QMOM
95.10%
5Y EPS CAGR
Winner
PRN
23.58%
QMOM
14.63%
Debt to Equity
PRN
4.23%
Winner
QMOM
-4.17%
P/S Ratio
PRN
2.41
Winner
QMOM
1.53
P/B Ratio
PRN
6.06
Winner
QMOM
4.75
PRN vs QMOM - Holdings Comparison
PRN and QMOM have 6 common holdings. Overlap is 10.61%
PRN's top 25 holdings weight is 70.10%. QMOM's top 25 holdings weight is 53.40%.
| Rank | PRN | QMOM |
|---|---|---|
| #1 | COMFORT SYSTEMS USA INC (FIX) - 4.73% | SANMINA CORP (SANM) - 2.36% |
| #2 | HOWMET AEROSPACE INC (HWM) - 4.30% | DELL TECHNOLOGIES INC ORDINARY SHARES CLASS C (DELL) - 2.33% |
| #3 | STERLING INFRASTRUCTURE INC (STRL) - 4.20% | ARGAN INC (AGX) - 2.33% |
| #4 | QUANTA SERVICES INC (PWR) - 4.07% | VIAVI SOLUTIONS INC (VIAV) - 2.31% |
| #5 | JABIL INC (JBL) - 3.44% | NVENT ELECTRIC PLC (NVT) - 2.27% |
| #6 | EMCOR GROUP INC (EME) - 3.30% | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 2.21% |
| #7 | CATERPILLAR INC (CAT) - 3.12% | JFROG LTD ORDINARY SHARES (FROG) - 2.17% |
| #8 | TTM TECHNOLOGIES INC (TTMI) - 3.07% | LITTELFUSE INC (LFUS) - 2.15% |
| #9 | MKS INC (MKSI) - 2.86% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 2.15% |
| #10 | BEL FUSE INC CLASS B (BELFB) - 2.83% | HEWLETT PACKARD ENTERPRISE CO (HPE) - 2.15% |
| #11 | SANMINA CORP (SANM) - 2.67% | GENERAC HOLDINGS INC (GNRC) - 2.12% |
| #12 | CURTISS-WRIGHT CORP (CW) - 2.64% | CATERPILLAR INC (CAT) - 2.11% |
| #13 | XOMETRY INC ORDINARY SHARES CLASS A (XMTR) - 2.53% | POWELL INDUSTRIES INC (POWL) - 2.11% |
| #14 | IES HOLDINGS INC (IESC) - 2.46% | ALPHABET INC CLASS A (GOOGL) - 2.09% |
| #15 | POWELL INDUSTRIES INC (POWL) - 2.45% | CELCUITY INC (CELC) - 2.09% |
| #16 | CLEAN HARBORS INC (CLH) - 2.41% | ATI INC (ATI) - 2.09% |
| #17 | DYCOM INDUSTRIES INC (DY) - 2.41% | GUARDANT HEALTH INC (GH) - 2.08% |
| #18 | IRON MOUNTAIN INC (IRM) - 2.31% | DYCOM INDUSTRIES INC (DY) - 2.07% |
| #19 | WOODWARD INC (WWD) - 2.22% | FTAI AVIATION LTD (FTAI) - 2.06% |
| #20 | CUMMINS INC (CMI) - 2.12% | ALCOA CORP (AA) - 2.05% |
| #21 | RYDER SYSTEM INC (R) - 2.05% | NATERA INC (NTRA) - 2.04% |
| #22 | VISHAY INTERTECHNOLOGY INC (VSH) - 2.05% | ECHOSTAR CORP CLASS A (ECHO) - 2.04% |
| #23 | ASTRONICS CORP (ATRO) - 1.98% | GLOBALFOUNDRIES INC (GFS) - 2.02% |
| #24 | PITNEY BOWES INC (PBI) - 1.96% | REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 2.00% |
| #25 | FUELCELL ENERGY INC (FCEL) - 1.92% | KODIAK GAS SERVICES INC (KGS) - 2.00% |
| Total Holdings | 47 | 50 |
PRN vs QMOM - Historical Returns
Returns include dividend reinvestment.
1M
PRN
-7.05%
Winner
QMOM
+1.16%
3M
PRN
-16.67%
Winner
QMOM
-5.11%
6M
PRN
-0.91%
Winner
QMOM
+2.81%
1Y
Winner
PRN
+24.56%
QMOM
+20.53%
5Y(CAGR)
Winner
PRN
+14.95%
QMOM
+8.89%
10Y(CAGR)
Winner
PRN
+15.72%
QMOM
+12.57%
Max(CAGR)
PRN
+11.71%
Winner
QMOM
+12.38%
PRN vs QMOM - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | PRN | QMOM |
|---|---|---|
| 2026 | +14.11% | +13.15% |
| 2025 | +13.79% | +1.42% |
| 2024 | +32.57% | +32.17% |
| 2023 | +38.50% | +13.84% |
| 2022 | -23.49% | -6.63% |
| 2021 | +28.09% | -2.71% |
| 2020 | +34.87% | +59.91% |
| 2019 | +35.00% | +29.03% |
| 2018 | -16.19% | -11.66% |
| 2017 | +22.35% | +16.06% |
| 2016 | +15.32% | +8.32% |
| 2015 | -5.11% | N/A |
| 2014 | +0.90% | N/A |
| 2013 | +45.64% | N/A |
| 2012 | +17.41% | N/A |
| 2011 | -7.85% | N/A |
| 2010 | +31.10% | N/A |
| 2009 | +12.94% | N/A |
| 2008 | -34.15% | N/A |
| 2007 | +16.22% | N/A |
| 2006 | +4.49% | N/A |
PRN vs QMOM Drawdown Comparison
The maximum drawdown for PRN was -59.88%, occurring on Mar 9, 2009. Recovery took 934 trading sessions.
The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current PRN drawdown is -21.61%. The current QMOM drawdown is -7.91%.
| Rank | PRN | QMOM |
|---|---|---|
| #1 | -59.88% Jul 19, 2007 - Apr 1, 2011 | -39.11% Feb 19, 2020 - Jul 6, 2020 |
| #2 | -36.27% Feb 19, 2020 - Aug 5, 2020 | -38.89% Feb 12, 2021 - Oct 11, 2024 |
| #3 | -34.84% Nov 24, 2021 - Jan 29, 2024 | -31.88% Sep 13, 2018 - Jan 13, 2020 |
| #4 | -30.78% Nov 29, 2024 - Oct 8, 2025 | -26.48% Nov 26, 2024 - Jan 15, 2026 |
| #5 | -30.55% Apr 6, 2011 - Dec 18, 2012 | -15.68% Jan 5, 2016 - Apr 14, 2016 |
| #6 | -28.12% Sep 14, 2018 - Jun 20, 2019 | -12.76% Jun 2, 2026 - Jul 29, 2026 |
| #7 | -24.60% Jun 22, 2026 - Jul 29, 2026 | -12.65% Mar 2, 2026 - Apr 13, 2026 |
| #8 | -20.82% Feb 24, 2015 - Jul 11, 2016 | -11.75% Oct 13, 2020 - Nov 6, 2020 |
| #9 | -16.38% Mar 7, 2014 - Feb 20, 2015 | -11.65% Sep 1, 2020 - Oct 5, 2020 |
| #10 | -14.82% Jul 26, 2019 - Jan 9, 2020 | -10.90% Jan 26, 2018 - Mar 12, 2018 |
| #11 | -14.15% Oct 29, 2025 - Jan 12, 2026 | -8.59% Nov 6, 2020 - Nov 20, 2020 |
| #12 | -13.25% Feb 20, 2026 - Apr 9, 2026 | -8.25% Jun 20, 2018 - Aug 27, 2018 |
| #13 | -12.67% Feb 9, 2021 - Oct 25, 2021 | -8.17% Mar 12, 2018 - May 18, 2018 |
| #14 | -11.36% Jan 26, 2018 - Aug 27, 2018 | -8.08% Feb 21, 2017 - Sep 20, 2017 |
| #15 | -9.73% Oct 9, 2020 - Nov 11, 2020 | -7.88% Dec 22, 2020 - Jan 7, 2021 |
Correlation
Correlation between PRN and QMOM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2006 - 2025)
PRN vs QMOM dividend yield comparison.
| Year | PRN | QMOM |
|---|---|---|
| 2025 | 0.17% | 0.54% |
| 2024 | 0.39% | 1.40% |
| 2023 | 0.52% | 0.87% |
| 2022 | 0.82% | 1.59% |
| 2021 | 0.11% | 0.12% |
| 2020 | 0.10% | 0.08% |
| 2019 | 0.42% | 0.01% |
| 2018 | 0.29% | 0.05% |
| 2017 | 0.60% | 0.13% |
| 2016 | 0.57% | 0.34% |
| 2015 | 0.44% | 0.00% |
| 2014 | 0.35% | 0.00% |
| 2013 | 0.35% | 0.00% |
| 2012 | 2.31% | 0.00% |
| 2011 | 0.54% | 0.00% |
| 2010 | 0.71% | 0.00% |
| 2009 | 1.43% | 0.00% |
| 2008 | 1.21% | 0.00% |
| 2007 | 0.32% | 0.00% |
| 2006 | 0.05% | 0.00% |
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