QMOM vs SOFR
Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and Amplify Samsung SOFR ETF (SOFR, ETF).
QMOM vs SOFR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QMOM
$444M
Winner
SOFR
$445M
Expense Ratio
QMOM
0.28%
Winner
SOFR
0.20%
Max Drawdown
QMOM
39.92%
Winner
SOFR
0.78%
Sharpe Ratio
Winner
QMOM
0.73
SOFR
0.02
5Y Beta
QMOM
1.20
Winner
SOFR
-0.00
P/E Ratio
QMOM
40.94
SOFR
N/A
Forward P/E
QMOM
19.27
SOFR
N/A
PEG Ratio
QMOM
0.13
SOFR
N/A
5Y Dividends CAGR
QMOM
95.10%
SOFR
N/A
5Y EPS CAGR
QMOM
12.89%
SOFR
N/A
Debt to Equity
QMOM
-17.68%
SOFR
N/A
P/S Ratio
QMOM
1.99
SOFR
N/A
P/B Ratio
QMOM
4.74
SOFR
N/A
QMOM vs SOFR - Historical Returns
Returns include dividend reinvestment.
1M
QMOM
-2.99%
Winner
SOFR
+0.36%
3M
QMOM
-0.72%
Winner
SOFR
+0.96%
6M
Winner
QMOM
+7.89%
SOFR
+1.85%
1Y
Winner
QMOM
+19.89%
SOFR
+3.91%
5Y(CAGR)
QMOM
+10.40%
SOFR
N/A
10Y(CAGR)
QMOM
+12.53%
SOFR
N/A
Max(CAGR)
Winner
QMOM
+12.59%
SOFR
+4.15%
QMOM vs SOFR - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | QMOM | SOFR |
|---|---|---|
| 2026 | +14.11% | +2.02% |
| 2025 | +1.42% | +4.25% |
| 2024 | +32.17% | +1.20% |
| 2023 | +13.84% | N/A |
| 2022 | -6.63% | N/A |
| 2021 | -2.71% | N/A |
| 2020 | +59.91% | N/A |
| 2019 | +29.03% | N/A |
| 2018 | -11.66% | N/A |
| 2017 | +16.06% | N/A |
| 2016 | +8.32% | N/A |
QMOM vs SOFR Drawdown Comparison
The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.
The current QMOM drawdown is -7.13%. The current SOFR drawdown is -0.05%.
| Rank | QMOM | SOFR |
|---|---|---|
| #1 | -39.11% Feb 19, 2020 - Jul 6, 2020 | -0.41% Oct 27, 2025 - Dec 4, 2025 |
| #2 | -38.89% Feb 12, 2021 - Oct 11, 2024 | -0.40% Dec 20, 2024 - Dec 24, 2024 |
| #3 | -31.88% Sep 13, 2018 - Jan 13, 2020 | -0.32% Feb 27, 2026 - Apr 1, 2026 |
| #4 | -26.48% Nov 26, 2024 - Jan 15, 2026 | -0.15% May 28, 2026 - Jun 11, 2026 |
| #5 | -15.68% Jan 5, 2016 - Apr 14, 2016 | -0.15% Jul 20, 2026 - Jul 21, 2026 |
| #6 | -12.65% Mar 2, 2026 - Apr 13, 2026 | -0.13% Jun 25, 2026 - Jul 9, 2026 |
| #7 | -11.75% Oct 13, 2020 - Nov 6, 2020 | -0.13% Apr 8, 2026 - Apr 20, 2026 |
| #8 | -11.65% Sep 1, 2020 - Oct 5, 2020 | -0.11% Apr 7, 2025 - Apr 15, 2025 |
| #9 | -10.90% Jan 26, 2018 - Mar 12, 2018 | -0.08% Jul 16, 2026 - Jul 20, 2026 |
| #10 | -9.89% Jun 2, 2026 - Jul 16, 2026 | -0.07% Dec 6, 2024 - Dec 17, 2024 |
| #11 | -8.59% Nov 6, 2020 - Nov 20, 2020 | -0.06% Oct 18, 2024 - Oct 23, 2024 |
| #12 | -8.25% Jun 20, 2018 - Aug 27, 2018 | -0.06% Feb 14, 2025 - Feb 21, 2025 |
| #13 | -8.17% Mar 12, 2018 - May 18, 2018 | -0.05% Dec 3, 2024 - Dec 6, 2024 |
| #14 | -8.08% Feb 21, 2017 - Sep 20, 2017 | -0.05% Jun 27, 2025 - Jul 3, 2025 |
| #15 | -7.88% Dec 22, 2020 - Jan 7, 2021 | -0.04% Jan 22, 2026 - Jan 29, 2026 |
Correlation
Correlation between QMOM and SOFR is 0.70 which considered as a strong positive correlation - the stocks tend to move together.
0.70
-101
Dividend Comparison (2016 - 2026)
QMOM vs SOFR dividend yield comparison.
| Year | QMOM | SOFR |
|---|---|---|
| 2026 | 0.00% | 1.81% |
| 2025 | 0.54% | 4.22% |
| 2024 | 1.40% | 1.60% |
| 2023 | 0.87% | 0.00% |
| 2022 | 1.59% | 0.00% |
| 2021 | 0.12% | 0.00% |
| 2020 | 0.08% | 0.00% |
| 2019 | 0.01% | 0.00% |
| 2018 | 0.05% | 0.00% |
| 2017 | 0.13% | 0.00% |
| 2016 | 0.34% | 0.00% |
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