SOFR vs QMOM

Comparison between Amplify Samsung SOFR ETF (SOFR, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

SOFR vs QMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOFR(ETF)	QMOM(ETF)
Net Assets	$445M	$444M
Expense Ratio	0.20%	0.28%
Max Drawdown	0.78%	39.92%
Sharpe Ratio	0.01	0.66
5Y Beta	-0.00	1.21
P/E Ratio	N/A	40.94
Forward P/E	N/A	19.52
PEG Ratio	N/A	0.13
5Y Dividends CAGR	N/A	95.10%
5Y EPS CAGR	N/A	12.89%
Debt to Equity	N/A	-17.68%
P/S Ratio	N/A	1.99
P/B Ratio	N/A	4.74

Net Assets

Winner

SOFR

$445M

QMOM

$444M

Expense Ratio

Winner

SOFR

0.20%

QMOM

0.28%

Max Drawdown

Winner

SOFR

0.78%

QMOM

39.92%

Sharpe Ratio

SOFR

0.01

Winner

QMOM

0.66

5Y Beta

Winner

SOFR

-0.00

QMOM

1.21

P/E Ratio

SOFR

N/A

QMOM

40.94

Forward P/E

SOFR

N/A

QMOM

19.52

PEG Ratio

SOFR

N/A

QMOM

0.13

5Y Dividends CAGR

SOFR

N/A

QMOM

95.10%

5Y EPS CAGR

SOFR

N/A

QMOM

12.89%

Debt to Equity

SOFR

N/A

QMOM

-17.68%

P/S Ratio

SOFR

N/A

QMOM

1.99

P/B Ratio

SOFR

N/A

QMOM

4.74

SOFR vs QMOM - Historical Returns

Returns include dividend reinvestment.

Period	SOFR	QMOM
1 month	+0.24%	-5.60%
3 months	+0.87%	+0.60%
6 months	+1.76%	+7.81%
1 year	+3.84%	+19.87%
5 years(CAGR)	N/A	+10.17%
10 years(CAGR)	N/A	+12.65%
Max(CAGR)	+4.10%	+12.59%

Winner

SOFR

+0.24%

QMOM

-5.60%

Winner

SOFR

+0.87%

QMOM

+0.60%

SOFR

+1.76%

Winner

QMOM

+7.81%

SOFR

+3.84%

Winner

QMOM

+19.87%

5Y(CAGR)

SOFR

N/A

QMOM

+10.17%

10Y(CAGR)

SOFR

N/A

QMOM

+12.65%

Max(CAGR)

SOFR

+4.10%

Winner

QMOM

+12.59%

SOFR vs QMOM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	SOFR	QMOM
2026	+1.92%	+14.10%
2025	+4.25%	+1.42%
2024	+1.20%	+32.17%
2023	N/A	+13.84%
2022	N/A	-6.63%
2021	N/A	-2.71%
2020	N/A	+59.91%
2019	N/A	+29.03%
2018	N/A	-11.66%
2017	N/A	+16.06%
2016	N/A	+8.32%

SOFR vs QMOM Drawdown Comparison

The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current SOFR drawdown is -0.15%. The current QMOM drawdown is -7.14%.

Rank	SOFR	QMOM
#1	-0.41% Oct 27, 2025 - Dec 4, 2025	-39.11% Feb 19, 2020 - Jul 6, 2020
#2	-0.40% Dec 20, 2024 - Dec 24, 2024	-38.89% Feb 12, 2021 - Oct 11, 2024
#3	-0.32% Feb 27, 2026 - Apr 1, 2026	-31.88% Sep 13, 2018 - Jan 13, 2020
#4	-0.15% May 28, 2026 - Jun 11, 2026	-26.48% Nov 26, 2024 - Jan 15, 2026
#5	-0.15% Jul 20, 2026 - Jul 21, 2026	-15.68% Jan 5, 2016 - Apr 14, 2016
#6	-0.13% Jun 25, 2026 - Jul 9, 2026	-12.65% Mar 2, 2026 - Apr 13, 2026
#7	-0.13% Apr 8, 2026 - Apr 20, 2026	-11.75% Oct 13, 2020 - Nov 6, 2020
#8	-0.11% Apr 7, 2025 - Apr 15, 2025	-11.65% Sep 1, 2020 - Oct 5, 2020
#9	-0.08% Jul 16, 2026 - Jul 20, 2026	-10.90% Jan 26, 2018 - Mar 12, 2018
#10	-0.07% Dec 6, 2024 - Dec 17, 2024	-9.89% Jun 2, 2026 - Jul 16, 2026
#11	-0.06% Oct 18, 2024 - Oct 23, 2024	-8.59% Nov 6, 2020 - Nov 20, 2020
#12	-0.06% Feb 14, 2025 - Feb 21, 2025	-8.25% Jun 20, 2018 - Aug 27, 2018
#13	-0.05% Dec 3, 2024 - Dec 6, 2024	-8.17% Mar 12, 2018 - May 18, 2018
#14	-0.05% Jun 27, 2025 - Jul 3, 2025	-8.08% Feb 21, 2017 - Sep 20, 2017
#15	-0.04% Jan 22, 2026 - Jan 29, 2026	-7.88% Dec 22, 2020 - Jan 7, 2021

Correlation

Correlation between SOFR and QMOM is 0.70 which considered as a strong positive correlation - the stocks tend to move together.

0.70

-101

Dividend Comparison (2016 - 2026)

SOFR vs QMOM dividend yield comparison.

Year	SOFR	QMOM
2026	1.81%	0.00%
2025	4.22%	0.54%
2024	1.60%	1.40%
2023	0.00%	0.87%
2022	0.00%	1.59%
2021	0.00%	0.12%
2020	0.00%	0.08%
2019	0.00%	0.01%
2018	0.00%	0.05%
2017	0.00%	0.13%
2016	0.00%	0.34%