CRWD vs. CIBR
Compare and contrast key facts about CrowdStrike Holdings, Inc. (CRWD) and First Trust NASDAQ Cybersecurity ETF (CIBR).
CIBR is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Cybersecurity Index. It was launched on Jul 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRWD or CIBR.
Performance
CRWD vs. CIBR - Performance Comparison
Returns By Period
In the year-to-date period, CRWD achieves a 31.89% return, which is significantly higher than CIBR's 14.30% return.
CRWD
31.89%
8.58%
-2.65%
62.61%
43.32%
N/A
CIBR
14.30%
-1.43%
10.01%
28.77%
15.85%
N/A
Key characteristics
| CRWD | CIBR | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.52 |
| Sortino Ratio | 1.92 | 2.03 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 1.46 | 1.93 |
| Martin Ratio | 3.67 | 5.90 |
| Ulcer Index | 17.67% | 4.81% |
| Daily Std Dev | 46.07% | 18.65% |
| Max Drawdown | -67.69% | -33.89% |
| Current Drawdown | -14.13% | -4.92% |
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Correlation
The correlation between CRWD and CIBR is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CRWD vs. CIBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.
Dividends
CRWD vs. CIBR - Dividend Comparison
CRWD has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.43% | 0.42% | 0.30% | 0.59% | 1.10% | 0.23% | 0.22% | 0.10% | 0.77% | 0.58% |
Drawdowns
CRWD vs. CIBR - Drawdown Comparison
The maximum CRWD drawdown since its inception was -67.69%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for CRWD and CIBR. For additional features, visit the drawdowns tool.
Volatility
CRWD vs. CIBR - Volatility Comparison
CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 10.08% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 6.31%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.