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CRWD vs. SEC0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWD vs. SEC0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRWD is traded in USD, while SEC0.DE is traded in EUR. To make them comparable, the SEC0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRWD achieves a 40.54% return, which is significantly lower than SEC0.DE's 95.79% return.


CRWD

1D
-1.82%
1M
24.83%
YTD
40.54%
6M
27.87%
1Y
40.64%
3Y*
63.94%
5Y*
25.22%
10Y*

SEC0.DE

1D
-2.75%
1M
13.61%
YTD
95.79%
6M
96.11%
1Y
193.22%
3Y*
60.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWD vs. SEC0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRWD
CrowdStrike Holdings, Inc.
40.54%37.00%34.01%142.49%-48.58%-22.92%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
95.79%54.06%13.94%66.10%-35.95%17.00%

Correlation

The correlation between CRWD and SEC0.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.35

The correlation between CRWD and SEC0.DE shifts across timeframes, from 0.24 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRWD vs. SEC0.DE — Risk / Return Rank

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

CRWD
CRWD Risk / Return Rank: 6666
Overall Rank
CRWD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6565
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6464
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6565
Martin Ratio Rank

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
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.

CRWD vs. SEC0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). 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.


CRWDSEC0.DEDifference
Sharpe ratioReturn per unit of total volatility

-5.03

Sortino ratioReturn per unit of downside risk

-4.46

Omega ratioGain probability vs. loss probability

1.19

1.75

-0.57

Calmar ratioReturn relative to maximum drawdown

1.10

13.24

-12.15

Martin ratioReturn relative to average drawdown

2.52

49.42

-46.91

CRWD vs. SEC0.DE - Sharpe Ratio Comparison

The current CRWD Sharpe Ratio is 0.91, which is lower than the SEC0.DE Sharpe Ratio of 5.94. The chart below compares the historical Sharpe Ratios of CRWD and SEC0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRWDSEC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

5.94

-5.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.11

-0.36

Drawdowns

CRWD vs. SEC0.DE - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, which is greater than SEC0.DE's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for CRWD and SEC0.DE.


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Drawdown Indicators


CRWDSEC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-45.36%

-22.33%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-14.80%

-22.38%

Max Drawdown (3Y)

Largest decline over 3 years

-44.44%

-38.70%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-67.69%

Current Drawdown

Current decline from peak

-15.77%

-2.75%

-13.02%

Average Drawdown

Average peak-to-trough decline

-23.64%

-13.42%

-10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.18%

3.97%

+12.21%

Volatility

CRWD vs. SEC0.DE - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 17.60% compared to iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) at 13.56%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRWDSEC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.60%

13.56%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

37.02%

26.00%

+11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

33.01%

+12.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.79%

31.28%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.99%

31.28%

+24.71%

Dividends

CRWD vs. SEC0.DE - Dividend Comparison

Neither CRWD nor SEC0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRWD and SEC0.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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