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CRWV vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWV vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoreWeave, Inc. (CRWV) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRWV achieves a 7.69% return, which is significantly lower than FDL's 14.84% return.


CRWV

1D
-3.53%
1M
-27.73%
6M
-14.12%
YTD
7.69%
1Y
-45.15%
3Y*
5Y*
10Y*

FDL

1D
0.62%
1M
0.61%
6M
10.09%
YTD
14.84%
1Y
22.74%
3Y*
18.57%
5Y*
13.56%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWV vs. FDL - Yearly Performance Comparison


Correlation

The correlation between CRWV and FDL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

-0.02

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Return for Risk

CRWV vs. FDL — Risk / Return Rank

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

CRWV
CRWV Risk / Return Rank: 2121
Overall Rank
CRWV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 2828
Sortino Ratio Rank
CRWV Omega Ratio Rank: 2929
Omega Ratio Rank
CRWV Calmar Ratio Rank: 1313
Calmar Ratio Rank
CRWV Martin Ratio Rank: 1212
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 8282
Overall Rank
FDL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDL Omega Ratio Rank: 7272
Omega Ratio Rank
FDL Calmar Ratio Rank: 9494
Calmar Ratio Rank
FDL Martin Ratio Rank: 8080
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.

CRWV vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoreWeave, Inc. (CRWV) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRWVFDLDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.97

1.34

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.80

5.35

-6.15

Martin ratioReturn relative to average drawdown

-1.31

12.19

-13.50

CRWV vs. FDL - Sharpe Ratio Comparison

The current CRWV Sharpe Ratio is -0.48, which is lower than the FDL Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CRWV and FDL, 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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Drawdowns

CRWV vs. FDL - Drawdown Comparison

The maximum CRWV drawdown since its inception was -64.84%, roughly equal to the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for CRWV and FDL.


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Drawdown Indicators


CRWVFDLDifference

Max Drawdown

Largest peak-to-trough decline

-64.84%

-65.93%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-56.61%

-4.27%

-52.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-57.99%

-1.22%

-56.77%

Average Drawdown

Average peak-to-trough decline

-37.90%

-9.61%

-28.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

1.87%

+32.59%

Volatility

CRWV vs. FDL - Volatility Comparison

CoreWeave, Inc. (CRWV) has a higher volatility of 25.59% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.70%. This indicates that CRWV's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRWVFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.59%

4.70%

+20.89%

Volatility (6M)

Calculated over the trailing 6-month period

65.42%

8.44%

+56.98%

Volatility (1Y)

Calculated over the trailing 1-year period

94.31%

11.68%

+82.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.40%

14.37%

+98.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.40%

17.12%

+95.28%

Dividends

CRWV vs. FDL - Dividend Comparison

CRWV has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.69%.


PositionTTM20252024202320222021202020192018201720162015
CRWV
CoreWeave, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.69%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%

Frequently Asked Questions


CRWV and FDL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (25.59%) compared to FDL (4.70%). In terms of maximum drawdown, CRWV dropped -64.84% vs FDL's -65.93%.

FDL currently has the higher Sharpe Ratio (1.98 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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