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CRWV vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWV vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoreWeave, Inc. (CRWV) and State Street Health Care Select Sector SPDR ETF (XLV). 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 28.33% return, which is significantly higher than XLV's 5.61% return.


CRWV

1D
7.16%
1M
12.42%
6M
2.04%
YTD
28.33%
1Y
-13.31%
3Y*
5Y*
10Y*
ALL TIME*
88.47%

XLV

1D
-0.09%
1M
-1.00%
6M
6.09%
YTD
5.61%
1Y
24.00%
3Y*
8.79%
5Y*
5.73%
10Y*
9.80%
ALL TIME*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.29B$2.08B$2.86B
$1.64B$1.62B$1.65B

CRWV vs. XLV - Yearly Performance Comparison


2026 (YTD)2025
CRWV
CoreWeave, Inc.
28.33%83.62%
XLV
State Street Health Care Select Sector SPDR ETF
5.61%8.24%

Correlation

The correlation between CRWV and XLV is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

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

-0.04

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Return for Risk

CRWV vs. XLV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRWV
CRWV Risk / Return Rank: 3939
Overall Rank
CRWV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 4444
Sortino Ratio Rank
CRWV Omega Ratio Rank: 4343
Omega Ratio Rank
CRWV Calmar Ratio Rank: 3535
Calmar Ratio Rank
CRWV Martin Ratio Rank: 3535
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 5656
Overall Rank
XLV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 6767
Sortino Ratio Rank
XLV Omega Ratio Rank: 5454
Omega Ratio Rank
XLV Calmar Ratio Rank: 5858
Calmar Ratio Rank
XLV Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRWV vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoreWeave, Inc. (CRWV) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


CRWVXLVDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.23

2.30

-2.53

Martin ratioReturn relative to average drawdown

-0.37

5.50

-5.87

CRWV vs. XLV - Sharpe Ratio Comparison

The current CRWV Sharpe Ratio is -0.14, which is lower than the XLV Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CRWV and XLV, 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. XLV - Drawdown Comparison

The maximum CRWV drawdown since its inception was -66.87%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for CRWV and XLV.


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Drawdown Indicators


CRWVXLVDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-39.17%

-27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-59.11%

-10.47%

-48.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-49.94%

-3.09%

-46.85%

Average Drawdown

Average peak-to-trough decline

-38.77%

-7.09%

-31.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.04%

4.38%

+31.66%

Volatility

CRWV vs. XLV - Volatility Comparison

CoreWeave, Inc. (CRWV) has a higher volatility of 36.81% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.31%. This indicates that CRWV's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRWVXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.81%

5.31%

+31.50%

Volatility (6M)

Calculated over the trailing 6-month period

71.13%

12.05%

+59.08%

Volatility (1Y)

Calculated over the trailing 1-year period

98.56%

15.63%

+82.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.24%

15.03%

+99.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.24%

16.67%

+97.57%

Dividends

CRWV vs. XLV - Dividend Comparison

CRWV has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.56%.


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%
XLV
State Street Health Care Select Sector SPDR ETF
1.56%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions


CRWV and XLV have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (36.81%) compared to XLV (5.31%). In terms of maximum drawdown, CRWV dropped -66.87% vs XLV's -39.17%.

XLV currently has the higher Sharpe Ratio (1.55 vs -0.14), 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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