FCUV vs. VLUE

Last updated Jul 14, 2026

FCUV (Focus Universal Inc.) is a stock, while VLUE (iShares MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Over the past 5 years, FCUV returned -71.80%/yr vs 16.30%/yr for VLUE. At a 0.15 correlation, their price movements are largely independent.

Performance

FCUV vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Focus Universal Inc. (FCUV) and iShares MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUV achieves a -90.90% return, which is significantly lower than VLUE's 42.84% return.

FCUV

• 1D: 7.27%
• 1M: -11.14%
• 6M: -90.17%
• YTD: -90.90%
• 1Y: -98.09%
• 3Y*: -83.72%
• 5Y*: -71.80%
• 10Y*: —

VLUE

• 1D: -0.81%
• 1M: -1.97%
• 6M: 35.91%
• YTD: 42.84%
• 1Y: 71.66%
• 3Y*: 30.17%
• 5Y*: 16.30%
• 10Y*: 14.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUV vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FCUV Focus Universal Inc.	-90.90%	-76.85%	-76.03%	-65.83%	-27.65%	153.14%	-30.00%	0.00%
VLUE iShares MSCI USA Value Factor ETF	42.84%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.23%	-0.42%

Correlation

The correlation between FCUV and VLUE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Dec 27, 2019	0.15

Return for Risk

FCUV vs. VLUE — Risk / Return Rank

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

FCUV

FCUV Risk / Return Rank: 8
FCUV Sharpe Ratio Rank: 21
FCUV Sortino Ratio Rank: 2
FCUV Omega Ratio Rank: 4
FCUV Calmar Ratio Rank: 2
FCUV Martin Ratio Rank: 10

VLUE

VLUE Risk / Return Rank: 96
VLUE Sharpe Ratio Rank: 97
VLUE Sortino Ratio Rank: 96
VLUE Omega Ratio Rank: 95
VLUE Calmar Ratio Rank: 97
VLUE Martin Ratio Rank: 97

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.

FCUV vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Focus Universal Inc. (FCUV) and iShares MSCI USA Value Factor ETF (VLUE). 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.

	FCUV	VLUE	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	3.64	-4.17
Sortino ratio: Return per unit of downside risk	-2.15	4.69	-6.84
Omega ratio: Gain probability vs. loss probability	0.76	1.62	-0.86
Calmar ratio: Return relative to maximum drawdown	-0.99	7.97	-8.96
Martin ratio: Return relative to average drawdown	-1.37	30.40	-31.77

FCUV vs. VLUE - Sharpe Ratio Comparison

The current FCUV Sharpe Ratio is -0.53, which is lower than the VLUE Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of FCUV and VLUE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCUV vs. VLUE - Drawdown Comparison

The maximum FCUV drawdown since its inception was -99.96%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FCUV and VLUE.

Drawdown Indicators

	FCUV	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-99.96%	-39.47%	-60.49%
Max Drawdown (1Y) Largest decline over 1 year	-98.89%	-9.04%	-89.85%
Max Drawdown (3Y) Largest decline over 3 years	-99.75%	-17.89%	-81.86%
Max Drawdown (5Y) Largest decline over 5 years	-99.96%	-27.12%	-72.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-99.94%	-5.28%	-94.66%
Average Drawdown Average peak-to-trough decline	-68.70%	-5.99%	-62.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.40%	2.37%	+69.03%

Volatility

FCUV vs. VLUE - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 76.38% compared to iShares MSCI USA Value Factor ETF (VLUE) at 8.95%. This indicates that FCUV's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUV	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	76.38%	8.95%	+67.43%
Volatility (6M) Calculated over the trailing 6-month period	142.43%	16.91%	+125.52%
Volatility (1Y) Calculated over the trailing 1-year period	184.61%	19.82%	+164.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	197.03%	18.26%	+178.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	189.44%	19.97%	+169.47%

Dividends

FCUV vs. VLUE - Dividend Comparison

FCUV has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCUV Focus Universal 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%
VLUE iShares MSCI USA Value Factor ETF	1.45%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Frequently Asked Questions

Can I hold both FCUV and VLUE in my portfolio?

FCUV and VLUE 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.

Which is riskier, FCUV or VLUE?

FCUV has higher volatility (76.38%) compared to VLUE (8.95%). In terms of maximum drawdown, FCUV dropped -99.96% vs VLUE's -39.47%.

Which has better risk-adjusted returns?

VLUE currently has the higher Sharpe Ratio (3.64 vs -0.53), 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.