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FCUV vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FCUV vs. VLUE

Last updated Jun 24, 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 -69.86%/yr vs 16.52%/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.

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Returns By Period

In the year-to-date period, FCUV achieves a -87.32% return, which is significantly lower than VLUE's 45.30% return.

FCUV

1D
89.23%
1M
25.30%
YTD
-87.32%
6M
-93.50%
1Y
-97.36%
3Y*
-80.79%
5Y*
-69.86%
10Y*
—

VLUE

1D
-3.46%
1M
5.59%
YTD
45.30%
6M
44.72%
1Y
81.73%
3Y*
32.50%
5Y*
16.52%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUV vs. VLUE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FCUV
Focus Universal Inc.		-87.32%-76.85%-76.03%-65.83%-27.65%153.14%-30.00%0.00%
VLUE
iShares MSCI USA Value Factor ETF		45.30%32.67%7.25%14.26%-14.17%28.93%-0.23%-0.42%

Correlation

The correlation between FCUV and VLUE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.12

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Focus Universal Inc.

iShares MSCI USA Value Factor ETF

Often compared with FCUV:
FCUV vs. VFV.TOFCUV vs. BK.TOFCUV vs. HXQ.TOFCUV vs. VOOFCUV vs. SCHGFCUV vs. SPMOFCUV vs. QQQ
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

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: 77
Overall Rank
FCUV Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FCUV Sortino Ratio Rank: 33
Sortino Ratio Rank
FCUV Omega Ratio Rank: 55
Omega Ratio Rank
FCUV Calmar Ratio Rank: 22
Calmar Ratio Rank
FCUV Martin Ratio Rank: 88
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9696
Overall Rank
VLUE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9696
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9595
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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.

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.

FCUVVLUEDifference
Sharpe ratioReturn per unit of total volatility
-0.54
4.31

-4.84

Sortino ratioReturn per unit of downside risk
-1.96
5.37

-7.33

Omega ratioGain probability vs. loss probability

0.78

1.73

-0.95

Calmar ratioReturn relative to maximum drawdown

-0.98

9.09

-10.08

Martin ratioReturn relative to average drawdown

-1.42

38.03

-39.45

FCUV vs. VLUE - Sharpe Ratio Comparison

The current FCUV Sharpe Ratio is -0.54, which is lower than the VLUE Sharpe Ratio of 4.31. 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.

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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.

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Drawdown Indicators

FCUVVLUEDifference

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

-99.92%

-3.46%

-96.46%

Average Drawdown

Average peak-to-trough decline

-68.43%

-6.00%

-62.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.40%

2.16%

+66.24%

Volatility

FCUV vs. VLUE - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 71.90% compared to iShares MSCI USA Value Factor ETF (VLUE) at 9.76%. 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.

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Volatility by Period

FCUVVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

71.90%

9.76%

+62.14%

Volatility (6M)

Calculated over the trailing 6-month period

147.18%

16.13%

+131.05%

Volatility (1Y)

Calculated over the trailing 1-year period

182.00%

19.07%

+162.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

196.55%

18.12%

+178.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

189.84%

19.95%

+169.89%

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 1.42%.

PositionTTM20252024202320222021202020192018201720162015
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		1.42%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

FCUV and VLUE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCUV has higher volatility (71.90%) compared to VLUE (9.76%). In terms of maximum drawdown, FCUV dropped -99.96% vs VLUE's -39.47%.

VLUE currently has the higher Sharpe Ratio (4.31 vs -0.54), 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.

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