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HYDR vs. CRWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDR vs. CRWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Hydrogen ETF (HYDR) and CoreWeave, Inc. (CRWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYDR achieves a 31.47% return, which is significantly higher than CRWV's 2.02% return.


HYDR

1D
-2.18%
1M
-26.43%
6M
8.07%
YTD
31.47%
1Y
77.56%
3Y*
-5.58%
5Y*
-18.60%
10Y*
ALL TIME*
-18.57%

CRWV

1D
-0.20%
1M
-38.06%
6M
-27.83%
YTD
2.02%
1Y
-40.61%
3Y*
5Y*
10Y*
ALL TIME*
61.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDR vs. CRWV - Yearly Performance Comparison


2026 (YTD)2025
HYDR
Global X Hydrogen ETF
31.47%81.58%
CRWV
CoreWeave, Inc.
2.02%83.62%

Correlation

The correlation between HYDR and CRWV is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.44

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Return for Risk

HYDR vs. CRWV — Risk / Return Rank

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

HYDR
HYDR Risk / Return Rank: 4949
Overall Rank
HYDR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYDR Sortino Ratio Rank: 5757
Sortino Ratio Rank
HYDR Omega Ratio Rank: 4949
Omega Ratio Rank
HYDR Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYDR Martin Ratio Rank: 4040
Martin Ratio Rank

CRWV
CRWV Risk / Return Rank: 2424
Overall Rank
CRWV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 3131
Sortino Ratio Rank
CRWV Omega Ratio Rank: 3131
Omega Ratio Rank
CRWV Calmar Ratio Rank: 1717
Calmar Ratio Rank
CRWV Martin Ratio Rank: 1717
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.

HYDR vs. CRWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen ETF (HYDR) and CoreWeave, Inc. (CRWV). 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.


HYDRCRWVDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.24

0.99

+0.25

Calmar ratioReturn relative to maximum drawdown

1.81

-0.72

+2.53

Martin ratioReturn relative to average drawdown

4.69

-1.17

+5.86

HYDR vs. CRWV - Sharpe Ratio Comparison

The current HYDR Sharpe Ratio is 1.38, which is higher than the CRWV Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of HYDR and CRWV, 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

HYDR vs. CRWV - Drawdown Comparison

The maximum HYDR drawdown since its inception was -89.28%, which is greater than CRWV's maximum drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for HYDR and CRWV.


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Drawdown Indicators


HYDRCRWVDifference

Max Drawdown

Largest peak-to-trough decline

-89.28%

-64.84%

-24.44%

Max Drawdown (1Y)

Largest decline over 1 year

-43.02%

-56.61%

+13.59%

Max Drawdown (3Y)

Largest decline over 3 years

-70.32%

Max Drawdown (5Y)

Largest decline over 5 years

-89.28%

Current Drawdown

Current decline from peak

-69.81%

-60.20%

-9.61%

Average Drawdown

Average peak-to-trough decline

-64.14%

-38.10%

-26.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.58%

34.68%

-18.10%

Volatility

HYDR vs. CRWV - Volatility Comparison

The current volatility for Global X Hydrogen ETF (HYDR) is 16.40%, while CoreWeave, Inc. (CRWV) has a volatility of 22.14%. This indicates that HYDR experiences smaller price fluctuations and is considered to be less risky than CRWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDRCRWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

22.14%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

40.93%

65.28%

-24.35%

Volatility (1Y)

Calculated over the trailing 1-year period

56.80%

93.87%

-37.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.76%

112.01%

-64.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.71%

112.01%

-64.30%

Dividends

HYDR vs. CRWV - Dividend Comparison

HYDR's dividend yield for the trailing twelve months is around 3.18%, while CRWV has not paid dividends to shareholders.


PositionTTM20252024202320222021
CRWV
CoreWeave, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
HYDR
Global X Hydrogen ETF
3.18%3.82%0.40%0.00%0.00%0.06%

Frequently Asked Questions


HYDR and CRWV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (22.14%) compared to HYDR (16.40%). In terms of maximum drawdown, HYDR dropped -89.28% vs CRWV's -64.84%.

HYDR currently has the higher Sharpe Ratio (1.38 vs -0.43), 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

Find the right allocation for HYDR and CRWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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