PEYAX vs. CRWD

Last updated Jun 16, 2026

PEYAX (Putnam Large Cap Value Fund) is Large Cap Value Equities fund managed by Putnam, while CRWD (CrowdStrike Holdings, Inc.) is a stock. Over the past 5 years, PEYAX returned 12.17%/yr vs 24.23%/yr for CRWD. At a 0.28 correlation, their price movements are largely independent.

Performance

PEYAX vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund (PEYAX) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEYAX achieves a 10.82% return, which is significantly lower than CRWD's 47.82% return.

PEYAX

• 1D: 0.88%
• 1M: 3.88%
• YTD: 10.82%
• 6M: 10.92%
• 1Y: 27.36%
• 3Y*: 20.10%
• 5Y*: 12.17%
• 10Y*: 13.44%

CRWD

• 1D: 1.48%
• 1M: 16.64%
• YTD: 47.82%
• 6M: 42.14%
• 1Y: 44.17%
• 3Y*: 64.68%
• 5Y*: 24.23%
• 10Y*: —

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

PEYAX vs. CRWD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PEYAX Putnam Large Cap Value Fund	10.82%	20.09%	18.99%	15.09%	-8.37%	26.84%	5.87%	13.85%
CRWD CrowdStrike Holdings, Inc.	47.82%	37.00%	34.01%	142.49%	-48.58%	-3.34%	324.74%	-21.46%

Correlation

The correlation between PEYAX and CRWD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 12, 2019	0.28

The correlation between PEYAX and CRWD shifts across timeframes, from 0.13 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PEYAX vs. CRWD — Risk / Return Rank

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

PEYAX

PEYAX Risk / Return Rank: 83
PEYAX Sharpe Ratio Rank: 84
PEYAX Sortino Ratio Rank: 82
PEYAX Omega Ratio Rank: 78
PEYAX Calmar Ratio Rank: 86
PEYAX Martin Ratio Rank: 86

CRWD

CRWD Risk / Return Rank: 68
CRWD Sharpe Ratio Rank: 72
CRWD Sortino Ratio Rank: 68
CRWD Omega Ratio Rank: 67
CRWD Calmar Ratio Rank: 66
CRWD Martin Ratio Rank: 66

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.

PEYAX vs. CRWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and CrowdStrike Holdings, Inc. (CRWD). 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.

	PEYAX	CRWD	Difference
Sharpe ratio: Return per unit of total volatility	2.42	0.98	+1.45
Sortino ratio: Return per unit of downside risk	3.43	1.54	+1.89
Omega ratio: Gain probability vs. loss probability	1.44	1.19	+0.24
Calmar ratio: Return relative to maximum drawdown	3.66	1.19	+2.46
Martin ratio: Return relative to average drawdown	14.17	2.72	+11.46

PEYAX vs. CRWD - Sharpe Ratio Comparison

The current PEYAX Sharpe Ratio is 2.42, which is higher than the CRWD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PEYAX and CRWD, 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

PEYAX vs. CRWD - Drawdown Comparison

The maximum PEYAX drawdown since its inception was -56.92%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for PEYAX and CRWD.

Drawdown Indicators

	PEYAX	CRWD	Difference
Max Drawdown Largest peak-to-trough decline	-56.92%	-67.69%	+10.77%
Max Drawdown (1Y) Largest decline over 1 year	-7.23%	-37.18%	+29.95%
Max Drawdown (3Y) Largest decline over 3 years	-15.12%	-44.44%	+29.32%
Max Drawdown (5Y) Largest decline over 5 years	-15.31%	-67.69%	+52.38%
Max Drawdown (10Y) Largest decline over 10 years	-36.06%	—	—
Current Drawdown Current decline from peak	-0.12%	-11.41%	+11.29%
Average Drawdown Average peak-to-trough decline	-14.05%	-23.61%	+9.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	16.31%	-14.44%

Volatility

PEYAX vs. CRWD - Volatility Comparison

The current volatility for Putnam Large Cap Value Fund (PEYAX) is 3.99%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 18.35%. This indicates that PEYAX experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEYAX	CRWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	18.35%	-14.36%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	37.68%	-29.24%
Volatility (1Y) Calculated over the trailing 1-year period	10.92%	45.58%	-34.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.74%	50.79%	-36.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	56.06%	-38.98%

Dividends

PEYAX vs. CRWD - Dividend Comparison

PEYAX's dividend yield for the trailing twelve months is around 4.77%, while CRWD has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRWD CrowdStrike Holdings, 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%
PEYAX Putnam Large Cap Value Fund	4.77%	5.36%	6.80%	4.93%	1.21%	7.09%	5.97%	3.79%	5.67%	3.31%	2.27%	5.86%

Frequently Asked Questions

Can I hold both PEYAX and CRWD in my portfolio?

PEYAX and CRWD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEYAX or CRWD?

CRWD has higher volatility (18.35%) compared to PEYAX (3.99%). In terms of maximum drawdown, PEYAX dropped -56.92% vs CRWD's -67.69%.

Which has better risk-adjusted returns?

PEYAX currently has the higher Sharpe Ratio (2.42 vs 0.98), 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.