SIVEF vs. CRDO

Last updated Jun 6, 2026

SIVEF (Sivers Semiconductors AB (publ)) and CRDO (Credo Technology Group Holding Ltd) are both stocks. Both are in the Technology sector — SIVEF in Semiconductors, CRDO in Communication Equipment. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

SIVEF vs. CRDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sivers Semiconductors AB (publ) (SIVEF) and Credo Technology Group Holding Ltd (CRDO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SIVEF

• 1D: -16.36%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRDO

• 1D: -4.88%
• 1M: 4.34%
• YTD: 43.78%
• 6M: 17.52%
• 1Y: 183.41%
• 3Y*: 135.90%
• 5Y*: —
• 10Y*: —

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

SIVEF vs. CRDO - Yearly Performance Comparison

	2026 (YTD)
SIVEF Sivers Semiconductors AB (publ)	4.72%
CRDO Credo Technology Group Holding Ltd	-5.27%

Correlation

The correlation between SIVEF and CRDO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 26, 2026	0.67

Return for Risk

SIVEF vs. CRDO — Risk / Return Rank

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

CRDO

CRDO Risk / Return Rank: 85
CRDO Sharpe Ratio Rank: 90
CRDO Sortino Ratio Rank: 84
CRDO Omega Ratio Rank: 80
CRDO Calmar Ratio Rank: 85
CRDO Martin Ratio Rank: 84

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.

SIVEF vs. CRDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sivers Semiconductors AB (publ) (SIVEF) and Credo Technology Group Holding Ltd (CRDO). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SIVEF	CRDO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.18	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	1.16	-0.33

Drawdowns

SIVEF vs. CRDO - Drawdown Comparison

The maximum SIVEF drawdown since its inception was -29.26%, smaller than the maximum CRDO drawdown of -62.04%. Use the drawdown chart below to compare losses from any high point for SIVEF and CRDO.

Drawdown Indicators

	SIVEF	CRDO	Difference
Max Drawdown Largest peak-to-trough decline	-29.26%	-62.04%	+32.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.59%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-61.05%	—
Current Drawdown Current decline from peak	-21.52%	-12.35%	-9.17%
Average Drawdown Average peak-to-trough decline	-12.47%	-19.47%	+7.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	22.17%	—

Volatility

Volatility by Period

	SIVEF	CRDO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	28.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	64.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	338.64%	84.80%	+253.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	338.64%	81.37%	+257.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	338.64%	81.37%	+257.27%

Dividends

SIVEF vs. CRDO - Dividend Comparison

Neither SIVEF nor CRDO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SIVEF and CRDO in my portfolio?

SIVEF and CRDO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.