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SPHQ vs. CRWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHQ vs. CRWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Quality ETF (SPHQ) and CoreWeave, Inc. (CRWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPHQ having a 16.39% return and CRWV slightly lower at 16.34%.


SPHQ

1D
-1.48%
1M
-0.34%
6M
12.52%
YTD
16.39%
1Y
23.43%
3Y*
20.91%
5Y*
13.45%
10Y*
14.76%

CRWV

1D
-6.27%
1M
-17.15%
6M
-7.36%
YTD
16.34%
1Y
-33.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHQ vs. CRWV - Yearly Performance Comparison


2026 (YTD)2025
SPHQ
Invesco S&P 500 Quality ETF
16.39%13.00%
CRWV
CoreWeave, Inc.
16.34%83.62%

Correlation

The correlation between SPHQ and CRWV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.29

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Return for Risk

SPHQ vs. CRWV — Risk / Return Rank

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

SPHQ
SPHQ Risk / Return Rank: 6565
Overall Rank
SPHQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5959
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7474
Martin Ratio Rank

CRWV
CRWV Risk / Return Rank: 2929
Overall Rank
CRWV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 3636
Sortino Ratio Rank
CRWV Omega Ratio Rank: 3535
Omega Ratio Rank
CRWV Calmar Ratio Rank: 2323
Calmar Ratio Rank
CRWV Martin Ratio Rank: 2424
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.

SPHQ vs. CRWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Quality ETF (SPHQ) 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.


SPHQCRWVDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.29

1.01

+0.28

Calmar ratioReturn relative to maximum drawdown

2.65

-0.60

+3.24

Martin ratioReturn relative to average drawdown

10.96

-0.99

+11.95

SPHQ vs. CRWV - Sharpe Ratio Comparison

The current SPHQ Sharpe Ratio is 1.66, which is higher than the CRWV Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of SPHQ 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

SPHQ vs. CRWV - Drawdown Comparison

The maximum SPHQ drawdown since its inception was -57.83%, smaller than the maximum CRWV drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for SPHQ and CRWV.


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Drawdown Indicators


SPHQCRWVDifference

Max Drawdown

Largest peak-to-trough decline

-57.83%

-64.84%

+7.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-56.61%

+47.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

Current Drawdown

Current decline from peak

-3.64%

-54.62%

+50.98%

Average Drawdown

Average peak-to-trough decline

-10.65%

-37.78%

+27.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

34.20%

-32.06%

Volatility

SPHQ vs. CRWV - Volatility Comparison

The current volatility for Invesco S&P 500 Quality ETF (SPHQ) is 6.97%, while CoreWeave, Inc. (CRWV) has a volatility of 25.97%. This indicates that SPHQ 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


SPHQCRWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

25.97%

-19.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

66.33%

-54.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

94.49%

-80.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

112.63%

-95.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

112.63%

-94.68%

Dividends

SPHQ vs. CRWV - Dividend Comparison

SPHQ's dividend yield for the trailing twelve months is around 1.07%, while CRWV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRWV
CoreWeave, 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%
SPHQ
Invesco S&P 500 Quality ETF
1.07%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%

Frequently Asked Questions


SPHQ and CRWV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (25.97%) compared to SPHQ (6.97%). In terms of maximum drawdown, SPHQ dropped -57.83% vs CRWV's -64.84%.

SPHQ currently has the higher Sharpe Ratio (1.66 vs -0.36), 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

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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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