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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

In the year-to-date period, SPHQ achieves a 16.54% return, which is significantly lower than CRWV's 47.63% return.


SPHQ

1D
-2.93%
1M
2.94%
YTD
16.54%
6M
15.11%
1Y
25.84%
3Y*
22.34%
5Y*
14.14%
10Y*
15.46%

CRWV

1D
-5.00%
1M
0.22%
YTD
47.63%
6M
31.72%
1Y
-39.13%
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
16.54%13.00%
CRWV
CoreWeave, Inc.
47.63%83.62%

Correlation

The correlation between SPHQ and CRWV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

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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: 6161
Overall Rank
SPHQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5656
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7070
Martin Ratio Rank

CRWV
CRWV Risk / Return Rank: 2525
Overall Rank
CRWV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 3030
Sortino Ratio Rank
CRWV Omega Ratio Rank: 3030
Omega Ratio Rank
CRWV Calmar Ratio Rank: 1919
Calmar Ratio Rank
CRWV Martin Ratio Rank: 2323
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

+2.35

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.34

0.99

+0.35

Calmar ratioReturn relative to maximum drawdown

2.92

-0.63

+3.54

Martin ratioReturn relative to average drawdown

12.48

-0.95

+13.43

SPHQ vs. CRWV - Sharpe Ratio Comparison

The current SPHQ Sharpe Ratio is 1.94, which is higher than the CRWV Sharpe Ratio of -0.42. 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%

-62.61%

+53.71%

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

-2.93%

-42.41%

+39.48%

Average Drawdown

Average peak-to-trough decline

-10.68%

-37.24%

+26.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

41.64%

-39.57%

Volatility

SPHQ vs. CRWV - Volatility Comparison

The current volatility for Invesco S&P 500 Quality ETF (SPHQ) is 5.88%, while CoreWeave, Inc. (CRWV) has a volatility of 24.32%. 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

5.88%

24.32%

-18.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

67.42%

-56.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.46%

94.31%

-80.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

113.42%

-96.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

113.42%

-95.51%

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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (24.32%) compared to SPHQ (5.88%). In terms of maximum drawdown, SPHQ dropped -57.83% vs CRWV's -64.84%.

SPHQ currently has the higher Sharpe Ratio (1.94 vs -0.42), 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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