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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 14.14% return, which is significantly lower than CRWV's 19.76% return.


SPHQ

1D
0.56%
1M
-3.11%
6M
8.93%
YTD
14.14%
1Y
21.69%
3Y*
19.92%
5Y*
12.81%
10Y*
14.58%
ALL TIME*
10.03%

CRWV

1D
19.49%
1M
4.91%
6M
-3.58%
YTD
19.76%
1Y
-17.65%
3Y*
5Y*
10Y*
ALL TIME*
79.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.17B$2.03B$2.88B
$121.34M$134.31M$144.70M

SPHQ vs. CRWV - Yearly Performance Comparison


2026 (YTD)2025
SPHQ
Invesco S&P 500 Quality ETF
14.14%13.00%
CRWV
CoreWeave, Inc.
19.76%83.62%

Correlation

The correlation between SPHQ and CRWV is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

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

0.31

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Return for Risk

SPHQ vs. CRWV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPHQ
SPHQ Risk / Return Rank: 6565
Overall Rank
SPHQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5959
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 6969
Martin Ratio Rank

CRWV
CRWV Risk / Return Rank: 3838
Overall Rank
CRWV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 4444
Sortino Ratio Rank
CRWV Omega Ratio Rank: 4343
Omega Ratio Rank
CRWV Calmar Ratio Rank: 3434
Calmar Ratio Rank
CRWV Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+1.69

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.26

1.05

+0.21

Calmar ratioReturn relative to maximum drawdown

2.45

-0.30

+2.75

Martin ratioReturn relative to average drawdown

8.64

-0.49

+9.14

SPHQ vs. CRWV - Sharpe Ratio Comparison

The current SPHQ Sharpe Ratio is 1.51, which is higher than the CRWV Sharpe Ratio of -0.18. 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 -66.87%. 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%

-66.87%

+9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-59.11%

+50.21%

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

-5.50%

-53.28%

+47.78%

Average Drawdown

Average peak-to-trough decline

-10.64%

-38.73%

+28.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

35.96%

-33.44%

Volatility

SPHQ vs. CRWV - Volatility Comparison

The current volatility for Invesco S&P 500 Quality ETF (SPHQ) is 4.77%, while CoreWeave, Inc. (CRWV) has a volatility of 36.58%. 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

4.77%

36.58%

-31.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

70.94%

-58.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

98.51%

-84.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

114.26%

-97.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

114.26%

-96.28%

Dividends

SPHQ vs. CRWV - Dividend Comparison

SPHQ's dividend yield for the trailing twelve months is around 1.10%, 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
1.10%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 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (36.58%) compared to SPHQ (4.77%). In terms of maximum drawdown, SPHQ dropped -57.83% vs CRWV's -66.87%.

SPHQ currently has the higher Sharpe Ratio (1.50 vs -0.18), 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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