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SPMO vs. CRWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMO vs. CRWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) 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, SPMO achieves a 24.29% return, which is significantly lower than CRWV's 42.95% return.


SPMO

1D
2.50%
1M
2.83%
YTD
24.29%
6M
22.86%
1Y
39.53%
3Y*
40.28%
5Y*
23.06%
10Y*
20.38%

CRWV

1D
1.97%
1M
-10.32%
YTD
42.95%
6M
18.70%
1Y
-26.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMO vs. CRWV - Yearly Performance Comparison


2026 (YTD)2025
SPMO
Invesco S&P 500 Momentum ETF
24.29%27.14%
CRWV
CoreWeave, Inc.
42.95%83.62%

Correlation

The correlation between SPMO and CRWV is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.46

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Return for Risk

SPMO vs. CRWV — Risk / Return Rank

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

SPMO
SPMO Risk / Return Rank: 7171
Overall Rank
SPMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7373
Omega Ratio Rank
SPMO Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7171
Martin Ratio Rank

CRWV
CRWV Risk / Return Rank: 3232
Overall Rank
CRWV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CRWV Sortino Ratio Rank: 3636
Sortino Ratio Rank
CRWV Omega Ratio Rank: 3535
Omega Ratio Rank
CRWV Calmar Ratio Rank: 2828
Calmar Ratio Rank
CRWV Martin Ratio Rank: 3131
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.

SPMO vs. CRWV - Risk-Adjusted Trends Comparison

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


SPMOCRWVDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.39

1.02

+0.37

Calmar ratioReturn relative to maximum drawdown

3.13

-0.42

+3.54

Martin ratioReturn relative to average drawdown

12.02

-0.62

+12.63

SPMO vs. CRWV - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 2.13, which is higher than the CRWV Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SPMO 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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Sharpe Ratios by Period


SPMOCRWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.28

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.06

-0.08

Drawdowns

SPMO vs. CRWV - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum CRWV drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for SPMO and CRWV.


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Drawdown Indicators


SPMOCRWVDifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-64.84%

+33.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-64.84%

+52.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-4.65%

-44.24%

+39.59%

Average Drawdown

Average peak-to-trough decline

-4.60%

-37.21%

+32.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

43.73%

-40.43%

Volatility

SPMO vs. CRWV - Volatility Comparison

The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 9.44%, while CoreWeave, Inc. (CRWV) has a volatility of 25.28%. This indicates that SPMO 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


SPMOCRWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

25.28%

-15.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.82%

68.15%

-52.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

95.71%

-76.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

114.59%

-95.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

114.59%

-94.18%

Dividends

SPMO vs. CRWV - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.69%, 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%
SPMO
Invesco S&P 500 Momentum ETF
0.69%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions


SPMO and CRWV have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWV has higher volatility (25.28%) compared to SPMO (9.44%). In terms of maximum drawdown, SPMO dropped -30.95% vs CRWV's -64.84%.

SPMO currently has the higher Sharpe Ratio (2.13 vs -0.28), 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.

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