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CRDO vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CRDO vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credo Technology Group Holding Ltd (CRDO) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CRDO

1D
-5.27%
1M
45.68%
YTD
74.31%
6M
74.28%
1Y
241.28%
3Y*
142.90%
5Y*
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRDO vs. USD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022
CRDO
Credo Technology Group Holding Ltd
74.31%114.09%245.20%46.28%10.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%

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Return for Risk

CRDO vs. USD=X — Risk / Return Rank

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

CRDO
CRDO Risk / Return Rank: 9090
Overall Rank
CRDO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CRDO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CRDO Omega Ratio Rank: 8686
Omega Ratio Rank
CRDO Calmar Ratio Rank: 9191
Calmar Ratio Rank
CRDO Martin Ratio Rank: 8989
Martin Ratio Rank

USD=X

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

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.

CRDO vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credo Technology Group Holding Ltd (CRDO) and USD Cash (USD=X). 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.


CRDOUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.46

Martin ratioReturn relative to average drawdown

10.76

CRDO vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CRDO vs. USD=X - Drawdown Comparison

The maximum CRDO drawdown since its inception was -62.04%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CRDO and USD=X.


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Drawdown Indicators


CRDOUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.04%

0.00%

-62.04%

Max Drawdown (1Y)

Largest decline over 1 year

-53.59%

0.00%

-53.59%

Max Drawdown (3Y)

Largest decline over 3 years

-61.05%

0.00%

-61.05%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-5.27%

0.00%

-5.27%

Average Drawdown

Average peak-to-trough decline

-19.38%

0.00%

-19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.17%

0.00%

+22.17%

Volatility

CRDO vs. USD=X - Volatility Comparison

Credo Technology Group Holding Ltd (CRDO) has a higher volatility of 28.41% compared to USD Cash (USD=X) at 0.00%. This indicates that CRDO's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRDOUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.41%

0.00%

+28.41%

Volatility (6M)

Calculated over the trailing 6-month period

65.16%

0.00%

+65.16%

Volatility (1Y)

Calculated over the trailing 1-year period

85.70%

0.00%

+85.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.50%

0.00%

+81.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.50%

0.00%

+81.50%

Frequently Asked Questions


CRDO has higher volatility (28.41%) compared to USD=X (0.00%). In terms of maximum drawdown, CRDO dropped -62.04% vs USD=X's 0.00%.

Portfolio Optimizer

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