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CRMG vs. OOQB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRMG vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long CRM Daily ETF (CRMG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

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CRMG vs. OOQB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRMG achieves a -54.27% return, which is significantly lower than OOQB's -27.42% return.


CRMG

1D
-0.48%
1M
-8.73%
YTD
-54.27%
6M
-45.34%
1Y
3Y*
5Y*
10Y*

OOQB

1D
1.78%
1M
-6.25%
YTD
-27.42%
6M
-46.56%
1Y
-16.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRMG vs. OOQB - Expense Ratio Comparison

Both CRMG and OOQB have an expense ratio of 0.75%.


Return for Risk

CRMG vs. OOQB — Risk / Return Rank

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

CRMG

OOQB
OOQB Risk / Return Rank: 88
Overall Rank
OOQB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 99
Sortino Ratio Rank
OOQB Omega Ratio Rank: 99
Omega Ratio Rank
OOQB Calmar Ratio Rank: 88
Calmar Ratio Rank
OOQB Martin Ratio Rank: 88
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.

CRMG vs. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long CRM Daily ETF (CRMG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


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

CRMG vs. OOQB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRMGOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

-0.55

-0.22

Correlation

The correlation between CRMG and OOQB is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRMG vs. OOQB - Dividend Comparison

CRMG has not paid dividends to shareholders, while OOQB's dividend yield for the trailing twelve months is around 13.65%.


Drawdowns

CRMG vs. OOQB - Drawdown Comparison

The maximum CRMG drawdown since its inception was -68.94%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for CRMG and OOQB.


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Drawdown Indicators


CRMGOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-68.94%

-53.44%

-15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-53.44%

Current Drawdown

Current decline from peak

-66.54%

-49.90%

-16.64%

Average Drawdown

Average peak-to-trough decline

-32.23%

-20.05%

-12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

Volatility

CRMG vs. OOQB - Volatility Comparison


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Volatility by Period


CRMGOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

Volatility (6M)

Calculated over the trailing 6-month period

46.10%

Volatility (1Y)

Calculated over the trailing 1-year period

68.86%

59.59%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.86%

61.88%

+6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.86%

61.88%

+6.98%