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CRML vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRML vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Critical Metals Corp (CRML) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRML achieves a 58.07% return, which is significantly higher than CMDT's 22.69% return.


CRML

1D
-0.36%
1M
-17.58%
YTD
58.07%
6M
10.36%
1Y
656.55%
3Y*
5Y*
10Y*

CMDT

1D
-1.03%
1M
-2.01%
YTD
22.69%
6M
22.11%
1Y
34.25%
3Y*
16.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRML vs. CMDT - Yearly Performance Comparison


2026 (YTD)20252024
CRML
Critical Metals Corp
58.07%2.21%-69.82%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
22.69%12.78%4.57%

Correlation

The correlation between CRML and CMDT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2024

0.09

The correlation between CRML and CMDT shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRML vs. CMDT — Risk / Return Rank

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

CRML
CRML Risk / Return Rank: 9494
Overall Rank
CRML Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CRML Sortino Ratio Rank: 9494
Sortino Ratio Rank
CRML Omega Ratio Rank: 9090
Omega Ratio Rank
CRML Calmar Ratio Rank: 9696
Calmar Ratio Rank
CRML Martin Ratio Rank: 9191
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 8787
Overall Rank
CMDT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 8484
Sortino Ratio Rank
CMDT Omega Ratio Rank: 8181
Omega Ratio Rank
CMDT Calmar Ratio Rank: 9595
Calmar Ratio Rank
CMDT Martin Ratio Rank: 9090
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.

CRML vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Critical Metals Corp (CRML) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


CRMLCMDTDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.44

1.48

-0.04

Calmar ratioReturn relative to maximum drawdown

8.52

7.67

+0.85

Martin ratioReturn relative to average drawdown

12.83

20.89

-8.07

CRML vs. CMDT - Sharpe Ratio Comparison

The current CRML Sharpe Ratio is 3.78, which is higher than the CMDT Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of CRML and CMDT, 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


CRMLCMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

2.77

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

1.29

-1.46

Drawdowns

CRML vs. CMDT - Drawdown Comparison

The maximum CRML drawdown since its inception was -93.91%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for CRML and CMDT.


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Drawdown Indicators


CRMLCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-93.91%

-9.69%

-84.22%

Max Drawdown (1Y)

Largest decline over 1 year

-77.74%

-4.49%

-73.25%

Max Drawdown (3Y)

Largest decline over 3 years

-9.69%

Current Drawdown

Current decline from peak

-63.40%

-3.86%

-59.54%

Average Drawdown

Average peak-to-trough decline

-68.23%

-2.69%

-65.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.57%

1.64%

+49.93%

Volatility

CRML vs. CMDT - Volatility Comparison

Critical Metals Corp (CRML) has a higher volatility of 23.16% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 4.42%. This indicates that CRML's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMLCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.16%

4.42%

+18.74%

Volatility (6M)

Calculated over the trailing 6-month period

101.76%

10.33%

+91.43%

Volatility (1Y)

Calculated over the trailing 1-year period

175.33%

12.40%

+162.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

157.17%

12.22%

+144.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

157.17%

12.22%

+144.95%

Dividends

CRML vs. CMDT - Dividend Comparison

CRML has not paid dividends to shareholders, while CMDT's dividend yield for the trailing twelve months is around 2.47%.


PositionTTM202520242023
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.47%3.04%8.80%2.71%
CRML
Critical Metals Corp
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRML and CMDT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRML has higher volatility (23.16%) compared to CMDT (4.42%). In terms of maximum drawdown, CRML dropped -93.91% vs CMDT's -9.69%.

CRML currently has the higher Sharpe Ratio (3.78 vs 2.77), 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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