CRML vs. CMDT
CRML (Critical Metals Corp) is a stock, while CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) is Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. Over the past year, CRML returned 656.55% vs 34.25% for CMDT. At a 0.09 correlation, their price movements are largely independent.
Performance
CRML vs. CMDT - Performance Comparison
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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*
- —
CRML vs. CMDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
CRML
CMDT
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.
| CRML | CMDT | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRML | CMDT | Difference | |
|---|---|---|---|
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
| CRML | CMDT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -63.40% | -3.86% | -59.54% |
Average DrawdownAverage peak-to-trough decline | -68.23% | -2.69% | -65.54% |
Ulcer IndexDepth 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
| CRML | CMDT | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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