CRML vs. VOO
CRML (Critical Metals Corp) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, CRML returned 656.55% vs 28.62% for VOO. At a 0.27 correlation, their price movements are largely independent.
Performance
CRML vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRML achieves a 58.07% return, which is significantly higher than VOO's 11.34% return.
CRML
- 1D
- -0.36%
- 1M
- -17.58%
- YTD
- 58.07%
- 6M
- 10.36%
- 1Y
- 656.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 0.39%
- 1M
- 4.62%
- YTD
- 11.34%
- 6M
- 11.27%
- 1Y
- 28.62%
- 3Y*
- 22.68%
- 5Y*
- 13.98%
- 10Y*
- 15.55%
CRML vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CRML Critical Metals Corp | 58.07% | 2.21% | -69.82% |
VOO Vanguard S&P 500 ETF | 11.34% | 17.82% | 17.16% |
Correlation
The correlation between CRML and VOO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2024 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRML vs. VOO — Risk / Return Rank
CRML
VOO
CRML vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Critical Metals Corp (CRML) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 8.52 | 3.23 | +5.29 |
| Martin ratioReturn relative to average drawdown | 12.83 | 15.03 | -2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CRML | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.78 | 2.44 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.89 | -1.06 |
Drawdowns
CRML vs. VOO - Drawdown Comparison
The maximum CRML drawdown since its inception was -93.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRML and VOO.
Loading charts...
Drawdown Indicators
| CRML | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.91% | -33.99% | -59.92% |
Max Drawdown (1Y)Largest decline over 1 year | -77.74% | -8.90% | -68.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -63.40% | -0.32% | -63.08% |
Average DrawdownAverage peak-to-trough decline | -68.23% | -3.69% | -64.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.57% | 1.91% | +49.66% |
Volatility
CRML vs. VOO - Volatility Comparison
Critical Metals Corp (CRML) has a higher volatility of 23.16% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that CRML's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CRML | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.16% | 2.78% | +20.38% |
Volatility (6M)Calculated over the trailing 6-month period | 101.76% | 8.90% | +92.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 175.33% | 11.80% | +163.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 157.17% | 16.81% | +140.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.17% | 18.00% | +139.17% |
Dividends
CRML vs. VOO - Dividend Comparison
CRML has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRML Critical Metals Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.02% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CRML and VOO have a correlation of 0.33, 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 VOO (2.78%). In terms of maximum drawdown, CRML dropped -93.91% vs VOO's -33.99%.
CRML currently has the higher Sharpe Ratio (3.78 vs 2.44), 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.
Find the right allocation for CRML and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer