CRO-USD vs. BTC-USD
Compare and contrast key facts about CryptocomCoin (CRO-USD) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRO-USD or BTC-USD.
Performance
CRO-USD vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, CRO-USD achieves a 94.36% return, which is significantly lower than BTC-USD's 134.23% return.
CRO-USD
94.36%
154.36%
59.25%
108.24%
44.77%
N/A
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
Key characteristics
CRO-USD | BTC-USD | |
---|---|---|
Sharpe Ratio | 0.48 | 1.24 |
Sortino Ratio | 1.94 | 1.95 |
Omega Ratio | 1.19 | 1.19 |
Calmar Ratio | 0.23 | 1.11 |
Martin Ratio | 1.39 | 5.79 |
Ulcer Index | 38.19% | 11.62% |
Daily Std Dev | 82.74% | 44.09% |
Max Drawdown | -94.56% | -93.07% |
Current Drawdown | -78.65% | 0.00% |
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Correlation
The correlation between CRO-USD and BTC-USD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CRO-USD vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) and Bitcoin (BTC-USD). 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.
Drawdowns
CRO-USD vs. BTC-USD - Drawdown Comparison
The maximum CRO-USD drawdown since its inception was -94.56%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for CRO-USD and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
CRO-USD vs. BTC-USD - Volatility Comparison
CryptocomCoin (CRO-USD) has a higher volatility of 64.07% compared to Bitcoin (BTC-USD) at 16.59%. This indicates that CRO-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.