PortfoliosLab logo
CRO-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CRO-USD and BTC-USD is 0.28, 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.


Performance

CRO-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CryptocomCoin (CRO-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CRO-USD:

-0.19

BTC-USD:

1.13

Sortino Ratio

CRO-USD:

1.70

BTC-USD:

3.31

Omega Ratio

CRO-USD:

1.17

BTC-USD:

1.35

Calmar Ratio

CRO-USD:

0.19

BTC-USD:

2.79

Martin Ratio

CRO-USD:

1.13

BTC-USD:

12.81

Ulcer Index

CRO-USD:

40.73%

BTC-USD:

11.18%

Daily Std Dev

CRO-USD:

87.32%

BTC-USD:

42.17%

Max Drawdown

CRO-USD:

-94.56%

BTC-USD:

-93.18%

Current Drawdown

CRO-USD:

-88.80%

BTC-USD:

-2.26%

Returns By Period

In the year-to-date period, CRO-USD achieves a -28.45% return, which is significantly lower than BTC-USD's 11.04% return.


CRO-USD

YTD

-28.45%

1M

23.15%

6M

-39.74%

1Y

-18.38%

5Y*

8.50%

10Y*

N/A

BTC-USD

YTD

11.04%

1M

23.46%

6M

13.92%

1Y

59.04%

5Y*

60.77%

10Y*

84.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRO-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

CRO-USD
The Risk-Adjusted Performance Rank of CRO-USD is 6363
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 5959
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CRO-USD Sharpe Ratio is -0.19, which is lower than the BTC-USD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of CRO-USD and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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 -93.18%. 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.


Loading data...

Volatility

CRO-USD vs. BTC-USD - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 16.84% compared to Bitcoin (BTC-USD) at 10.21%. 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.


Loading data...