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CRO-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


CRO-USDETH-USD
YTD Return-18.55%3.87%
1Y Return56.93%44.18%
3Y Return (Ann)-24.17%-10.72%
5Y Return (Ann)15.39%61.15%
Sharpe Ratio-0.27-0.18
Daily Std Dev59.48%50.69%
Max Drawdown-94.56%-93.96%
Current Drawdown-91.05%-50.75%

Correlation

-0.50.00.51.00.6

The correlation between CRO-USD and ETH-USD is 0.61, 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.

Performance

CRO-USD vs. ETH-USD - Performance Comparison

In the year-to-date period, CRO-USD achieves a -18.55% return, which is significantly lower than ETH-USD's 3.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-42.49%
-32.55%
CRO-USD
ETH-USD

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Risk-Adjusted Performance

CRO-USD vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) and Ethereum (ETH-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.


CRO-USD
Sharpe ratio
The chart of Sharpe ratio for CRO-USD, currently valued at -0.27, compared to the broader market-1.00-0.500.000.501.001.50-0.27
Sortino ratio
The chart of Sortino ratio for CRO-USD, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.000.05
Omega ratio
The chart of Omega ratio for CRO-USD, currently valued at 1.00, compared to the broader market0.901.001.101.201.00
Calmar ratio
The chart of Calmar ratio for CRO-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.001.200.00
Martin ratio
The chart of Martin ratio for CRO-USD, currently valued at -0.54, compared to the broader market0.002.004.006.008.0010.00-0.54
ETH-USD
Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at -0.18, compared to the broader market-1.00-0.500.000.501.001.50-0.18
Sortino ratio
The chart of Sortino ratio for ETH-USD, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.000.19
Omega ratio
The chart of Omega ratio for ETH-USD, currently valued at 1.02, compared to the broader market0.901.001.101.201.02
Calmar ratio
The chart of Calmar ratio for ETH-USD, currently valued at 0.02, compared to the broader market0.200.400.600.801.001.200.02
Martin ratio
The chart of Martin ratio for ETH-USD, currently valued at -0.54, compared to the broader market0.002.004.006.008.0010.00-0.54

CRO-USD vs. ETH-USD - Sharpe Ratio Comparison

The current CRO-USD Sharpe Ratio is -0.27, which is lower than the ETH-USD Sharpe Ratio of -0.18. The chart below compares the 12-month rolling Sharpe Ratio of CRO-USD and ETH-USD.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
-0.27
-0.18
CRO-USD
ETH-USD

Drawdowns

CRO-USD vs. ETH-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.56%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for CRO-USD and ETH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%AprilMayJuneJulyAugustSeptember
-91.05%
-50.75%
CRO-USD
ETH-USD

Volatility

CRO-USD vs. ETH-USD - Volatility Comparison

The current volatility for CryptocomCoin (CRO-USD) is 12.93%, while Ethereum (ETH-USD) has a volatility of 17.22%. This indicates that CRO-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%AprilMayJuneJulyAugustSeptember
12.93%
17.22%
CRO-USD
ETH-USD