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

Correlation

The correlation between CRO-USD and NEAR-USD is 0.58, 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.


-0.50.00.51.00.6

Performance

CRO-USD vs. NEAR-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
43.34%
-16.76%
CRO-USD
NEAR-USD

Key characteristics

Sharpe Ratio

CRO-USD:

0.03

NEAR-USD:

-0.61

Sortino Ratio

CRO-USD:

1.08

NEAR-USD:

-0.64

Omega Ratio

CRO-USD:

1.11

NEAR-USD:

0.94

Calmar Ratio

CRO-USD:

0.00

NEAR-USD:

0.00

Martin Ratio

CRO-USD:

0.10

NEAR-USD:

-1.52

Ulcer Index

CRO-USD:

29.38%

NEAR-USD:

38.16%

Daily Std Dev

CRO-USD:

85.62%

NEAR-USD:

93.94%

Max Drawdown

CRO-USD:

-94.56%

NEAR-USD:

-95.13%

Current Drawdown

CRO-USD:

-85.82%

NEAR-USD:

-78.83%

Returns By Period

In the year-to-date period, CRO-USD achieves a -9.40% return, which is significantly higher than NEAR-USD's -12.52% return.


CRO-USD

YTD

-9.40%

1M

-11.69%

6M

43.33%

1Y

52.66%

5Y*

19.28%

10Y*

N/A

NEAR-USD

YTD

-12.52%

1M

-16.33%

6M

-16.77%

1Y

42.63%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRO-USD vs. NEAR-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 5757
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 6262
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1313
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 66
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1111
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. NEAR-USD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CRO-USD, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.61
The chart of Sortino ratio for CRO-USD, currently valued at 1.08, compared to the broader market0.002.004.001.08-0.64
The chart of Omega ratio for CRO-USD, currently valued at 1.11, compared to the broader market1.001.201.401.110.94
The chart of Calmar ratio for CRO-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.00
The chart of Martin ratio for CRO-USD, currently valued at 0.10, compared to the broader market0.0010.0020.0030.0040.0050.000.10-1.52
CRO-USD
NEAR-USD

The current CRO-USD Sharpe Ratio is 0.03, which is higher than the NEAR-USD Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of CRO-USD and NEAR-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.03
-0.61
CRO-USD
NEAR-USD

Drawdowns

CRO-USD vs. NEAR-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.56%, roughly equal to the maximum NEAR-USD drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for CRO-USD and NEAR-USD. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-85.82%
-78.83%
CRO-USD
NEAR-USD

Volatility

CRO-USD vs. NEAR-USD - Volatility Comparison

The current volatility for CryptocomCoin (CRO-USD) is 19.73%, while NEAR Protocol (NEAR-USD) has a volatility of 27.20%. This indicates that CRO-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
19.73%
27.20%
CRO-USD
NEAR-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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