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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 0.30, 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. 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.

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Key characteristics

Sharpe Ratio

CRO-USD:

-0.19

NEAR-USD:

-0.65

Sortino Ratio

CRO-USD:

1.70

NEAR-USD:

0.21

Omega Ratio

CRO-USD:

1.17

NEAR-USD:

1.02

Calmar Ratio

CRO-USD:

0.19

NEAR-USD:

0.00

Martin Ratio

CRO-USD:

1.13

NEAR-USD:

-0.67

Ulcer Index

CRO-USD:

40.73%

NEAR-USD:

45.64%

Daily Std Dev

CRO-USD:

87.32%

NEAR-USD:

82.88%

Max Drawdown

CRO-USD:

-94.56%

NEAR-USD:

-95.12%

Current Drawdown

CRO-USD:

-88.80%

NEAR-USD:

-85.76%

Returns By Period

In the year-to-date period, CRO-USD achieves a -28.45% return, which is significantly higher than NEAR-USD's -41.31% return.


CRO-USD

YTD

-28.45%

1M

23.15%

6M

-39.74%

1Y

-18.38%

5Y*

8.50%

10Y*

N/A

NEAR-USD

YTD

-41.31%

1M

46.37%

6M

-48.65%

1Y

-64.09%

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 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

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1313
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1616
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.


The current CRO-USD Sharpe Ratio is -0.19, which is higher than the NEAR-USD Sharpe Ratio of -0.65. 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.


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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 -95.12%. 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.


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Volatility

CRO-USD vs. NEAR-USD - Volatility Comparison

The current volatility for CryptocomCoin (CRO-USD) is 16.84%, while NEAR Protocol (NEAR-USD) has a volatility of 30.59%. 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.


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