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CRO-USD vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CRO-USD vs. SOL-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRO-USD achieves a -35.68% return, which is significantly higher than SOL-USD's -48.05% return.


CRO-USD

1D
-4.44%
1M
-17.87%
YTD
-35.68%
6M
-43.85%
1Y
-40.60%
3Y*
-0.69%
5Y*
-14.06%
10Y*

SOL-USD

1D
-6.02%
1M
-27.48%
YTD
-48.05%
6M
-51.51%
1Y
-55.22%
3Y*
46.91%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRO-USD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRO-USD
CryptocomCoin
-35.68%-35.57%42.16%78.52%-90.04%850.19%18.08%
SOL-USD
Solana
-48.05%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Correlation

The correlation between CRO-USD and SOL-USD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.56

The correlation between CRO-USD and SOL-USD shifts across timeframes, from 0.56 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CRO-USD vs. SOL-USD — Risk / Return Rank

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

CRO-USD
CRO-USD Risk / Return Rank: 7070
Overall Rank
CRO-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CRO-USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRO-USD Omega Ratio Rank: 6666
Omega Ratio Rank
CRO-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
CRO-USD Martin Ratio Rank: 7676
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4646
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRO-USD vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) and Solana (SOL-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-USDSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

0.97

0.90

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.75

+0.25

Martin ratioReturn relative to average drawdown

-0.68

-1.22

+0.54

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

The current CRO-USD Sharpe Ratio is -0.48, which is higher than the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of CRO-USD and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRO-USDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.77

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.09

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.82

-0.69

Drawdowns

CRO-USD vs. SOL-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.47%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for CRO-USD and SOL-USD.


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Drawdown Indicators


CRO-USDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.47%

-96.27%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-82.19%

-73.89%

-8.30%

Max Drawdown (3Y)

Largest decline over 3 years

-82.19%

-75.32%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-94.47%

-96.27%

+1.80%

Current Drawdown

Current decline from peak

-93.43%

-75.32%

-18.11%

Average Drawdown

Average peak-to-trough decline

-67.03%

-51.36%

-15.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.44%

51.93%

+5.51%

Volatility

CRO-USD vs. SOL-USD - Volatility Comparison

The current volatility for CryptocomCoin (CRO-USD) is 13.98%, while Solana (SOL-USD) has a volatility of 15.17%. This indicates that CRO-USD experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRO-USDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

15.17%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

34.32%

45.73%

-11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

71.03%

60.01%

+11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.14%

82.59%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.15%

99.84%

-1.69%

Frequently Asked Questions


CRO-USD and SOL-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (15.17%) compared to CRO-USD (13.98%). In terms of maximum drawdown, CRO-USD dropped -94.47% vs SOL-USD's -96.27%.

CRO-USD currently has the higher Sharpe Ratio (-0.47 vs -0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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