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

Correlation

The correlation between CRO-USD and SOL-USD is 0.31, 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. 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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Key characteristics

Sharpe Ratio

CRO-USD:

-0.14

SOL-USD:

0.28

Sortino Ratio

CRO-USD:

1.70

SOL-USD:

1.38

Omega Ratio

CRO-USD:

1.17

SOL-USD:

1.14

Calmar Ratio

CRO-USD:

0.19

SOL-USD:

0.33

Martin Ratio

CRO-USD:

1.12

SOL-USD:

1.68

Ulcer Index

CRO-USD:

40.59%

SOL-USD:

29.69%

Daily Std Dev

CRO-USD:

87.36%

SOL-USD:

73.43%

Max Drawdown

CRO-USD:

-94.56%

SOL-USD:

-96.27%

Current Drawdown

CRO-USD:

-88.71%

SOL-USD:

-32.52%

Returns By Period

In the year-to-date period, CRO-USD achieves a -27.88% return, which is significantly lower than SOL-USD's -6.63% return.


CRO-USD

YTD

-27.88%

1M

23.35%

6M

-31.69%

1Y

-19.10%

5Y*

9.33%

10Y*

N/A

SOL-USD

YTD

-6.63%

1M

39.95%

6M

-15.54%

1Y

11.71%

5Y*

212.05%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRO-USD vs. SOL-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 6161
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 5858
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6464
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6464
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. SOL-USD - Risk-Adjusted Performance 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.


The current CRO-USD Sharpe Ratio is -0.14, which is lower than the SOL-USD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CRO-USD and SOL-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. SOL-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.56%, 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. For additional features, visit the drawdowns tool.


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Volatility

CRO-USD vs. SOL-USD - Volatility Comparison

CryptocomCoin (CRO-USD) and Solana (SOL-USD) have volatilities of 17.22% and 18.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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