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

Performance

CRO-USD vs. USDC-USD - Performance Comparison

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

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Returns By Period


CRO-USD

1D
-4.05%
1M
-7.56%
YTD
-30.56%
6M
-42.14%
1Y
-39.11%
3Y*
1.93%
5Y*
-13.96%
10Y*

USDC-USD

1D
0.00%
1M
-0.02%
YTD
-0.00%
6M
-0.03%
1Y
-0.02%
3Y*
-0.01%
5Y*
-0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
CRO-USD
CryptocomCoin
-30.56%-35.57%42.16%78.52%-90.04%850.19%74.31%64.76%3.94%
USDC-USD
USDCoin
-0.00%-0.03%-0.02%0.02%-0.01%0.03%-0.40%-1.26%-0.07%

Correlation

The correlation between CRO-USD and USDC-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2018

0.00

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Return for Risk

CRO-USD vs. USDC-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: 5050
Overall Rank
CRO-USD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CRO-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
CRO-USD Omega Ratio Rank: 6565
Omega Ratio Rank
CRO-USD Calmar Ratio Rank: 1616
Calmar Ratio Rank
CRO-USD Martin Ratio Rank: 4040
Martin Ratio Rank

USDC-USD
USDC-USD Risk / Return Rank: 8080
Overall Rank
USDC-USD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 6969
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 6969
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 9191
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. USDC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) and USDCoin (USDC-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-USDUSDC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.46

-0.12

-0.34

Sortino ratio

Return per unit of downside risk

-0.30

-0.17

-0.13

Omega ratio

Gain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratio

Return relative to maximum drawdown

-1.15

-0.00

-1.15

Martin ratio

Return relative to average drawdown

-1.44

-0.00

-1.44

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

The current CRO-USD Sharpe Ratio is -0.46, which is lower than the USDC-USD Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of CRO-USD and USDC-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-USDUSDC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

-0.12

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.01

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.01

+0.15

Drawdowns

CRO-USD vs. USDC-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.47%, which is greater than USDC-USD's maximum drawdown of -6.79%. Use the drawdown chart below to compare losses from any high point for CRO-USD and USDC-USD.


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Drawdown Indicators


CRO-USDUSDC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.47%

-6.79%

-87.68%

Max Drawdown (1Y)

Largest decline over 1 year

-80.77%

-0.05%

-80.72%

Max Drawdown (3Y)

Largest decline over 3 years

-80.77%

-0.11%

-80.66%

Max Drawdown (5Y)

Largest decline over 5 years

-94.47%

-3.32%

-91.15%

Current Drawdown

Current decline from peak

-92.91%

-3.64%

-89.27%

Average Drawdown

Average peak-to-trough decline

-67.00%

-3.49%

-63.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.90%

0.02%

+56.88%

Volatility

CRO-USD vs. USDC-USD - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 13.47% compared to USDCoin (USDC-USD) at 0.05%. This indicates that CRO-USD's price experiences larger fluctuations and is considered to be riskier than USDC-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-USDUSDC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.47%

0.05%

+13.42%

Volatility (6M)

Calculated over the trailing 6-month period

34.19%

0.13%

+34.06%

Volatility (1Y)

Calculated over the trailing 1-year period

70.95%

0.14%

+70.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.20%

1.53%

+75.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.19%

3.26%

+94.93%

Frequently Asked Questions


CRO-USD and USDC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRO-USD has higher volatility (13.47%) compared to USDC-USD (0.05%). In terms of maximum drawdown, CRO-USD dropped -94.47% vs USDC-USD's -6.79%.

USDC-USD currently has the higher Sharpe Ratio (-0.12 vs -0.46), 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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