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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

In the year-to-date period, CRO-USD achieves a -37.59% return, which is significantly lower than USDC-USD's 0.02% return.


CRO-USD

1D
-2.99%
1M
-17.94%
YTD
-37.59%
6M
-40.11%
1Y
-33.56%
3Y*
-1.13%
5Y*
-10.92%
10Y*

USDC-USD

1D
0.01%
1M
0.02%
YTD
0.02%
6M
-0.00%
1Y
-0.00%
3Y*
0.00%
5Y*
-0.00%
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
-37.59%-35.57%42.16%78.52%-90.04%850.19%74.31%64.76%3.09%
USDC-USD
USDCoin
0.02%-0.03%-0.02%0.02%-0.01%0.03%-0.40%-1.26%0.06%

Correlation

The correlation between CRO-USD and USDC-USD is 0.04, 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

0.04

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 14, 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: 7272
Overall Rank
CRO-USD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CRO-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRO-USD Omega Ratio Rank: 7070
Omega Ratio Rank
CRO-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
CRO-USD Martin Ratio Rank: 7676
Martin Ratio Rank

USDC-USD
USDC-USD Risk / Return Rank: 8282
Overall Rank
USDC-USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 7272
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 7272
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 8888
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRO-USDUSDC-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

0.99

1.00

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.00

-0.41

Martin ratioReturn relative to average drawdown

-0.54

-0.00

-0.54

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

The current CRO-USD Sharpe Ratio is -0.39, which is lower than the USDC-USD Sharpe Ratio of -0.00. 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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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

-82.71%

-0.05%

-82.66%

Max Drawdown (3Y)

Largest decline over 3 years

-82.71%

-0.11%

-82.60%

Max Drawdown (5Y)

Largest decline over 5 years

-94.47%

-3.32%

-91.15%

Current Drawdown

Current decline from peak

-93.62%

-3.63%

-89.99%

Average Drawdown

Average peak-to-trough decline

-67.18%

-3.49%

-63.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.40%

0.02%

+46.38%

Volatility

CRO-USD vs. USDC-USD - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 12.45% 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

12.45%

0.05%

+12.40%

Volatility (6M)

Calculated over the trailing 6-month period

34.71%

0.13%

+34.58%

Volatility (1Y)

Calculated over the trailing 1-year period

70.90%

0.14%

+70.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.68%

1.53%

+75.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.86%

3.25%

+94.61%

Frequently Asked Questions


CRO-USD and USDC-USD have a correlation of 0.04, 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 (12.45%) 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 (-0.00 vs -0.39), 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.

Portfolio Optimizer

Find the right allocation for CRO-USD and USDC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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