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

Performance

CRO-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CryptocomCoin (CRO-USD) and Vanguard S&P 500 ETF (VOO). 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 lower than VOO's 8.45% 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*

VOO

1D
-2.59%
1M
0.50%
YTD
8.45%
6M
8.18%
1Y
25.87%
3Y*
21.52%
5Y*
13.39%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRO-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CRO-USD
CryptocomCoin
-35.68%-35.57%42.16%78.52%-90.04%850.19%74.31%64.76%3.94%
VOO
Vanguard S&P 500 ETF
8.45%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-3.48%

Correlation

The correlation between CRO-USD and VOO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.24

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

0.27

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

0.22

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Return for Risk

CRO-USD vs. VOO — 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

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) and Vanguard S&P 500 ETF (VOO). 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-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.97

1.39

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.49

2.92

-3.41

Martin ratioReturn relative to average drawdown

-0.68

13.53

-14.21

CRO-USD vs. VOO - Sharpe Ratio Comparison

The current CRO-USD Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CRO-USD and VOO, 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-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

2.15

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.80

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.88

-0.74

Drawdowns

CRO-USD vs. VOO - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRO-USD and VOO.


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Drawdown Indicators


CRO-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-94.47%

-33.99%

-60.48%

Max Drawdown (1Y)

Largest decline over 1 year

-82.19%

-8.90%

-73.29%

Max Drawdown (3Y)

Largest decline over 3 years

-82.19%

-18.69%

-63.50%

Max Drawdown (5Y)

Largest decline over 5 years

-94.47%

-24.52%

-69.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-93.43%

-2.90%

-90.53%

Average Drawdown

Average peak-to-trough decline

-67.03%

-3.69%

-63.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.44%

1.92%

+55.52%

Volatility

CRO-USD vs. VOO - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 13.98% compared to Vanguard S&P 500 ETF (VOO) at 3.74%. This indicates that CRO-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRO-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

3.74%

+10.24%

Volatility (6M)

Calculated over the trailing 6-month period

34.32%

9.30%

+25.02%

Volatility (1Y)

Calculated over the trailing 1-year period

71.03%

12.10%

+58.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.14%

16.84%

+60.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.15%

18.02%

+80.13%

Frequently Asked Questions


CRO-USD and VOO have a correlation of 0.31, 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 (13.98%) compared to VOO (3.74%). In terms of maximum drawdown, CRO-USD dropped -94.47% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.15 vs -0.47), 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

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