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

Correlation

The correlation between CRO-USD and VOO is 0.21, 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.


-0.50.00.51.00.2

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.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
83.30%
9.64%
CRO-USD
VOO

Key characteristics

Sharpe Ratio

CRO-USD:

0.38

VOO:

2.25

Sortino Ratio

CRO-USD:

1.75

VOO:

2.98

Omega Ratio

CRO-USD:

1.17

VOO:

1.42

Calmar Ratio

CRO-USD:

0.17

VOO:

3.31

Martin Ratio

CRO-USD:

1.42

VOO:

14.77

Ulcer Index

CRO-USD:

29.92%

VOO:

1.90%

Daily Std Dev

CRO-USD:

85.30%

VOO:

12.46%

Max Drawdown

CRO-USD:

-94.56%

VOO:

-33.99%

Current Drawdown

CRO-USD:

-81.97%

VOO:

-2.47%

Returns By Period

In the year-to-date period, CRO-USD achieves a 64.06% return, which is significantly higher than VOO's 26.02% return.


CRO-USD

YTD

64.06%

1M

-20.75%

6M

83.30%

1Y

65.75%

5Y*

35.98%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

CRO-USD vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CRO-USD, currently valued at 0.38, compared to the broader market0.002.004.006.000.382.13
The chart of Sortino ratio for CRO-USD, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.752.77
The chart of Omega ratio for CRO-USD, currently valued at 1.17, compared to the broader market1.001.201.401.171.40
The chart of Calmar ratio for CRO-USD, currently valued at 0.17, compared to the broader market1.002.003.004.005.006.000.171.02
The chart of Martin ratio for CRO-USD, currently valued at 1.42, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.4214.49
CRO-USD
VOO

The current CRO-USD Sharpe Ratio is 0.38, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CRO-USD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.38
2.13
CRO-USD
VOO

Drawdowns

CRO-USD vs. VOO - Drawdown Comparison

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-81.97%
-2.47%
CRO-USD
VOO

Volatility

CRO-USD vs. VOO - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 31.01% compared to Vanguard S&P 500 ETF (VOO) at 3.67%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
31.01%
3.67%
CRO-USD
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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