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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 -38.53% return, which is significantly lower than VOO's 10.72% return.


CRO-USD

1D
-0.25%
1M
-11.01%
6M
-46.26%
YTD
-38.53%
1Y
-48.48%
3Y*
-2.72%
5Y*
-13.00%
10Y*

VOO

1D
-0.53%
1M
0.35%
6M
9.07%
YTD
10.72%
1Y
21.71%
3Y*
20.11%
5Y*
13.31%
10Y*
15.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRO-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CRO-USD
CryptocomCoin
-38.53%-35.57%42.16%78.52%-90.04%850.19%74.31%64.76%3.09%
VOO
Vanguard S&P 500 ETF
10.72%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-5.26%

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 14, 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: 6565
Sharpe Ratio Rank
CRO-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
CRO-USD Omega Ratio Rank: 6565
Omega Ratio Rank
CRO-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
CRO-USD Martin Ratio Rank: 7979
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6464
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6161
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.

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-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.93

1.32

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.58

2.45

-3.03

Martin ratioReturn relative to average drawdown

-0.74

10.68

-11.42

CRO-USD vs. VOO - Sharpe Ratio Comparison

The current CRO-USD Sharpe Ratio is -0.59, which is lower than the VOO Sharpe Ratio of 1.74. 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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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

-83.55%

-8.90%

-74.65%

Max Drawdown (3Y)

Largest decline over 3 years

-83.55%

-18.69%

-64.86%

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

-93.72%

-0.88%

-92.84%

Average Drawdown

Average peak-to-trough decline

-67.39%

-3.67%

-63.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.18%

2.04%

+41.14%

Volatility

CRO-USD vs. VOO - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 12.13% compared to Vanguard S&P 500 ETF (VOO) at 3.48%. 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

12.13%

3.48%

+8.65%

Volatility (6M)

Calculated over the trailing 6-month period

34.16%

9.98%

+24.18%

Volatility (1Y)

Calculated over the trailing 1-year period

68.61%

12.52%

+56.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.23%

16.92%

+59.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.53%

17.99%

+79.54%

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 (12.13%) compared to VOO (3.48%). In terms of maximum drawdown, CRO-USD dropped -94.47% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.74 vs -0.59), 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 VOO

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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