There is an interesting comparison test of anchors in the October 2007 issue of SAIL magazine. All the usual anchor suspects are put through their paces but what stands out is the very poor performance of traditional anchors, particularly the CQR, against more modern designs like the Rocna and SPADE.
The testers at SAIL were surprised. We were not, having dragged a CQR anchor around half the periphery of the Atlantic basin.
If you are using an old design anchor and particularly if it is a CQR, we strongly recommend that you upgrade to one of the newer designs. It is one of the easiest, cheapest (in comparison to many other upgrades), and most effective ways to increase your safety and enjoyment of cruising.