CR would be more useful if you split up the numbers into Offence Rating and Defense Rating. But even then its only a measure of DPR.
To get a better read on now deadly a monster is, you would need to take into account its Mobility, Range, Action Economy, and Special Win Conditions.
For Speed there are really only three numbers you need to consider:
Anything below 30 speed without a ranged attack and/or a movement ability is a chump. A DM is going to have to compensate for slow monsters like these.
40' speed is the bare minimum I would recommend for a melee-only monster. Humanoids can be slower, but most humanoids can also wield ranged weapons or spells to compensate.
With 60' or more of speed, a monster can render short range attacks useless, which happens to be the bulk of ranged attacks. Mounted combatants can easily reach this speed, which is why horses are so dangerous in combat.
The rest of Speed concerns special movement types. Does the creature have any of them? If so, they are more deadly. In most cases, when given an appropriate environment, there isn't a functional difference between Climbing, Swimming, or Flying, they all add 3d into the combat.
Teleportation is good, but not as good as magical transportation would imply. While you can use it to break out of a trap or grapple, use it as a Disengage, or reposition yourself regardless of interposing obstacles, you are still limited by your other movement types. You can't teleport into the air and expect to survive without a supporting fly speed, for example. And often Teleportation is limited by x number of uses or some other factor (such as only into shadows).
Burrowing, on the other hand, is on a whole other level. It can do the 3D combat, and provide up to total cover for the creature to attack from below. Handily the most dangerous form of movement.
For range, there are 5 basic categories:
15' or less (basically Melee), 20-60 (short), Up to 80' (Mid), Up to 100' (long), 120'+ (Extreme).
Extreme Ranged combat basically turns anything anything Mid Range or lower into pincushions.
Action Economy is "How many Actions can this monster negate, or create." Because CR is calculated by Tank-and-Spank metrics, where the combatants just trade DPR with each other, and the Action Economy functions as a Force Multiplier for DPR. You could go as far as saying that Actions are true currency of combat and DPR is just a tax to play with a given CR.
Special win conditions are things like Stat Damage, or knocking targets Unconscious. Anything that lets them bypass the HP mechanic entirely. These effects completely throw the DPR out the window, and often just kill the PCs outright over the course of a single battle.