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Ethereum Classic (ETC-USD)
Performance
Return for Risk
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ethereum Classic, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Ethereum Classic (ETC-USD) has returned -29.17% so far this year and -52.04% over the past 12 months.


Ethereum Classic

1D
-0.86%
1M
-7.00%
YTD
-29.17%
6M
-58.56%
1Y
-52.04%
3Y*
-26.52%
5Y*
-11.89%
10Y*

Benchmark (S&P 500 Index)

1D
0.72%
1M
-4.45%
YTD
-3.95%
6M
-2.02%
1Y
16.73%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 23, 2016, ETC-USD's average daily return is +0.29%, while the average monthly return is +8.52%. At this rate, your investment would double in approximately 0.7 years.

Historically, 45% of months were positive and 55% were negative. The best month was May 2017 with a return of +170.0%, while the worst month was Mar 2018 at -57.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ETC-USD closed higher 48% of trading days. The best single day was Jul 26, 2016 with a return of +331.4%, while the worst single day was Jul 27, 2016 at -38.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-14.76%-11.07%-5.76%-0.86%-29.17%
20257.37%-27.05%-14.17%-1.49%2.54%-2.24%24.08%0.54%-10.79%-13.99%-13.49%-16.55%-54.13%
202410.99%18.82%18.47%-25.87%16.50%-20.01%-7.99%-15.57%5.88%-4.47%75.95%-23.69%13.87%
202338.28%-4.47%-0.05%-6.42%-7.16%16.05%-11.63%-16.03%5.35%6.85%6.64%17.72%39.62%
2022-24.60%18.89%55.52%-45.47%-8.34%-36.79%143.27%-11.18%-14.38%-12.58%-16.45%-22.55%-53.90%
202130.01%41.55%34.78%158.31%92.55%-17.95%-10.76%24.26%-26.23%15.66%-11.26%-29.46%499.54%

Benchmark Metrics

Ethereum Classic has an annualized alpha of 93.70%, beta of 1.37, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 24, 2016.

  • This cryptocurrency captured 150.96% of S&P 500 Index gains and 131.93% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.03 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
93.70%
Beta
1.37
0.03
Upside Capture
150.96%
Downside Capture
131.93%

Return for Risk

Risk / Return Rank

ETC-USD ranks 27 for risk / return — below 27% of cryptocurrencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ETC-USD Risk / Return Rank: 2727
Overall Rank
ETC-USD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 1111
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 1616
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and compare them to a chosen benchmark (S&P 500 Index).


ETC-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.68

0.92

-1.60

Sortino ratio

Return per unit of downside risk

-0.86

1.41

-2.27

Omega ratio

Gain probability vs. loss probability

0.92

1.21

-0.30

Calmar ratio

Return relative to maximum drawdown

-1.14

1.41

-2.56

Martin ratio

Return relative to average drawdown

-1.74

6.61

-8.35

Explore ETC-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Ethereum Classic. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ethereum Classic was 94.39%, occurring on Mar 29, 2026. The portfolio has not yet recovered.

The current Ethereum Classic drawdown is 94.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.39%May 7, 20211788Mar 29, 2026
-92.09%Jan 15, 2018326Dec 6, 2018877May 1, 20211203
-73.12%Aug 3, 2016119Nov 29, 2016121Mar 30, 2017240
-61.46%Jun 18, 201789Sep 14, 201774Nov 27, 2017163
-40.45%Jul 27, 20164Jul 30, 20163Aug 2, 20167

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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