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Ethereum Classic (ETC-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Ethereum Classic

Popular comparisons: ETC-USD vs. AVAX-USD, ETC-USD vs. TRX-USD, ETC-USD vs. BTC-USD, ETC-USD vs. LTC-USD, ETC-USD vs. ETH-USD, ETC-USD vs. GBTC, ETC-USD vs. SOL-USD

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.


50.00%100.00%150.00%December2024FebruaryMarchAprilMay
99.23%
105.19%
ETC-USD (Ethereum Classic)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ethereum Classic had a return of 29.22% year-to-date (YTD) and 54.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date29.22%11.18%
1 month11.41%5.60%
6 months46.20%17.48%
1 year54.33%26.33%
5 years (annualized)29.27%13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of ETC-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202411.20%18.54%18.81%-25.85%29.22%
202338.31%-4.47%0.03%-6.10%-7.55%16.44%-11.79%-16.18%5.58%6.74%6.71%17.53%39.60%
2022-24.65%17.12%56.98%-45.17%-8.36%-37.21%144.37%-11.07%-14.47%-12.44%-16.42%-22.66%-54.01%
202130.55%39.14%36.53%158.30%93.07%-17.93%-10.78%24.34%-26.52%15.64%-10.95%-29.46%501.04%
2020151.30%-34.45%-33.21%30.78%7.14%-17.28%29.19%-10.76%-18.34%-2.43%27.52%-15.47%26.25%
2019-21.68%8.21%12.76%22.30%46.77%-10.77%-21.60%3.89%-25.15%2.76%-18.20%13.58%-10.92%
20182.71%17.17%-57.36%50.87%-29.39%5.18%0.90%-21.23%-11.43%-20.75%-48.76%9.71%-81.97%
201798.38%-0.68%97.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETC-USD is 59, suggesting that the investment has average results relative to other cryptocurrencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ETC-USD is 5959
ETC-USD (Ethereum Classic)
The Sharpe Ratio Rank of ETC-USD is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 5757Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 5959Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 5858Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 6161Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ETC-USD
Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.84
Sortino ratio
The chart of Sortino ratio for ETC-USD, currently valued at 2.40, compared to the broader market0.001.002.003.004.005.002.40
Omega ratio
The chart of Omega ratio for ETC-USD, currently valued at 1.26, compared to the broader market1.001.101.201.301.401.501.601.26
Calmar ratio
The chart of Calmar ratio for ETC-USD, currently valued at 0.87, compared to the broader market5.0010.0015.000.87
Martin ratio
The chart of Martin ratio for ETC-USD, currently valued at 9.71, compared to the broader market0.0020.0040.0060.0080.00100.009.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.005.0010.0015.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.001.002.003.004.005.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market1.001.101.201.301.401.501.601.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market5.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Ethereum Classic Sharpe ratio is 1.84. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ethereum Classic with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.84
2.38
ETC-USD (Ethereum Classic)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-78.89%
-0.09%
ETC-USD (Ethereum Classic)
Benchmark (^GSPC)

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 92.12%, occurring on Dec 17, 2019. Recovery took 501 trading sessions.

The current Ethereum Classic drawdown is 78.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.12%Dec 21, 2017727Dec 17, 2019501May 1, 20211228
-89.78%May 7, 2021408Jun 18, 2022
-25.19%Nov 29, 20171Nov 29, 201717Dec 16, 201718
-21.82%Nov 12, 20171Nov 12, 201712Nov 24, 201713

Volatility

Volatility Chart

The current Ethereum Classic volatility is 18.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
18.35%
3.36%
ETC-USD (Ethereum Classic)
Benchmark (^GSPC)