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Ethereum (ETH-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Ethereum

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Performance

Performance Chart

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


0.00%50,000.00%100,000.00%150,000.00%OctoberNovemberDecember2024FebruaryMarch
126,161.32%
152.63%
ETH-USD (Ethereum)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ethereum had a return of 53.41% year-to-date (YTD) and 97.44% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date53.41%10.04%
1 month10.10%3.53%
6 months119.10%22.79%
1 year97.44%32.16%
5 years (annualized)55.59%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.05%46.41%
2023-11.34%1.55%8.69%13.00%11.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Ethereum (ETH-USD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ETH-USD
Ethereum
2.03
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Ethereum Sharpe ratio is 2.03. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.03
2.76
ETH-USD (Ethereum)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-27.26%
0
ETH-USD (Ethereum)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ethereum. 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 was 93.96%, occurring on Dec 14, 2018. Recovery took 781 trading sessions.

The current Ethereum drawdown is 27.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.96%Jan 14, 2018335Dec 14, 2018781Feb 2, 20211116
-84.31%Aug 8, 201574Oct 20, 2015110Feb 7, 2016184
-79.35%Nov 9, 2021222Jun 18, 2022
-66.87%Jun 17, 2016172Dec 5, 201696Mar 11, 2017268
-60.81%Jun 13, 201734Jul 16, 2017130Nov 23, 2017164

Volatility

Volatility Chart

The current Ethereum volatility is 20.36%, 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%OctoberNovemberDecember2024FebruaryMarch
20.36%
2.82%
ETH-USD (Ethereum)
Benchmark (^GSPC)