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Ethereum (ETH-USD)

Cryptocurrency · Currency in USD · Last updated Dec 2, 2023

Ethereum is a decentralized open-source blockchain platform that enables the creation of smart contracts and decentralized applications. It is the second-largest cryptocurrency by market capitalization after Bitcoin and has a strong developer community. Ethereum has a wide range of use cases, including the creation of digital assets, peer-to-peer exchange, and decentralized finance.

Summary

Share Price Chart


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Performance

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.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.43%
7.29%
ETH-USD (Ethereum)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Ethereum

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Return

Ethereum had a return of 74.40% year-to-date (YTD) and 63.53% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date74.40%19.67%
1 month13.00%8.42%
6 months9.43%7.29%
1 year63.53%12.71%
5 years (annualized)49.06%10.75%
10 years (annualized)N/A9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.15%3.15%-3.98%-11.34%1.55%8.69%13.00%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that 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
0.55
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Ethereum Sharpe ratio is 0.55. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.55
1.58
ETH-USD (Ethereum)
Benchmark (^GSPC)

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%JulyAugustSeptemberOctoberNovemberDecember
-56.71%
-4.21%
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 93.97%, occurring on Dec 14, 2018. Recovery took 781 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.97%Jan 14, 2018335Dec 14, 2018781Feb 2, 20211116
-84.31%Aug 8, 201574Oct 20, 2015110Feb 7, 2016184
-79.39%Nov 9, 2021222Jun 18, 2022
-66.87%Jun 17, 2016172Dec 5, 201696Mar 11, 2017268
-60.81%Jun 13, 201734Jul 16, 2017130Nov 23, 2017164

Volatility Chart

The current Ethereum volatility is 12.07%, 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%JulyAugustSeptemberOctoberNovemberDecember
12.07%
2.14%
ETH-USD (Ethereum)
Benchmark (^GSPC)

Portfolios with Ethereum


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Crypto Portfolio46.10%1.51%36.02%-54.86%0.02%1.19