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

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Ethereum (ETH-USD) returned -29.62% year-to-date (YTD) and -19.39% over the past 12 months.


ETH-USD

YTD

-29.62%

1M

54.05%

6M

-25.09%

1Y

-19.39%

5Y*

66.08%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.03%-32.15%-18.52%-1.63%30.76%-29.62%
20240.05%46.41%9.15%-17.42%24.82%-8.70%-5.87%-22.22%3.57%-3.35%47.30%-10.07%46.07%
202332.57%1.22%13.46%3.01%-0.15%3.15%-3.98%-11.34%1.55%8.69%13.00%11.15%90.64%
2022-27.00%8.59%12.42%-16.80%-28.86%-45.05%57.55%-7.60%-14.53%18.43%-17.61%-7.63%-67.50%
202178.23%7.69%35.47%44.56%-2.10%-16.22%11.50%35.39%-12.58%42.86%8.01%-20.49%399.13%
202039.00%22.03%-39.23%55.40%11.26%-2.02%52.69%25.91%-17.27%7.40%59.04%20.00%469.25%
2019-19.73%27.73%3.49%14.59%65.33%8.42%-24.78%-21.12%4.29%2.28%-17.08%-15.03%-2.82%
201847.78%-23.53%-53.64%68.98%-13.77%-21.20%-4.68%-34.77%-17.72%-15.23%-42.66%17.85%-82.38%
201734.61%47.45%216.35%57.92%191.91%27.85%-30.87%87.88%-21.30%1.46%46.17%69.25%9,395.84%
2016147.02%174.80%79.95%-22.71%59.72%-11.48%-4.70%-1.71%13.30%-16.84%-21.92%-7.20%753.64%
2015-51.00%-45.62%24.10%-4.75%6.92%-66.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETH-USD is 36, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ETH-USD is 3636
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 2626
Martin 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 (ETH-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Ethereum Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.31
  • 5-Year: 0.82
  • All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Ethereum compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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. 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 51.26%.


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 chart below shows the rolling one-month volatility.


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