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Ethereum (ETH-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Ethereum (ETH-USD) has returned -26.05% so far this year and 31.43% over the past 12 months. Looking at the last ten years, ETH-USD has achieved an annualized return of 73.86%, outperforming the S&P 500 Index benchmark, which averaged 12.82% per year.


Ethereum

1D
0.16%
1M
7.71%
YTD
-26.05%
6M
-49.81%
1Y
31.43%
3Y*
4.70%
5Y*
0.56%
10Y*
73.86%

Benchmark (S&P 500 Index)

1D
0.62%
1M
0.64%
YTD
-0.30%
6M
1.33%
1Y
25.06%
3Y*
18.43%
5Y*
10.57%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2015, ETH-USD's average daily return is +0.33%, while the average monthly return is +11.46%. At this rate, your investment would double in approximately 0.5 years.

Historically, 54% of months were positive and 46% were negative. The best month was Mar 2017 with a return of +209.0%, while the worst month was Aug 2015 at -56.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ETH-USD closed higher 51% of trading days. The best single day was Aug 13, 2015 with a return of +46.3%, while the worst single day was Aug 8, 2015 at -60.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-17.44%-19.79%7.07%4.29%-26.05%
2025-0.91%-32.23%-18.53%-1.55%41.00%-1.71%48.75%18.76%-5.60%-7.24%-22.20%-0.84%-10.91%
20240.02%46.47%9.09%-17.39%24.81%-8.68%-5.84%-22.25%3.53%-3.32%47.38%-10.15%46.00%
202332.64%1.26%13.49%2.68%0.18%3.18%-4.01%-11.34%1.54%8.64%13.11%11.10%90.84%
2022-26.83%8.68%12.32%-16.95%-28.83%-44.86%56.93%-7.46%-14.48%18.34%-17.67%-7.69%-67.48%
202178.12%8.23%35.02%44.61%-2.50%-15.90%11.29%35.38%-12.53%42.98%8.04%-20.69%398.30%

Benchmark Metrics

Ethereum has an annualized alpha of 101.88%, beta of 1.17, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.

  • This cryptocurrency captured 223.48% of S&P 500 Index gains but only 48.57% of its losses — a favorable profile for investors.
  • R² of 0.05 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
101.88%
Beta
1.17
0.05
Upside Capture
223.48%
Downside Capture
48.57%

Return for Risk

Risk / Return Rank

ETH-USD ranks 77 for risk / return — better than 77% of cryptocurrencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ETH-USD Risk / Return Rank: 7777
Overall Rank
ETH-USD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 8686
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 8686
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6161
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 (ETH-USD) and compare them to a chosen benchmark (S&P 500 Index).


ETH-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.84

-1.41

Sortino ratio

Return per unit of downside risk

1.15

2.53

-1.38

Omega ratio

Gain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.85

3.83

-4.68

Martin ratio

Return relative to average drawdown

-1.41

16.98

-18.39

Explore ETH-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. 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 94.01%, occurring on Dec 14, 2018. Recovery took 772 trading sessions.

The current Ethereum drawdown is 54.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.01%Jan 14, 2018335Dec 14, 2018772Jan 24, 20211107
-86%Aug 8, 201570Oct 21, 2015110Feb 8, 2016180
-79.35%Nov 9, 2021222Jun 18, 20221161Aug 22, 20251383
-67.84%Jun 17, 2016172Dec 5, 201696Mar 11, 2017268
-62.26%Aug 23, 2025167Feb 5, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ETH-USD

Add Ethereum to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ETH-USD