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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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Popular comparisons:
ETH-USD vs. BTC-USD ETH-USD vs. SPY ETH-USD vs. SOL-USD ETH-USD vs. BNB-USD ETH-USD vs. AMZN ETH-USD vs. VOO ETH-USD vs. TSLA ETH-USD vs. ONEQ ETH-USD vs. AAPL ETH-USD vs. ETHE.SW
Popular comparisons:
ETH-USD vs. BTC-USD ETH-USD vs. SPY ETH-USD vs. SOL-USD ETH-USD vs. BNB-USD ETH-USD vs. AMZN ETH-USD vs. VOO ETH-USD vs. TSLA ETH-USD vs. ONEQ ETH-USD vs. AAPL ETH-USD vs. ETHE.SW

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.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.12%
10.70%
ETH-USD (Ethereum)
Benchmark (^GSPC)

Returns By Period

Ethereum had a return of 34.81% year-to-date (YTD) and 56.66% in the last 12 months.


ETH-USD

YTD

34.81%

1M

16.43%

6M

0.12%

1Y

56.66%

5Y (annualized)

76.92%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

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
20240.05%46.41%9.15%-17.42%24.82%-8.70%-5.87%-22.22%3.57%-3.35%34.81%
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 50, 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 ETH-USD is 5050
Combined Rank
The Sharpe Ratio Rank of ETH-USD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5555
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.


Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at -0.43, compared to the broader market-1.00-0.500.000.501.001.50-0.432.48
The chart of Sortino ratio for ETH-USD, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.00-0.263.33
The chart of Omega ratio for ETH-USD, currently valued at 0.97, compared to the broader market0.800.901.001.101.200.971.46
The chart of Calmar ratio for ETH-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.000.003.58
The chart of Martin ratio for ETH-USD, currently valued at -1.03, compared to the broader market0.002.004.006.00-1.0415.96
ETH-USD
^GSPC

The current Ethereum Sharpe ratio is -0.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ethereum 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.43
2.48
ETH-USD (Ethereum)
Benchmark (^GSPC)

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.08%
-2.18%
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 36.08%.


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 20.31%, 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%JuneJulyAugustSeptemberOctoberNovember
20.31%
4.06%
ETH-USD (Ethereum)
Benchmark (^GSPC)