^VVIX vs. ETH-USD

In the year-to-date period, ^VVIX achieves a 17.69% return, which is significantly lower than ETH-USD's 49.72% return.

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This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and Ethereum (ETH-USD). 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.

The current ^VVIX Sharpe Ratio is 0.14, which is lower than the ETH-USD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ^VVIX and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^VVIX drawdown since its inception was -78.10%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ^VVIX and ETH-USD. For additional features, visit the drawdowns tool.

CBOE VIX Volatility Index (^VVIX) has a higher volatility of 35.86% compared to Ethereum (ETH-USD) at 20.48%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.