^VVIX vs. ETH-USD

In the year-to-date period, ^VVIX achieves a -10.35% return, which is significantly higher than ETH-USD's -11.69% 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 0.09, which is higher than the ETH-USD Sharpe Ratio of -0.08. 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 correlation between ^VVIX and ETH-USD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

CBOE VIX Volatility Index (^VVIX) has a higher volatility of 25.38% compared to Ethereum (ETH-USD) at 17.50%. 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.