PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIL.DE vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AIL.DE and ETH-USD is 0.11, 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.


-0.50.00.51.00.1

Performance

AIL.DE vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Liquide SA (AIL.DE) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.64%
-1.24%
AIL.DE
ETH-USD

Key characteristics

Sharpe Ratio

AIL.DE:

-0.09

ETH-USD:

0.16

Sortino Ratio

AIL.DE:

-0.01

ETH-USD:

0.74

Omega Ratio

AIL.DE:

1.00

ETH-USD:

1.07

Calmar Ratio

AIL.DE:

-0.15

ETH-USD:

0.04

Martin Ratio

AIL.DE:

-0.33

ETH-USD:

0.44

Ulcer Index

AIL.DE:

5.27%

ETH-USD:

23.56%

Daily Std Dev

AIL.DE:

18.06%

ETH-USD:

54.10%

Max Drawdown

AIL.DE:

-39.86%

ETH-USD:

-93.96%

Current Drawdown

AIL.DE:

-11.83%

ETH-USD:

-27.84%

Returns By Period

In the year-to-date period, AIL.DE achieves a -1.30% return, which is significantly lower than ETH-USD's 52.21% return.


AIL.DE

YTD

-1.30%

1M

-1.80%

6M

-4.29%

1Y

-1.64%

5Y*

10.16%

10Y*

10.89%

ETH-USD

YTD

52.21%

1M

13.03%

6M

-1.24%

1Y

55.06%

5Y*

92.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AIL.DE vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA (AIL.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for AIL.DE, currently valued at -0.67, compared to the broader market-4.00-2.000.002.00-0.670.16
The chart of Sortino ratio for AIL.DE, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.800.74
The chart of Omega ratio for AIL.DE, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.07
The chart of Calmar ratio for AIL.DE, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.150.04
The chart of Martin ratio for AIL.DE, currently valued at -1.84, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.840.44
AIL.DE
ETH-USD

The current AIL.DE Sharpe Ratio is -0.09, which is lower than the ETH-USD Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of AIL.DE 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.67
0.16
AIL.DE
ETH-USD

Drawdowns

AIL.DE vs. ETH-USD - Drawdown Comparison

The maximum AIL.DE drawdown since its inception was -39.86%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for AIL.DE and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.63%
-27.84%
AIL.DE
ETH-USD

Volatility

AIL.DE vs. ETH-USD - Volatility Comparison

The current volatility for Air Liquide SA (AIL.DE) is 4.18%, while Ethereum (ETH-USD) has a volatility of 21.57%. This indicates that AIL.DE experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
4.18%
21.57%
AIL.DE
ETH-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab