AIL.DE vs. ETH-USD
Compare and contrast key facts about Air Liquide SA (AIL.DE) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIL.DE or ETH-USD.
Key characteristics
| AIL.DE | ETH-USD | |
|---|---|---|
| YTD Return | 1.45% | 42.29% |
| 1Y Return | 6.49% | 57.95% |
| 3Y Return (Ann) | 9.95% | -11.30% |
| 5Y Return (Ann) | 11.65% | 77.16% |
| Sharpe Ratio | 0.35 | -0.18 |
| Sortino Ratio | 0.65 | 0.21 |
| Omega Ratio | 1.08 | 1.02 |
| Calmar Ratio | 0.67 | 0.00 |
| Martin Ratio | 1.44 | -0.45 |
| Ulcer Index | 4.35% | 27.44% |
| Daily Std Dev | 17.88% | 52.45% |
| Max Drawdown | -39.86% | -93.96% |
| Current Drawdown | -9.38% | -32.54% |
Correlation
The correlation between AIL.DE and ETH-USD is 0.10, 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.
Performance
AIL.DE vs. ETH-USD - Performance Comparison
In the year-to-date period, AIL.DE achieves a 1.45% return, which is significantly lower than ETH-USD's 42.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
AIL.DE vs. ETH-USD - Volatility Comparison
The current volatility for Air Liquide SA (AIL.DE) is 6.30%, while Ethereum (ETH-USD) has a volatility of 20.27%. 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.