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AVAX-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AVAX-USD and ETH-USD is 0.35, 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

AVAX-USD vs. ETH-USD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
215.74%
377.35%
AVAX-USD
ETH-USD

Key characteristics

Sharpe Ratio

AVAX-USD:

-0.47

ETH-USD:

-0.56

Sortino Ratio

AVAX-USD:

0.31

ETH-USD:

-0.45

Omega Ratio

AVAX-USD:

1.03

ETH-USD:

0.95

Calmar Ratio

AVAX-USD:

0.01

ETH-USD:

0.03

Martin Ratio

AVAX-USD:

-0.58

ETH-USD:

-1.22

Ulcer Index

AVAX-USD:

40.07%

ETH-USD:

31.31%

Daily Std Dev

AVAX-USD:

78.30%

ETH-USD:

58.90%

Max Drawdown

AVAX-USD:

-93.48%

ETH-USD:

-93.96%

Current Drawdown

AVAX-USD:

-85.51%

ETH-USD:

-62.35%

Returns By Period

The year-to-date returns for both stocks are quite close, with AVAX-USD having a -45.28% return and ETH-USD slightly lower at -45.64%.


AVAX-USD

YTD

-45.28%

1M

21.14%

6M

-28.68%

1Y

-42.64%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-45.64%

1M

23.02%

6M

-37.44%

1Y

-39.08%

5Y*

53.68%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AVAX-USD vs. ETH-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 3232
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 3535
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 3232
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 2121
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 1414
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.

AVAX-USD vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-USD) 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 AVAX-USD Sharpe Ratio is -0.47, which is comparable to the ETH-USD Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of AVAX-USD 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-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.47
-0.56
AVAX-USD
ETH-USD

Drawdowns

AVAX-USD vs. ETH-USD - Drawdown Comparison

The maximum AVAX-USD drawdown since its inception was -93.48%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and ETH-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%December2025FebruaryMarchAprilMay
-85.51%
-62.35%
AVAX-USD
ETH-USD

Volatility

AVAX-USD vs. ETH-USD - Volatility Comparison

Avalanche (AVAX-USD) has a higher volatility of 22.98% compared to Ethereum (ETH-USD) at 21.57%. This indicates that AVAX-USD'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.


20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
22.98%
21.57%
AVAX-USD
ETH-USD