BMNU vs. ETH-USD
BMNU (T-REX 2X Long BMNR Daily Target ETF) is Leveraged Equities fund actively managed by REX, while ETH-USD (Ethereum) is a cryptocurrency. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
BMNU vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BMNU achieves a -78.43% return, which is significantly lower than ETH-USD's -37.66% return.
BMNU
- 1D
- 1.08%
- 1M
- 33.84%
- 6M
- -65.52%
- YTD
- -78.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ETH-USD
- 1D
- -1.80%
- 1M
- 3.94%
- 6M
- -21.14%
- YTD
- -37.66%
- 1Y
- -47.12%
- 3Y*
- 0.40%
- 5Y*
- -7.46%
- 10Y*
- 66.67%
- ALL TIME*
- 79.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.51M | $39.93M | $115.00M | |
ETH-USD Ethereum | $17.73T | $18.49T | $25.40T |
BMNU vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BMNU T-REX 2X Long BMNR Daily Target ETF | -78.43% | -80.88% |
ETH-USD Ethereum | -37.66% | -23.45% |
Correlation
The correlation between BMNU and ETH-USD is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 26, 2025 | 0.62 |
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Return for Risk
BMNU vs. ETH-USD — Risk / Return Rank
BMNU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ETH-USD
BMNU vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long BMNR Daily Target ETF (BMNU) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BMNU | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.91 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.70 | — |
| Martin ratioReturn relative to average drawdown | — | -1.03 | — |
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Drawdowns
BMNU vs. ETH-USD - Drawdown Comparison
The maximum BMNU drawdown since its inception was -98.29%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BMNU and ETH-USD.
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Drawdown Indicators
| BMNU | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.29% | -94.01% | -4.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -67.60% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -67.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -79.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -97.37% | -61.72% | -35.65% |
Average DrawdownAverage peak-to-trough decline | -82.77% | -51.05% | -31.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 35.03% | — |
Volatility
BMNU vs. ETH-USD - Volatility Comparison
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Volatility by Period
| BMNU | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 43.61% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 183.03% | 54.70% | +128.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 183.03% | 58.50% | +124.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 183.03% | 76.00% | +107.03% |
Frequently Asked Questions
BMNU and ETH-USD have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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