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BMR vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BMR vs. ETH-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, BMR achieves a -8.60% return, which is significantly higher than ETH-USD's -38.49% return.


BMR

1D
0.35%
1M
-11.42%
6M
-29.31%
YTD
-8.60%
1Y
-52.17%
3Y*
-19.30%
5Y*
10Y*

ETH-USD

1D
2.13%
1M
9.57%
6M
-41.49%
YTD
-38.49%
1Y
-38.02%
3Y*
-3.10%
5Y*
-1.22%
10Y*
65.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMR vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023
BMR
Beamr Imaging Ltd. Ordinary Share
-8.60%-68.09%239.31%-63.20%
ETH-USD
Ethereum
-38.49%-10.91%46.00%39.66%

Correlation

The correlation between BMR and ETH-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.18

Over the past year, BMR and ETH-USD have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

BMR vs. ETH-USD — Risk / Return Rank

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

BMR
BMR Risk / Return Rank: 1212
Overall Rank
BMR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BMR Sortino Ratio Rank: 1111
Sortino Ratio Rank
BMR Omega Ratio Rank: 1414
Omega Ratio Rank
BMR Calmar Ratio Rank: 1010
Calmar Ratio Rank
BMR Martin Ratio Rank: 1313
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7171
Overall Rank
ETH-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6969
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6969
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7777
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMR vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beamr Imaging Ltd. Ordinary Share (BMR) 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.


BMRETH-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

0.88

0.94

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.56

-0.29

Martin ratioReturn relative to average drawdown

-1.29

-0.88

-0.41

BMR vs. ETH-USD - Sharpe Ratio Comparison

The current BMR Sharpe Ratio is -0.78, which is lower than the ETH-USD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of BMR and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BMR vs. ETH-USD - Drawdown Comparison

The maximum BMR drawdown since its inception was -91.80%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BMR and ETH-USD.


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Drawdown Indicators


BMRETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-94.01%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-63.03%

-67.60%

+4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-91.80%

-67.60%

-24.20%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-91.08%

-62.23%

-28.85%

Average Drawdown

Average peak-to-trough decline

-72.86%

-50.99%

-21.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.69%

36.62%

+5.07%

Volatility

BMR vs. ETH-USD - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 24.52% compared to Ethereum (ETH-USD) at 12.64%. This indicates that BMR'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.


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Volatility by Period


BMRETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.52%

12.64%

+11.88%

Volatility (6M)

Calculated over the trailing 6-month period

50.44%

46.73%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

68.89%

55.18%

+13.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

238.89%

58.72%

+180.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

238.89%

76.84%

+162.05%

Frequently Asked Questions


BMR and ETH-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMR has higher volatility (24.52%) compared to ETH-USD (12.64%). In terms of maximum drawdown, BMR dropped -91.80% vs ETH-USD's -94.01%.

ETH-USD currently has the higher Sharpe Ratio (-0.57 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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