BTCS vs. ETH-USD
BTCS (BTCS Inc.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, BTCS returned -51.51%/yr vs 63.15%/yr for ETH-USD. At a 0.25 correlation, their price movements are largely independent.
Performance
BTCS vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCS achieves a -45.08% return, which is significantly lower than ETH-USD's -37.17% return. Over the past 10 years, BTCS has underperformed ETH-USD with an annualized return of -51.51%, while ETH-USD has yielded a comparatively higher 63.15% annualized return.
BTCS
- 1D
- -8.23%
- 1M
- -32.87%
- YTD
- -45.08%
- 6M
- -53.07%
- 1Y
- -45.90%
- 3Y*
- 7.51%
- 5Y*
- -26.43%
- 10Y*
- -51.51%
ETH-USD
- 1D
- -6.99%
- 1M
- -19.74%
- YTD
- -37.17%
- 6M
- -37.80%
- 1Y
- -28.56%
- 3Y*
- -0.51%
- 5Y*
- -8.18%
- 10Y*
- 63.15%
BTCS vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and ETH-USD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.25 |
Over the past year, BTCS and ETH-USD have become more correlated (0.47) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
BTCS vs. ETH-USD — Risk / Return Rank
BTCS
ETH-USD
BTCS vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BTCS Inc. (BTCS) 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.
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | -0.43 | +0.11 |
Sortino ratioReturn per unit of downside risk | 0.33 | -0.24 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.98 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | -1.13 | +0.56 |
Martin ratioReturn relative to average drawdown | -0.86 | -1.58 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.43 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | -0.11 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.27 | 0.67 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.77 | -1.06 |
Drawdowns
BTCS vs. ETH-USD - Drawdown Comparison
The maximum BTCS drawdown since its inception was -100.00%, which is greater than ETH-USD's maximum drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BTCS and ETH-USD.
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Drawdown Indicators
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -94.01% | -5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -80.15% | -62.26% | -17.89% |
Max Drawdown (3Y)Largest decline over 3 years | -80.15% | -63.80% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -79.35% | -13.59% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -94.01% | -5.96% |
Current DrawdownCurrent decline from peak | -99.99% | -61.42% | -38.57% |
Average DrawdownAverage peak-to-trough decline | -97.06% | -50.87% | -46.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.13% | 43.47% | +9.66% |
Volatility
BTCS vs. ETH-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 22.36% compared to Ethereum (ETH-USD) at 10.55%. This indicates that BTCS'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
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.36% | 10.55% | +11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 59.02% | 45.39% | +13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 147.99% | 55.85% | +92.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.27% | 59.56% | +68.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.57% | 77.96% | +116.61% |
Frequently Asked Questions
BTCS and ETH-USD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (22.36%) compared to ETH-USD (10.55%). In terms of maximum drawdown, BTCS dropped -100.00% vs ETH-USD's -94.01%.
BTCS currently has the higher Sharpe Ratio (-0.31 vs -0.43), 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.
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