BTCS vs. ETH-USD
BTCS (BTCS Inc.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, BTCS returned -24.99%/yr vs 65.76%/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 -62.53% return, which is significantly lower than ETH-USD's -37.99% return. Over the past 10 years, BTCS has underperformed ETH-USD with an annualized return of -24.99%, while ETH-USD has yielded a comparatively higher 65.76% annualized return.
BTCS
- 1D
- 0.11%
- 1M
- -15.44%
- 6M
- -65.89%
- YTD
- -62.53%
- 1Y
- -84.54%
- 3Y*
- -8.13%
- 5Y*
- -23.20%
- 10Y*
- -24.99%
ETH-USD
- 1D
- -1.26%
- 1M
- 5.18%
- 6M
- -44.17%
- YTD
- -37.99%
- 1Y
- -47.13%
- 3Y*
- -1.03%
- 5Y*
- -0.55%
- 10Y*
- 65.76%
BTCS vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and ETH-USD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
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 | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.25 |
Over the past year, BTCS and ETH-USD have become more correlated (0.51) 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.
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.
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.91 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | -0.70 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.07 | -0.33 |
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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 | -84.79% | -67.60% | -17.19% |
Max Drawdown (3Y)Largest decline over 3 years | -84.79% | -67.60% | -17.19% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -79.35% | -13.59% |
Max Drawdown (10Y)Largest decline over 10 years | -99.57% | -94.01% | -5.56% |
Current DrawdownCurrent decline from peak | -100.00% | -61.92% | -38.08% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -51.01% | -46.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.20% | 36.94% | +23.26% |
Volatility
BTCS vs. ETH-USD - Volatility Comparison
BTCS Inc. (BTCS) and Ethereum (ETH-USD) have volatilities of 13.98% and 13.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 13.98% | 13.59% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 58.24% | 46.66% | +11.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.48% | 55.03% | +31.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.10% | 58.72% | +69.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 190.77% | 76.80% | +113.97% |
Frequently Asked Questions
BTCS and ETH-USD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (13.98%) compared to ETH-USD (13.59%). In terms of maximum drawdown, BTCS dropped -100.00% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.71 vs -0.99), 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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