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

BTCS vs. ETH-USD

Last updated Mar 2, 2025

Compare and contrast key facts about BTCS Inc. (BTCS) and Ethereum (ETH-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCS or ETH-USD.

Correlation

The correlation between BTCS and ETH-USD is 0.23, 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.

-0.50.00.51.00.2

Performance

BTCS vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTCS Inc. (BTCS) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.
0.00%50,000.00%100,000.00%150,000.00%OctoberNovemberDecember2025FebruaryMarch
-99.93%
79,862.03%
BTCS
ETH-USD

Key characteristics

Sharpe Ratio

BTCS:

0.18

ETH-USD:

-0.73

Sortino Ratio

BTCS:

1.41

ETH-USD:

-0.94

Omega Ratio

BTCS:

1.16

ETH-USD:

0.91

Calmar Ratio

BTCS:

0.22

ETH-USD:

0.03

Martin Ratio

BTCS:

0.78

ETH-USD:

-2.12

Ulcer Index

BTCS:

28.66%

ETH-USD:

22.73%

Daily Std Dev

BTCS:

124.14%

ETH-USD:

55.78%

Max Drawdown

BTCS:

-100.00%

ETH-USD:

-93.96%

Current Drawdown

BTCS:

-99.99%

ETH-USD:

-53.94%

Returns By Period

In the year-to-date period, BTCS achieves a -13.77% return, which is significantly higher than ETH-USD's -33.48% return.

BTCS

YTD

-13.77%

1M

-31.73%

6M

82.05%

1Y

26.79%

5Y*

14.28%

10Y*

-53.80%

ETH-USD

YTD

-33.48%

1M

-31.75%

6M

-11.81%

1Y

-35.47%

5Y*

57.25%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BTCS
The Risk-Adjusted Performance Rank of BTCS is 6262
Overall Rank
The Sharpe Ratio Rank of BTCS is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BTCS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BTCS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BTCS is 5757
Martin Ratio Rank
ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1515
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 44
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 44
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 11
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.

BTCS vs. ETH-USD - Risk-Adjusted Performance 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.

Sharpe ratio
The chart of Sharpe ratio for BTCS, currently valued at 0.60, compared to the broader market-3.00-2.00-1.000.001.002.003.000.60-0.73
The chart of Sortino ratio for BTCS, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.13-0.94
The chart of Omega ratio for BTCS, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.91
The chart of Calmar ratio for BTCS, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.006.000.390.03
The chart of Martin ratio for BTCS, currently valued at 2.66, compared to the broader market-5.000.005.0010.0015.0020.0025.002.66-2.12
BTCS
ETH-USD

The current BTCS Sharpe Ratio is 0.18, which is higher than the ETH-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of BTCS 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-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.60
-0.73
BTCS
ETH-USD

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 -93.96%. Use the drawdown chart below to compare losses from any high point for BTCS and ETH-USD. For additional features, visit the drawdowns tool.

-100.00%-80.00%-60.00%-40.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-99.93%
-53.94%
BTCS
ETH-USD

Volatility

BTCS vs. ETH-USD - Volatility Comparison

BTCS Inc. (BTCS) has a higher volatility of 23.68% compared to Ethereum (ETH-USD) at 20.02%. 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.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2025FebruaryMarch
23.68%
20.02%
BTCS
ETH-USD
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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