BTCS vs. ETH-USD
Compare and contrast key facts about BTCS Inc. (BTCS) and Ethereum (ETH-USD).
Performance
BTCS vs. ETH-USD - Performance Comparison
Loading graphics...
BTCS vs. ETH-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, BTCS achieves a -47.35% return, which is significantly lower than ETH-USD's -27.34% return. Over the past 10 years, BTCS has underperformed ETH-USD with an annualized return of -51.27%, while ETH-USD has yielded a comparatively higher 68.60% annualized return.
BTCS
- 1D
- 0.00%
- 1M
- -17.75%
- YTD
- -47.35%
- 6M
- -72.69%
- 1Y
- -7.53%
- 3Y*
- 1.10%
- 5Y*
- -32.53%
- 10Y*
- -51.27%
ETH-USD
- 1D
- 2.47%
- 1M
- 6.32%
- YTD
- -27.34%
- 6M
- -50.45%
- 1Y
- 13.15%
- 3Y*
- 6.28%
- 5Y*
- 0.20%
- 10Y*
- 68.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.05 | 0.18 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.83 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.85 | +0.77 |
Martin ratioReturn relative to average drawdown | -0.14 | -1.46 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 0.18 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.00 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.26 | 0.72 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.80 | -1.09 |
Correlation
The correlation between BTCS and ETH-USD is 0.25, 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.
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.
Loading graphics...
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 (5Y)Largest decline over 5 years | -94.84% | -79.35% | -15.49% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -94.01% | -5.96% |
Current DrawdownCurrent decline from peak | -99.99% | -55.38% | -44.61% |
Average DrawdownAverage peak-to-trough decline | -97.02% | -50.81% | -46.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.14% | 36.32% | +8.82% |
Volatility
BTCS vs. ETH-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 27.51% compared to Ethereum (ETH-USD) at 17.83%. 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.
Loading graphics...
Volatility by Period
| BTCS | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.51% | 17.83% | +9.68% |
Volatility (6M)Calculated over the trailing 6-month period | 64.87% | 51.52% | +13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 167.30% | 62.50% | +104.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 129.41% | 63.60% | +65.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.59% | 78.85% | +115.74% |