BTCS vs. ETH-USD
BTCS (BTCS Inc.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, BTCS returned -40.86%/yr vs 60.77%/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 -61.74% return, which is significantly lower than ETH-USD's -45.49% return. Over the past 10 years, BTCS has underperformed ETH-USD with an annualized return of -40.86%, while ETH-USD has yielded a comparatively higher 60.77% annualized return.
BTCS
- 1D
- -5.61%
- 1M
- -38.79%
- YTD
- -61.74%
- 6M
- -66.78%
- 1Y
- -54.61%
- 3Y*
- -6.51%
- 5Y*
- -30.37%
- 10Y*
- -40.86%
ETH-USD
- 1D
- -2.87%
- 1M
- -23.39%
- YTD
- -45.49%
- 6M
- -45.09%
- 1Y
- -33.99%
- 3Y*
- -5.23%
- 5Y*
- -2.22%
- 10Y*
- 60.77%
BTCS vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and ETH-USD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
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 7, 2015 | 0.25 |
Over the past year, BTCS and ETH-USD have become more correlated (0.50) 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 | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.96 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.50 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.83 | -0.13 |
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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 | -84.46% | -67.53% | -16.93% |
Max Drawdown (3Y)Largest decline over 3 years | -84.46% | -67.53% | -16.93% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -79.35% | -13.59% |
Max Drawdown (10Y)Largest decline over 10 years | -99.75% | -94.01% | -5.74% |
Current DrawdownCurrent decline from peak | -100.00% | -66.53% | -33.47% |
Average DrawdownAverage peak-to-trough decline | -97.68% | -50.93% | -46.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.51% | 41.32% | +15.19% |
Volatility
BTCS vs. ETH-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 20.40% compared to Ethereum (ETH-USD) at 18.23%. 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 | 20.40% | 18.23% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 58.98% | 46.29% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 147.88% | 55.67% | +92.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.46% | 59.17% | +69.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 193.33% | 77.04% | +116.29% |
Frequently Asked Questions
BTCS and ETH-USD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (20.40%) compared to ETH-USD (18.23%). In terms of maximum drawdown, BTCS dropped -100.00% vs ETH-USD's -94.01%.
BTCS currently has the higher Sharpe Ratio (-0.37 vs -0.51), 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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