CHZ-USD vs. ETH-USD
CHZ-USD (Chiliz) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, CHZ-USD returned -45.63%/yr vs -6.69%/yr for ETH-USD. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
CHZ-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CHZ-USD achieves a -70.14% return, which is significantly lower than ETH-USD's -37.82% return.
CHZ-USD
- 1D
- -2.33%
- 1M
- -30.00%
- 6M
- -71.49%
- YTD
- -70.14%
- 1Y
- -66.75%
- 3Y*
- -45.16%
- 5Y*
- -45.63%
- 10Y*
- —
- ALL TIME*
- -4.32%
ETH-USD
- 1D
- -0.86%
- 1M
- 8.60%
- 6M
- -24.69%
- YTD
- -37.82%
- 1Y
- -47.09%
- 3Y*
- 0.11%
- 5Y*
- -6.69%
- 10Y*
- 67.39%
- ALL TIME*
- 79.43%
Liquidity Comparison
CHZ-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between CHZ-USD and ETH-USD is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.59 |
The correlation between CHZ-USD and ETH-USD has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.
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Return for Risk
CHZ-USD vs. ETH-USD — Risk / Return Rank
CHZ-USD
ETH-USD
CHZ-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chiliz (CHZ-USD) 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.
| CHZ-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.91 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.70 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.75 | -1.03 | -0.71 |
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Drawdowns
CHZ-USD vs. ETH-USD - Drawdown Comparison
The maximum CHZ-USD drawdown since its inception was -98.37%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for CHZ-USD and ETH-USD.
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Drawdown Indicators
| CHZ-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.37% | -94.01% | -4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -79.64% | -67.60% | -12.04% |
Max Drawdown (3Y)Largest decline over 3 years | -92.43% | -67.60% | -24.83% |
Max Drawdown (5Y)Largest decline over 5 years | -97.77% | -79.35% | -18.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -98.37% | -61.82% | -36.55% |
Average DrawdownAverage peak-to-trough decline | -72.91% | -51.04% | -21.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.42% | 34.80% | +7.62% |
Volatility
CHZ-USD vs. ETH-USD - Volatility Comparison
Chiliz (CHZ-USD) has a higher volatility of 14.29% compared to Ethereum (ETH-USD) at 11.94%. This indicates that CHZ-USD'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
| CHZ-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.29% | 11.94% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 62.88% | 44.30% | +18.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.44% | 54.89% | +20.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.75% | 58.51% | +25.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.02% | 76.22% | +32.80% |
Frequently Asked Questions
CHZ-USD and ETH-USD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHZ-USD has higher volatility (14.29%) compared to ETH-USD (11.94%). In terms of maximum drawdown, CHZ-USD dropped -98.37% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.72 vs -0.74), 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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