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

Correlation

The correlation between CLDAX and ETH-USD is 0.02, 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.


-0.50.00.51.00.0

Performance

CLDAX vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Core Bond Fund (CLDAX) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.98%
-1.28%
CLDAX
ETH-USD

Key characteristics

Sharpe Ratio

CLDAX:

0.50

ETH-USD:

0.44

Sortino Ratio

CLDAX:

0.74

ETH-USD:

1.13

Omega Ratio

CLDAX:

1.09

ETH-USD:

1.11

Calmar Ratio

CLDAX:

0.14

ETH-USD:

0.17

Martin Ratio

CLDAX:

1.29

ETH-USD:

1.22

Ulcer Index

CLDAX:

2.11%

ETH-USD:

24.03%

Daily Std Dev

CLDAX:

5.40%

ETH-USD:

54.08%

Max Drawdown

CLDAX:

-23.91%

ETH-USD:

-93.96%

Current Drawdown

CLDAX:

-14.79%

ETH-USD:

-27.80%

Returns By Period

In the year-to-date period, CLDAX achieves a -0.19% return, which is significantly lower than ETH-USD's 4.25% return.


CLDAX

YTD

-0.19%

1M

-0.01%

6M

0.97%

1Y

2.85%

5Y*

-0.85%

10Y*

1.53%

ETH-USD

YTD

4.25%

1M

-4.00%

6M

-0.90%

1Y

40.82%

5Y*

83.50%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLDAX
The Risk-Adjusted Performance Rank of CLDAX is 2121
Overall Rank
The Sharpe Ratio Rank of CLDAX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CLDAX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CLDAX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CLDAX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of CLDAX is 1919
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 6060
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 6464
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.

CLDAX vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) 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 CLDAX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.970.44
The chart of Sortino ratio for CLDAX, currently valued at 1.48, compared to the broader market0.005.0010.001.481.13
The chart of Omega ratio for CLDAX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.11
The chart of Calmar ratio for CLDAX, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.040.17
The chart of Martin ratio for CLDAX, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.002.531.22
CLDAX
ETH-USD

The current CLDAX Sharpe Ratio is 0.50, which is comparable to the ETH-USD Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CLDAX 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.97
0.44
CLDAX
ETH-USD

Drawdowns

CLDAX vs. ETH-USD - Drawdown Comparison

The maximum CLDAX drawdown since its inception was -23.91%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for CLDAX and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-14.79%
-27.80%
CLDAX
ETH-USD

Volatility

CLDAX vs. ETH-USD - Volatility Comparison

The current volatility for Calvert Core Bond Fund (CLDAX) is 1.40%, while Ethereum (ETH-USD) has a volatility of 18.78%. This indicates that CLDAX experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
1.40%
18.78%
CLDAX
ETH-USD
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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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