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

Correlation

The correlation between DASH-USD and ETH-USD is 0.18, 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.


Performance

DASH-USD vs. ETH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DASH-USD:

-0.29

ETH-USD:

-0.43

Sortino Ratio

DASH-USD:

0.41

ETH-USD:

0.53

Omega Ratio

DASH-USD:

1.04

ETH-USD:

1.05

Calmar Ratio

DASH-USD:

0.00

ETH-USD:

0.03

Martin Ratio

DASH-USD:

-0.31

ETH-USD:

-0.07

Ulcer Index

DASH-USD:

48.92%

ETH-USD:

33.39%

Daily Std Dev

DASH-USD:

69.19%

ETH-USD:

60.56%

Max Drawdown

DASH-USD:

-98.78%

ETH-USD:

-93.96%

Current Drawdown

DASH-USD:

-98.56%

ETH-USD:

-45.82%

Returns By Period

In the year-to-date period, DASH-USD achieves a -40.99% return, which is significantly lower than ETH-USD's -21.77% return.


DASH-USD

YTD

-40.99%

1M

-0.75%

6M

-57.29%

1Y

-23.89%

3Y*

-27.34%

5Y*

-22.14%

10Y*

22.99%

ETH-USD

YTD

-21.77%

1M

42.17%

6M

-28.46%

1Y

-31.05%

3Y*

13.67%

5Y*

60.58%

10Y*

N/A

*Annualized

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DigitalCash

Ethereum

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

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

DASH-USD
The Risk-Adjusted Performance Rank of DASH-USD is 3838
Overall Rank
The Sharpe Ratio Rank of DASH-USD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH-USD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DASH-USD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DASH-USD is 99
Calmar Ratio Rank
The Martin Ratio Rank of DASH-USD is 4444
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 5252
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for DigitalCash (DASH-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.


The current DASH-USD Sharpe Ratio is -0.29, which is higher than the ETH-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of DASH-USD 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

DASH-USD vs. ETH-USD - Drawdown Comparison

The maximum DASH-USD drawdown since its inception was -98.78%, 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 DASH-USD and ETH-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DASH-USD vs. ETH-USD - Volatility Comparison

The current volatility for DigitalCash (DASH-USD) is 18.36%, while Ethereum (ETH-USD) has a volatility of 25.94%. This indicates that DASH-USD 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.


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