EGLD-USD vs. HBAR-USD
EGLD-USD (Elrond) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, EGLD-USD returned -48.61%/yr vs -17.23%/yr for HBAR-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
EGLD-USD vs. HBAR-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGLD-USD achieves a -44.48% return, which is significantly lower than HBAR-USD's -35.61% return.
EGLD-USD
- 1D
- 5.50%
- 1M
- 7.34%
- 6M
- -50.56%
- YTD
- -44.48%
- 1Y
- -79.87%
- 3Y*
- -56.40%
- 5Y*
- -48.61%
- 10Y*
- —
HBAR-USD
- 1D
- -0.12%
- 1M
- -12.18%
- 6M
- -41.65%
- YTD
- -35.61%
- 1Y
- -65.37%
- 3Y*
- 9.18%
- 5Y*
- -17.23%
- 10Y*
- —
EGLD-USD vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGLD-USD Elrond | -44.48% | -83.40% | -50.84% | 106.65% | -86.25% | 868.57% | 43.24% |
HBAR-USD HederaHashgraph | -35.61% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -19.39% |
Correlation
The correlation between EGLD-USD and HBAR-USD is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2020 | 0.62 |
The correlation between EGLD-USD and HBAR-USD has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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
EGLD-USD vs. HBAR-USD — Risk / Return Rank
EGLD-USD
HBAR-USD
EGLD-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elrond (EGLD-USD) and HederaHashgraph (HBAR-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.
| EGLD-USD | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.86 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.85 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.17 | -0.10 |
Loading charts...
Drawdowns
EGLD-USD vs. HBAR-USD - Drawdown Comparison
The maximum EGLD-USD drawdown since its inception was -99.49%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for EGLD-USD and HBAR-USD.
Loading charts...
Drawdown Indicators
| EGLD-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -97.58% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -86.26% | -76.57% | -9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -96.68% | -81.76% | -14.92% |
Max Drawdown (5Y)Largest decline over 5 years | -99.49% | -92.79% | -6.70% |
Current DrawdownCurrent decline from peak | -99.37% | -86.49% | -12.88% |
Average DrawdownAverage peak-to-trough decline | -78.11% | -74.63% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.33% | 48.47% | +5.86% |
Volatility
EGLD-USD vs. HBAR-USD - Volatility Comparison
Elrond (EGLD-USD) has a higher volatility of 17.70% compared to HederaHashgraph (HBAR-USD) at 13.23%. This indicates that EGLD-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGLD-USD | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 13.23% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 51.26% | 41.24% | +10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.22% | 62.94% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.60% | 84.63% | -10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.25% | 108.02% | -22.77% |
Frequently Asked Questions
EGLD-USD and HBAR-USD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGLD-USD has higher volatility (17.70%) compared to HBAR-USD (13.23%). In terms of maximum drawdown, EGLD-USD dropped -99.49% vs HBAR-USD's -97.58%.
HBAR-USD currently has the higher Sharpe Ratio (-0.86 vs -0.99), 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.
Find the right allocation for EGLD-USD and HBAR-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer