PortfoliosLab logo
ETC-USD vs. AVAX-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETC-USD and AVAX-USD is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

ETC-USD vs. AVAX-USD - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.59%
-15.20%
ROL
POOL

Key characteristics

Sharpe Ratio

ETC-USD:

-0.52

AVAX-USD:

-0.38

Sortino Ratio

ETC-USD:

-0.40

AVAX-USD:

0.02

Omega Ratio

ETC-USD:

0.96

AVAX-USD:

1.00

Calmar Ratio

ETC-USD:

0.02

AVAX-USD:

0.00

Martin Ratio

ETC-USD:

-1.37

AVAX-USD:

-1.11

Ulcer Index

ETC-USD:

30.69%

AVAX-USD:

34.97%

Daily Std Dev

ETC-USD:

64.81%

AVAX-USD:

80.67%

Max Drawdown

ETC-USD:

-92.12%

AVAX-USD:

-93.48%

Current Drawdown

ETC-USD:

-88.96%

AVAX-USD:

-86.40%

Returns By Period

In the year-to-date period, ETC-USD achieves a -40.83% return, which is significantly higher than AVAX-USD's -48.64% return.


ETC-USD

YTD

-40.83%

1M

-17.01%

6M

-18.58%

1Y

-55.82%

5Y*

22.99%

10Y*

N/A

AVAX-USD

YTD

-48.64%

1M

4.90%

6M

-29.10%

1Y

-61.26%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ethereum Classic

Avalanche

Risk-Adjusted Performance

ETC-USD vs. AVAX-USD — Risk-Adjusted Performance Rank

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

ETC-USD
The Risk-Adjusted Performance Rank of ETC-USD is 3434
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 3030
Martin Ratio Rank

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 3636
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 1111
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 4343
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.

ETC-USD vs. AVAX-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and Avalanche (AVAX-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 chart of Sharpe ratio for ROL, currently valued at 0.97, compared to the broader market0.001.002.00
ROL: 0.97
POOL: -0.72
The chart of Sortino ratio for ROL, currently valued at 1.37, compared to the broader market-1.000.001.002.003.00
ROL: 1.37
POOL: -0.95
The chart of Omega ratio for ROL, currently valued at 1.19, compared to the broader market0.901.001.101.201.301.40
ROL: 1.19
POOL: 0.89
The chart of Calmar ratio for ROL, currently valued at 1.89, compared to the broader market00.501.001.502.002.50
ROL: 1.89
POOL: -0.48
The chart of Martin ratio for ROL, currently valued at 4.98, compared to the broader market0.005.0010.0015.0020.0025.00
ROL: 4.98
POOL: -2.16

The current ETC-USD Sharpe Ratio is -0.52, which is lower than the AVAX-USD Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ETC-USD and AVAX-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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.97
-0.72
ROL
POOL

Drawdowns

ETC-USD vs. AVAX-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for ETC-USD and AVAX-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.20%
-45.07%
ROL
POOL

Volatility

ETC-USD vs. AVAX-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is NaN%, while Avalanche (AVAX-USD) has a volatility of NaN%. This indicates that ETC-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.02%
12.31%
ROL
POOL

User Portfolios with ETC-USD or AVAX-USD


KO
POOL
BYDDY
MNST
1 / 7

Recent discussions