ETC-USD vs. BMNR
ETC-USD (Ethereum Classic) is a cryptocurrency, while BMNR (BitMine Immersion Technologies, Inc.) is a stock. Over the past year, ETC-USD returned -57.97% vs 105.22% for BMNR. At a 0.43 correlation, their price movements are largely independent.
Performance
ETC-USD vs. BMNR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ETC-USD having a -40.09% return and BMNR slightly lower at -41.44%.
ETC-USD
- 1D
- -5.64%
- 1M
- -26.94%
- YTD
- -40.09%
- 6M
- -47.75%
- 1Y
- -57.97%
- 3Y*
- -26.91%
- 5Y*
- -36.02%
- 10Y*
- —
BMNR
- 1D
- -11.12%
- 1M
- -30.60%
- YTD
- -41.44%
- 6M
- -53.30%
- 1Y
- 105.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETC-USD vs. BMNR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETC-USD Ethereum Classic | -40.09% | -29.84% |
BMNR BitMine Immersion Technologies, Inc. | -41.44% | 250.43% |
Correlation
The correlation between ETC-USD and BMNR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.43 |
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Return for Risk
ETC-USD vs. BMNR — Risk / Return Rank
ETC-USD
BMNR
ETC-USD vs. BMNR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and BitMine Immersion Technologies, Inc. (BMNR). 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.
| ETC-USD | BMNR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.89 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | — | — |
| Martin ratioReturn relative to average drawdown | -1.25 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETC-USD | BMNR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.15 | 0.00 |
Drawdowns
ETC-USD vs. BMNR - Drawdown Comparison
The maximum ETC-USD drawdown since its inception was -95.14%, which is greater than BMNR's maximum drawdown of -88.22%. Use the drawdown chart below to compare losses from any high point for ETC-USD and BMNR.
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Drawdown Indicators
| ETC-USD | BMNR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.14% | -88.22% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -72.22% | -88.22% | +16.00% |
Max Drawdown (3Y)Largest decline over 3 years | -82.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -90.86% | — | — |
Current DrawdownCurrent decline from peak | -95.14% | -88.22% | -6.92% |
Average DrawdownAverage peak-to-trough decline | -73.66% | -70.78% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.00% | — | — |
Volatility
ETC-USD vs. BMNR - Volatility Comparison
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Volatility by Period
| ETC-USD | BMNR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 43.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 60.93% | 719.10% | -658.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.50% | 719.10% | -645.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 129.94% | 719.10% | -589.16% |
Frequently Asked Questions
ETC-USD and BMNR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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