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ETC-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETC-USD and BTC-USD is 0.25, 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

Performance

ETC-USD vs. BTC-USD - Performance Comparison

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

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
16.73%
1,212.44%
ETC-USD
BTC-USD

Key characteristics

Sharpe Ratio

ETC-USD:

-0.19

BTC-USD:

1.93

Sortino Ratio

ETC-USD:

0.27

BTC-USD:

2.55

Omega Ratio

ETC-USD:

1.03

BTC-USD:

1.26

Calmar Ratio

ETC-USD:

0.02

BTC-USD:

1.71

Martin Ratio

ETC-USD:

-0.44

BTC-USD:

8.60

Ulcer Index

ETC-USD:

34.21%

BTC-USD:

11.41%

Daily Std Dev

ETC-USD:

62.68%

BTC-USD:

42.72%

Max Drawdown

ETC-USD:

-92.12%

BTC-USD:

-93.07%

Current Drawdown

ETC-USD:

-87.63%

BTC-USD:

-11.67%

Returns By Period

In the year-to-date period, ETC-USD achieves a -33.69% return, which is significantly lower than BTC-USD's 0.35% return.


ETC-USD

YTD

-33.69%

1M

-0.09%

6M

-12.64%

1Y

-40.70%

5Y*

19.59%

10Y*

N/A

BTC-USD

YTD

0.35%

1M

13.51%

6M

34.11%

1Y

48.55%

5Y*

60.55%

10Y*

82.27%

*Annualized

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Risk-Adjusted Performance

ETC-USD vs. BTC-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 3636
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 3232
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and Bitcoin (BTC-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 ETC-USD, currently valued at -0.19, compared to the broader market0.001.002.003.004.00
ETC-USD: -0.19
BTC-USD: 1.93
The chart of Sortino ratio for ETC-USD, currently valued at 0.27, compared to the broader market0.001.002.003.004.00
ETC-USD: 0.27
BTC-USD: 2.55
The chart of Omega ratio for ETC-USD, currently valued at 1.03, compared to the broader market1.001.101.201.301.40
ETC-USD: 1.03
BTC-USD: 1.26
The chart of Calmar ratio for ETC-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
ETC-USD: 0.02
BTC-USD: 1.71
The chart of Martin ratio for ETC-USD, currently valued at -0.44, compared to the broader market0.005.0010.0015.0020.00
ETC-USD: -0.44
BTC-USD: 8.60

The current ETC-USD Sharpe Ratio is -0.19, which is lower than the BTC-USD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ETC-USD and BTC-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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.19
1.93
ETC-USD
BTC-USD

Drawdowns

ETC-USD vs. BTC-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ETC-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-87.63%
-11.67%
ETC-USD
BTC-USD

Volatility

ETC-USD vs. BTC-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 20.07% compared to Bitcoin (BTC-USD) at 15.88%. This indicates that ETC-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
20.07%
15.88%
ETC-USD
BTC-USD