ETC-USD vs. ETH-USD
Compare and contrast key facts about Ethereum Classic (ETC-USD) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETC-USD or ETH-USD.
Key characteristics
| ETC-USD | ETH-USD | |
|---|---|---|
| YTD Return | -6.69% | 29.84% |
| 1Y Return | -0.87% | 39.69% |
| 3Y Return (Ann) | -30.47% | -14.47% |
| 5Y Return (Ann) | 32.25% | 73.31% |
| Sharpe Ratio | -0.60 | -0.29 |
| Sortino Ratio | -0.62 | 0.01 |
| Omega Ratio | 0.94 | 1.00 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -1.11 | -0.71 |
| Ulcer Index | 39.18% | 27.32% |
| Daily Std Dev | 62.22% | 52.92% |
| Max Drawdown | -92.12% | -93.96% |
| Current Drawdown | -84.76% | -38.44% |
Correlation
The correlation between ETC-USD and ETH-USD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ETC-USD vs. ETH-USD - Performance Comparison
In the year-to-date period, ETC-USD achieves a -6.69% return, which is significantly lower than ETH-USD's 29.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ETC-USD vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-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.
Drawdowns
ETC-USD vs. ETH-USD - Drawdown Comparison
The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ETC-USD and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
ETC-USD vs. ETH-USD - Volatility Comparison
The current volatility for Ethereum Classic (ETC-USD) is 14.72%, while Ethereum (ETH-USD) has a volatility of 18.55%. This indicates that ETC-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.