ETC-USD vs. ETH-USD
ETC-USD (Ethereum Classic) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, ETC-USD returned -36.02%/yr vs -10.08%/yr for ETH-USD. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
ETC-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETC-USD achieves a -40.09% return, which is significantly higher than ETH-USD's -46.29% return.
ETC-USD
- 1D
- -5.64%
- 1M
- -26.94%
- YTD
- -40.09%
- 6M
- -47.75%
- 1Y
- -57.97%
- 3Y*
- -26.91%
- 5Y*
- -36.02%
- 10Y*
- —
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
ETC-USD vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETC-USD Ethereum Classic | -40.09% | -54.13% | 13.87% | 39.62% | -53.90% | 499.54% | 27.01% | -10.00% | -82.30% | 1,879.01% |
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between ETC-USD and ETH-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2016 | 0.72 |
The correlation between ETC-USD and ETH-USD shifts across timeframes, from 0.72 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETC-USD vs. ETH-USD — Risk / Return Rank
ETC-USD
ETH-USD
ETC-USD vs. ETH-USD - Risk-Adjusted Trends 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.
| ETC-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.96 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.51 | -0.29 |
| Martin ratioReturn relative to average drawdown | -1.25 | -0.89 | -0.35 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | -0.50 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.14 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.74 | -0.60 |
Drawdowns
ETC-USD vs. ETH-USD - Drawdown Comparison
The maximum ETC-USD drawdown since its inception was -95.14%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for ETC-USD and ETH-USD.
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Drawdown Indicators
| ETC-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.14% | -94.01% | -1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -72.22% | -67.02% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -82.11% | -67.02% | -15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -90.86% | -79.35% | -11.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -95.14% | -67.02% | -28.12% |
Average DrawdownAverage peak-to-trough decline | -73.66% | -50.88% | -22.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.00% | 44.01% | +1.99% |
Volatility
ETC-USD vs. ETH-USD - Volatility Comparison
Ethereum Classic (ETC-USD) and Ethereum (ETH-USD) have volatilities of 14.71% and 14.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETC-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.71% | 14.30% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 43.74% | 46.06% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.93% | 56.49% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.50% | 59.61% | +13.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 129.94% | 78.01% | +51.93% |
Frequently Asked Questions
ETC-USD and ETH-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETC-USD has higher volatility (14.71%) compared to ETH-USD (14.30%). In terms of maximum drawdown, ETC-USD dropped -95.14% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.50 vs -0.79), 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.
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