PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETC-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


ETC-USDETH-USD
YTD Return-16.52%3.87%
1Y Return16.06%44.18%
3Y Return (Ann)-30.86%-10.72%
5Y Return (Ann)24.29%61.15%
Sharpe Ratio-0.54-0.18
Daily Std Dev61.31%50.69%
Max Drawdown-92.12%-93.96%
Current Drawdown-86.36%-50.75%

Correlation

-0.50.00.51.00.8

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 -16.52% return, which is significantly lower than ETH-USD's 3.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-40.26%
-32.55%
ETC-USD
ETH-USD

Compare stocks, funds, or ETFs

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


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.


ETC-USD
Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at -0.54, compared to the broader market-1.00-0.500.000.501.001.50-0.54
Sortino ratio
The chart of Sortino ratio for ETC-USD, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.00-0.47
Omega ratio
The chart of Omega ratio for ETC-USD, currently valued at 0.95, compared to the broader market0.901.001.101.200.95
Calmar ratio
The chart of Calmar ratio for ETC-USD, currently valued at 0.00, compared to the broader market0.200.400.600.801.001.200.00
Martin ratio
The chart of Martin ratio for ETC-USD, currently valued at -1.25, compared to the broader market0.002.004.006.008.0010.00-1.25
ETH-USD
Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at -0.18, compared to the broader market-1.00-0.500.000.501.001.50-0.18
Sortino ratio
The chart of Sortino ratio for ETH-USD, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.000.19
Omega ratio
The chart of Omega ratio for ETH-USD, currently valued at 1.02, compared to the broader market0.901.001.101.201.02
Calmar ratio
The chart of Calmar ratio for ETH-USD, currently valued at 0.02, compared to the broader market0.200.400.600.801.001.200.02
Martin ratio
The chart of Martin ratio for ETH-USD, currently valued at -0.54, compared to the broader market0.002.004.006.008.0010.00-0.54

ETC-USD vs. ETH-USD - Sharpe Ratio Comparison

The current ETC-USD Sharpe Ratio is -0.54, which is lower than the ETH-USD Sharpe Ratio of -0.18. The chart below compares the 12-month rolling Sharpe Ratio of ETC-USD and ETH-USD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AprilMayJuneJulyAugustSeptember
-0.54
-0.18
ETC-USD
ETH-USD

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.


-80.00%-60.00%-40.00%-20.00%AprilMayJuneJulyAugustSeptember
-86.36%
-50.75%
ETC-USD
ETH-USD

Volatility

ETC-USD vs. ETH-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 14.34%, while Ethereum (ETH-USD) has a volatility of 17.22%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%AprilMayJuneJulyAugustSeptember
14.34%
17.22%
ETC-USD
ETH-USD