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

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.


-0.50.00.51.00.8

Performance

ETC-USD vs. ETH-USD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
19.56%
1.96%
ETC-USD
ETH-USD

Key characteristics

Sharpe Ratio

ETC-USD:

0.08

ETH-USD:

0.23

Sortino Ratio

ETC-USD:

0.68

ETH-USD:

0.85

Omega Ratio

ETC-USD:

1.07

ETH-USD:

1.08

Calmar Ratio

ETC-USD:

0.01

ETH-USD:

0.07

Martin Ratio

ETC-USD:

0.19

ETH-USD:

0.64

Ulcer Index

ETC-USD:

30.66%

ETH-USD:

23.62%

Daily Std Dev

ETC-USD:

68.31%

ETH-USD:

54.23%

Max Drawdown

ETC-USD:

-92.12%

ETH-USD:

-93.96%

Current Drawdown

ETC-USD:

-79.50%

ETH-USD:

-29.02%

Returns By Period

In the year-to-date period, ETC-USD achieves a 25.46% return, which is significantly lower than ETH-USD's 49.72% return.


ETC-USD

YTD

25.46%

1M

-7.21%

6M

19.57%

1Y

31.66%

5Y*

46.45%

10Y*

N/A

ETH-USD

YTD

49.72%

1M

0.58%

6M

1.96%

1Y

50.76%

5Y*

93.34%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.23
The chart of Sortino ratio for ETC-USD, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.005.000.680.85
The chart of Omega ratio for ETC-USD, currently valued at 1.07, compared to the broader market1.001.201.401.071.08
The chart of Calmar ratio for ETC-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.07
The chart of Martin ratio for ETC-USD, currently valued at 0.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.190.64
ETC-USD
ETH-USD

The current ETC-USD Sharpe Ratio is 0.08, which is lower than the ETH-USD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ETC-USD and ETH-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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.08
0.23
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%JulyAugustSeptemberOctoberNovemberDecember
-79.50%
-29.02%
ETC-USD
ETH-USD

Volatility

ETC-USD vs. ETH-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 34.22% compared to Ethereum (ETH-USD) at 20.48%. This indicates that ETC-USD's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
34.22%
20.48%
ETC-USD
ETH-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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