ETC-USD vs. GBTC
Compare and contrast key facts about Ethereum Classic (ETC-USD) and Grayscale Bitcoin Trust (BTC) (GBTC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETC-USD or GBTC.
Key characteristics
| ETC-USD | GBTC | |
|---|---|---|
| YTD Return | -6.69% | 76.34% |
| 1Y Return | -0.87% | 109.87% |
| 3Y Return (Ann) | -30.47% | 4.52% |
| 5Y Return (Ann) | 32.25% | 41.27% |
| Sharpe Ratio | -0.60 | 2.06 |
| Sortino Ratio | -0.62 | 2.57 |
| Omega Ratio | 0.94 | 1.31 |
| Calmar Ratio | 0.00 | 2.32 |
| Martin Ratio | -1.11 | 7.73 |
| Ulcer Index | 39.18% | 15.46% |
| Daily Std Dev | 62.22% | 58.06% |
| Max Drawdown | -92.12% | -89.91% |
| Current Drawdown | -84.76% | -6.91% |
Correlation
The correlation between ETC-USD and GBTC is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ETC-USD vs. GBTC - Performance Comparison
In the year-to-date period, ETC-USD achieves a -6.69% return, which is significantly lower than GBTC's 76.34% 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. GBTC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and Grayscale Bitcoin Trust (BTC) (GBTC). 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. GBTC - Drawdown Comparison
The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ETC-USD and GBTC. For additional features, visit the drawdowns tool.
Volatility
ETC-USD vs. GBTC - Volatility Comparison
Ethereum Classic (ETC-USD) and Grayscale Bitcoin Trust (BTC) (GBTC) have volatilities of 14.72% and 14.97%, 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.