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ETC.TO vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ETC.TO vs. ETH-USD - Performance Comparison

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

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Different Trading Currencies

ETC.TO is traded in CAD, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETC.TO achieves a -29.24% return, which is significantly higher than ETH-USD's -38.19% return.


ETC.TO

1D
-1.94%
1M
-20.03%
YTD
-29.24%
6M
-34.60%
1Y
-39.39%
3Y*
25.64%
5Y*
10Y*

ETH-USD

1D
0.00%
1M
-21.73%
YTD
-38.19%
6M
-42.48%
1Y
-29.49%
3Y*
1.10%
5Y*
-4.98%
10Y*
63.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETC.TO vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETC.TO
Evolve Cryptocurrencies ETF
-29.24%-13.66%117.58%126.17%-63.55%11.10%
ETH-USD
Ethereum
-39.99%-15.00%58.59%85.99%-65.05%25.78%

Correlation

The correlation between ETC.TO and ETH-USD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

0.60

The correlation between ETC.TO and ETH-USD has been stable across timeframes, ranging from 0.59 to 0.63 - a consistent structural relationship.

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Return for Risk

ETC.TO vs. ETH-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETC.TO
ETC.TO Risk / Return Rank: 33
Overall Rank
ETC.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETC.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
ETC.TO Omega Ratio Rank: 33
Omega Ratio Rank
ETC.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
ETC.TO Martin Ratio Rank: 33
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETC.TO vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Cryptocurrencies ETF (ETC.TO) 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.TOETH-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.87

0.97

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.47

-0.27

Martin ratioReturn relative to average drawdown

-1.25

-0.78

-0.47

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

The current ETC.TO Sharpe Ratio is -0.84, which is lower than the ETH-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ETC.TO and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ETC.TOETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.44

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.77

-0.69

Drawdowns

ETC.TO vs. ETH-USD - Drawdown Comparison

The maximum ETC.TO drawdown since its inception was -75.66%, smaller than the maximum ETH-USD drawdown of -93.09%. Use the drawdown chart below to compare losses from any high point for ETC.TO and ETH-USD.


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Drawdown Indicators


ETC.TOETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-75.66%

-93.09%

+17.43%

Max Drawdown (1Y)

Largest decline over 1 year

-53.39%

-62.56%

+9.17%

Max Drawdown (3Y)

Largest decline over 3 years

-53.39%

-63.03%

+9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-77.44%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

Current Drawdown

Current decline from peak

-53.39%

-62.32%

+8.93%

Average Drawdown

Average peak-to-trough decline

-35.37%

-48.51%

+13.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.64%

44.34%

-12.70%

Volatility

ETC.TO vs. ETH-USD - Volatility Comparison

The current volatility for Evolve Cryptocurrencies ETF (ETC.TO) is 9.59%, while Ethereum (ETH-USD) has a volatility of 10.67%. This indicates that ETC.TO 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.


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Volatility by Period


ETC.TOETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

10.67%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

35.62%

46.26%

-10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

47.21%

55.68%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.15%

57.88%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.15%

77.41%

-23.26%

Frequently Asked Questions


ETC.TO and ETH-USD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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