ETH-USD vs. AAPL
Compare and contrast key facts about Ethereum (ETH-USD) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETH-USD or AAPL.
Performance
ETH-USD vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, ETH-USD achieves a 34.81% return, which is significantly higher than AAPL's 17.44% return.
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
AAPL
17.44%
-4.15%
18.77%
19.20%
28.47%
24.21%
Key characteristics
| ETH-USD | AAPL | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.90 |
| Sortino Ratio | -0.26 | 1.44 |
| Omega Ratio | 0.97 | 1.18 |
| Calmar Ratio | 0.00 | 1.22 |
| Martin Ratio | -1.04 | 2.86 |
| Ulcer Index | 27.64% | 7.08% |
| Daily Std Dev | 52.27% | 22.50% |
| Max Drawdown | -93.96% | -81.80% |
| Current Drawdown | -36.08% | -4.75% |
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Correlation
The correlation between ETH-USD and AAPL is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ETH-USD vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Apple Inc (AAPL). 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
ETH-USD vs. AAPL - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ETH-USD and AAPL. For additional features, visit the drawdowns tool.
Volatility
ETH-USD vs. AAPL - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 20.31% compared to Apple Inc (AAPL) at 4.96%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.