ETH-USD vs. AAPL
ETH-USD (Ethereum) is a cryptocurrency, while AAPL (Apple Inc) is a stock. Over the past 10 years, ETH-USD returned 57.05%/yr vs 29.36%/yr for AAPL. At a 0.12 correlation, their price movements are largely independent.
Performance
ETH-USD vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than AAPL's 7.29% return. Over the past 10 years, ETH-USD has outperformed AAPL with an annualized return of 57.05%, while AAPL has yielded a comparatively lower 29.36% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
AAPL
- 1D
- -1.52%
- 1M
- -2.37%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 48.78%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
ETH-USD vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between ETH-USD and AAPL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.12 |
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Return for Risk
ETH-USD vs. AAPL — Risk / Return Rank
ETH-USD
AAPL
ETH-USD vs. AAPL - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETH-USD | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 3.40 | -3.92 |
| Martin ratioReturn relative to average drawdown | -0.89 | 8.47 | -9.36 |
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Drawdowns
ETH-USD vs. AAPL - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, 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.
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Drawdown Indicators
| ETH-USD | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -81.80% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -13.80% | -53.73% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -33.36% | -34.17% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -33.36% | -45.99% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -38.52% | -55.49% |
Current DrawdownCurrent decline from peak | -65.20% | -7.64% | -57.56% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -29.59% | -21.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 5.53% | +39.96% |
Volatility
ETH-USD vs. AAPL - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to Apple Inc (AAPL) at 6.73%. 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.
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Volatility by Period
| ETH-USD | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 6.73% | +10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 16.53% | +29.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 22.64% | +33.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 27.52% | +32.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 28.92% | +48.96% |
Frequently Asked Questions
ETH-USD and AAPL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to AAPL (6.73%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.07 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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