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

Correlation

The correlation between ETH-USD and BNB-USD is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ETH-USD vs. BNB-USD - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
459.74%
30,331.19%
ETH-USD
BNB-USD

Key characteristics

Sharpe Ratio

ETH-USD:

-0.60

BNB-USD:

0.46

Sortino Ratio

ETH-USD:

-0.59

BNB-USD:

0.99

Omega Ratio

ETH-USD:

0.94

BNB-USD:

1.10

Calmar Ratio

ETH-USD:

0.03

BNB-USD:

0.22

Martin Ratio

ETH-USD:

-1.51

BNB-USD:

1.88

Ulcer Index

ETH-USD:

28.86%

BNB-USD:

12.42%

Daily Std Dev

ETH-USD:

59.30%

BNB-USD:

43.55%

Max Drawdown

ETH-USD:

-93.96%

BNB-USD:

-80.10%

Current Drawdown

ETH-USD:

-62.68%

BNB-USD:

-19.25%

Returns By Period

In the year-to-date period, ETH-USD achieves a -46.10% return, which is significantly lower than BNB-USD's -13.58% return.


ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

10Y*

N/A

BNB-USD

YTD

-13.58%

1M

-3.83%

6M

1.96%

1Y

-0.37%

5Y*

106.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ETH-USD vs. BNB-USD — Risk-Adjusted Performance Rank

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

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6868
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETH-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Binance Coin (BNB-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.


The chart of Sharpe ratio for ETH-USD, currently valued at -0.60, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.60
BNB-USD: 0.46
The chart of Sortino ratio for ETH-USD, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.59
BNB-USD: 0.99
The chart of Omega ratio for ETH-USD, currently valued at 0.94, compared to the broader market0.901.001.101.201.301.40
ETH-USD: 0.94
BNB-USD: 1.10
The chart of Calmar ratio for ETH-USD, currently valued at 0.03, compared to the broader market1.002.003.004.00
ETH-USD: 0.03
BNB-USD: 0.22
The chart of Martin ratio for ETH-USD, currently valued at -1.51, compared to the broader market0.005.0010.0015.0020.0025.00
ETH-USD: -1.51
BNB-USD: 1.88

The current ETH-USD Sharpe Ratio is -0.60, which is lower than the BNB-USD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ETH-USD and BNB-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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.60
0.46
ETH-USD
BNB-USD

Drawdowns

ETH-USD vs. BNB-USD - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for ETH-USD and BNB-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.68%
-19.25%
ETH-USD
BNB-USD

Volatility

ETH-USD vs. BNB-USD - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 27.46% compared to Binance Coin (BNB-USD) at 12.28%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than BNB-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%NovemberDecember2025FebruaryMarchApril
27.46%
12.28%
ETH-USD
BNB-USD