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

ETH-USD vs. BTC-USD

Last updated Apr 2, 2025

Compare and contrast key facts about Ethereum (ETH-USD) and Bitcoin (BTC-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETH-USD or BTC-USD.

Correlation

The correlation between ETH-USD and BTC-USD is 0.64, 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.

-0.50.00.51.0
Correlation: 0.6

Performance

ETH-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.
20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%NovemberDecember2025FebruaryMarchApril
68,637.70%
30,362.71%
ETH-USD
BTC-USD

Key characteristics

Sharpe Ratio

ETH-USD:

-0.81

BTC-USD:

0.86

Sortino Ratio

ETH-USD:

-1.19

BTC-USD:

1.51

Omega Ratio

ETH-USD:

0.88

BTC-USD:

1.15

Calmar Ratio

ETH-USD:

0.03

BTC-USD:

0.64

Martin Ratio

ETH-USD:

-2.16

BTC-USD:

4.07

Ulcer Index

ETH-USD:

26.95%

BTC-USD:

11.02%

Daily Std Dev

ETH-USD:

57.24%

BTC-USD:

42.50%

Max Drawdown

ETH-USD:

-93.96%

BTC-USD:

-93.07%

Current Drawdown

ETH-USD:

-60.40%

BTC-USD:

-19.76%

Returns By Period

In the year-to-date period, ETH-USD achieves a -42.82% return, which is significantly lower than BTC-USD's -8.84% return.

ETH-USD

YTD

-42.82%

1M

-24.38%

6M

-22.19%

1Y

-45.64%

5Y*

68.08%

10Y*

N/A

BTC-USD

YTD

-8.84%

1M

-9.63%

6M

40.00%

1Y

22.19%

5Y*

65.82%

10Y*

78.89%

*Annualized

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Risk-Adjusted Performance

ETH-USD vs. BTC-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 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 77
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 00
Martin Ratio Rank
BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8888
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Bitcoin (BTC-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.

Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at -0.81, compared to the broader market0.001.002.003.00
ETH-USD: -0.81
BTC-USD: 0.86
The chart of Sortino ratio for ETH-USD, currently valued at -1.19, compared to the broader market-1.000.001.002.003.00
ETH-USD: -1.19
BTC-USD: 1.51
The chart of Omega ratio for ETH-USD, currently valued at 0.88, compared to the broader market0.901.001.101.201.301.40
ETH-USD: 0.88
BTC-USD: 1.15
The chart of Calmar ratio for ETH-USD, currently valued at 0.03, compared to the broader market0.501.001.502.002.503.00
ETH-USD: 0.03
BTC-USD: 0.64
The chart of Martin ratio for ETH-USD, currently valued at -2.16, compared to the broader market0.005.0010.0015.0020.0025.00
ETH-USD: -2.16
BTC-USD: 4.07

The current ETH-USD Sharpe Ratio is -0.81, which is lower than the BTC-USD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ETH-USD and BTC-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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.81
0.86
ETH-USD
BTC-USD

Drawdowns

ETH-USD vs. BTC-USD - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ETH-USD and BTC-USD. For additional features, visit the drawdowns tool.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.40%
-19.76%
ETH-USD
BTC-USD

Volatility

ETH-USD vs. BTC-USD - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 24.57% compared to Bitcoin (BTC-USD) at 17.42%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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
24.57%
17.42%
ETH-USD
BTC-USD
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DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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