ETH-USD vs. COMT
ETH-USD (Ethereum) is a cryptocurrency, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, ETH-USD returned 61.34%/yr vs 8.65%/yr for COMT. At a 0.04 correlation, their price movements are largely independent.
Performance
ETH-USD vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than COMT's 35.49% return. Over the past 10 years, ETH-USD has outperformed COMT with an annualized return of 61.34%, while COMT has yielded a comparatively lower 8.65% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
COMT
- 1D
- 0.65%
- 1M
- -2.46%
- YTD
- 35.49%
- 6M
- 35.13%
- 1Y
- 41.04%
- 3Y*
- 15.85%
- 5Y*
- 12.68%
- 10Y*
- 8.65%
ETH-USD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
COMT iShares Commodities Select Strategy ETF | 35.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between ETH-USD and COMT is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.04 |
The correlation between ETH-USD and COMT shifts across timeframes, from -0.06 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. COMT — Risk / Return Rank
ETH-USD
COMT
ETH-USD vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and iShares Commodities Select Strategy ETF (COMT). 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.
| ETH-USD | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.34 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 4.99 | -5.49 |
| Martin ratioReturn relative to average drawdown | -0.88 | 11.85 | -12.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 1.92 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.60 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.46 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.19 | +0.56 |
Drawdowns
ETH-USD vs. COMT - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ETH-USD and COMT.
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Drawdown Indicators
| ETH-USD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -51.89% | -42.12% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -8.27% | -59.26% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -13.31% | -54.22% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -29.00% | -50.35% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -39.22% | -54.79% |
Current DrawdownCurrent decline from peak | -65.60% | -7.67% | -57.93% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -24.05% | -26.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 3.47% | +41.11% |
Volatility
ETH-USD vs. COMT - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to iShares Commodities Select Strategy ETF (COMT) at 6.67%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than COMT 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 | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 6.67% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 19.03% | +27.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 21.50% | +35.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 21.09% | +38.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 18.90% | +59.14% |
Frequently Asked Questions
ETH-USD and COMT have a correlation of -0.06, 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 (16.88%) compared to COMT (6.67%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.92 vs -0.50), 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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