ETH-USD vs. COMT
ETH-USD (Ethereum) is a cryptocurrency, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 8.70%/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 -35.51% return, which is significantly lower than COMT's 31.39% return. Over the past 10 years, ETH-USD has outperformed COMT with an annualized return of 62.58%, while COMT has yielded a comparatively lower 8.70% annualized return.
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
COMT
- 1D
- 0.15%
- 1M
- 4.27%
- 6M
- 27.35%
- YTD
- 31.39%
- 1Y
- 33.27%
- 3Y*
- 12.00%
- 5Y*
- 12.10%
- 10Y*
- 8.70%
- ALL TIME*
- 3.44%
ETH-USD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.39% | 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 -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
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 7, 2015 | 0.04 |
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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 GSCI Commodity Dynamic Roll 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.
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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.27 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.90 | -2.63 |
| Martin ratioReturn relative to average drawdown | -1.11 | 6.26 | -7.37 |
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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 | -67.60% | -17.57% | -50.03% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -17.57% | -50.03% |
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 | -60.40% | -10.46% | -49.94% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -23.95% | -27.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 5.33% | +29.36% |
Volatility
ETH-USD vs. COMT - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.69%. 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 | 13.43% | 5.69% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 19.64% | +27.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 21.59% | +33.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 21.10% | +37.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 18.85% | +57.92% |
Frequently Asked Questions
ETH-USD and COMT have a correlation of -0.04, 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 (13.43%) compared to COMT (5.69%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.74), 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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