ETH-USD vs. COST
ETH-USD (Ethereum) is a cryptocurrency, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, ETH-USD returned 56.61%/yr vs 22.27%/yr for COST. At a 0.09 correlation, their price movements are largely independent.
Performance
ETH-USD vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.80% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, ETH-USD has outperformed COST with an annualized return of 56.61%, while COST has yielded a comparatively lower 22.27% annualized return.
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
ETH-USD vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between ETH-USD and COST 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.09 |
The correlation between ETH-USD and COST shifts across timeframes, from -0.06 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. COST — Risk / Return Rank
ETH-USD
COST
ETH-USD vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.00 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.10 | -0.45 |
| Martin ratioReturn relative to average drawdown | -0.94 | -0.22 | -0.72 |
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Drawdowns
ETH-USD vs. COST - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ETH-USD and COST.
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Drawdown Indicators
| ETH-USD | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -53.39% | -40.62% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -15.14% | -52.39% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -20.74% | -46.79% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -31.40% | -47.95% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -31.40% | -62.61% |
Current DrawdownCurrent decline from peak | -65.49% | -10.23% | -55.26% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -13.36% | -37.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 6.67% | +38.64% |
Volatility
ETH-USD vs. COST - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.22% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than COST 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 | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.22% | 7.44% | +9.78% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 14.53% | +31.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.20% | 18.80% | +37.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.59% | 22.72% | +36.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.89% | 21.95% | +55.94% |
Frequently Asked Questions
ETH-USD and COST 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 (17.22%) compared to COST (7.44%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.08 vs -0.55), 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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