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 62.58%/yr vs 20.81%/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 -35.51% return, which is significantly lower than COST's 8.82% return. Over the past 10 years, ETH-USD has outperformed COST with an annualized return of 62.58%, while COST has yielded a comparatively lower 20.81% 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%
COST
- 1D
- -0.54%
- 1M
- -1.64%
- 6M
- -2.61%
- YTD
- 8.82%
- 1Y
- -1.04%
- 3Y*
- 20.42%
- 5Y*
- 18.94%
- 10Y*
- 20.81%
- ALL TIME*
- 16.93%
ETH-USD vs. COST - 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% |
COST Costco Wholesale Corporation | 8.82% | -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 | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.01 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.06 | -0.66 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.14 | -0.97 |
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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 | -67.60% | -16.57% | -51.03% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -20.74% | -46.86% |
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 | -60.40% | -14.49% | -45.91% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -13.36% | -37.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 7.38% | +27.31% |
Volatility
ETH-USD vs. COST - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to Costco Wholesale Corporation (COST) at 7.25%. 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 | 13.43% | 7.25% | +6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 14.98% | +31.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 19.74% | +35.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 22.90% | +35.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 22.02% | +54.75% |
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 (13.43%) compared to COST (7.25%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.05 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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