ETH-USD vs. CS.PA
ETH-USD (Ethereum) is a cryptocurrency, while CS.PA (AXA SA) is a stock. Over the past 10 years, ETH-USD returned 57.05%/yr vs 14.28%/yr for CS.PA. At a 0.07 correlation, their price movements are largely independent.
Performance
ETH-USD vs. CS.PA - Performance Comparison
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Different Trading Currencies
ETH-USD is traded in USD, while CS.PA is traded in EUR. To make them comparable, the CS.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than CS.PA's 4.12% return. Over the past 10 years, ETH-USD has outperformed CS.PA with an annualized return of 57.05%, while CS.PA has yielded a comparatively lower 14.28% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
CS.PA
- 1D
- 0.86%
- 1M
- 2.58%
- YTD
- 4.12%
- 6M
- 5.67%
- 1Y
- 4.20%
- 3Y*
- 25.31%
- 5Y*
- 18.53%
- 10Y*
- 14.28%
ETH-USD vs. CS.PA - Yearly Performance Comparison
Correlation
The correlation between ETH-USD and CS.PA is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
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 | 0.07 |
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Return for Risk
ETH-USD vs. CS.PA — Risk / Return Rank
ETH-USD
CS.PA
ETH-USD vs. CS.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and AXA SA (CS.PA). 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 | CS.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.05 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.22 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.89 | 0.40 | -1.29 |
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Drawdowns
ETH-USD vs. CS.PA - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than CS.PA's maximum drawdown of -79.24%. Use the drawdown chart below to compare losses from any high point for ETH-USD and CS.PA.
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Drawdown Indicators
| ETH-USD | CS.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -79.24% | -14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -14.59% | -52.94% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -16.15% | -51.38% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -32.50% | -46.85% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -55.59% | -38.42% |
Current DrawdownCurrent decline from peak | -65.20% | -1.39% | -63.81% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -19.05% | -31.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 8.21% | +37.28% |
Volatility
ETH-USD vs. CS.PA - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to AXA SA (CS.PA) at 4.98%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than CS.PA 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 | CS.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 4.98% | +12.22% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 15.18% | +31.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 21.03% | +35.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 23.84% | +35.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 26.67% | +51.21% |
Frequently Asked Questions
ETH-USD and CS.PA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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