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ETH-USD vs. ETHU
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETH-USD and ETHU is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ETH-USD vs. ETHU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Volatility Shares 2x Ether ETF (ETHU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ETH-USD:

60.56%

ETHU:

148.73%

Max Drawdown

ETH-USD:

-93.96%

ETHU:

-93.01%

Current Drawdown

ETH-USD:

-45.82%

ETHU:

-81.24%

Returns By Period

In the year-to-date period, ETH-USD achieves a -21.77% return, which is significantly higher than ETHU's -61.29% return.


ETH-USD

YTD

-21.77%

1M

42.17%

6M

-28.46%

1Y

-31.05%

3Y*

13.67%

5Y*

60.58%

10Y*

N/A

ETHU

YTD

-61.29%

1M

76.19%

6M

-69.49%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Ethereum

Volatility Shares 2x Ether ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ETH-USD vs. ETHU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 5252
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5555
Martin Ratio Rank

ETHU
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETH-USD vs. ETHU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Volatility Shares 2x Ether ETF (ETHU). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ETH-USD vs. ETHU - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, roughly equal to the maximum ETHU drawdown of -93.01%. Use the drawdown chart below to compare losses from any high point for ETH-USD and ETHU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ETH-USD vs. ETHU - Volatility Comparison


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