ETH-USD vs. GC=F

Last updated Jun 9, 2026

ETH-USD (Ethereum) is a cryptocurrency, while GC=F (Gold Futures) is an asset. At a correlation of -0.01, they often move in opposite directions.

Performance

ETH-USD vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ETH-USD

• 1D: -1.64%
• 1M: -28.55%
• YTD: -43.98%
• 6M: -46.81%
• 1Y: -33.81%
• 3Y*: -3.34%
• 5Y*: -8.64%
• 10Y*: 61.34%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ETH-USD vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ETH-USD Ethereum	-43.98%	-10.91%	46.00%	90.84%	-55.56%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%

Correlation

The correlation between ETH-USD and GC=F is -0.01, 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 (All Time) Calculated using the full available price history since Feb 1, 2022	-0.01

Return for Risk

ETH-USD vs. GC=F — Risk / Return Rank

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

ETH-USD

ETH-USD Risk / Return Rank: 68
ETH-USD Sharpe Ratio Rank: 66
ETH-USD Sortino Ratio Rank: 65
ETH-USD Omega Ratio Rank: 65
ETH-USD Calmar Ratio Rank: 74
ETH-USD Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETH-USD vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Gold Futures (GC=F). 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.

	ETH-USD	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.50	—	—
Sortino ratio: Return per unit of downside risk	-0.38	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.50	—	—
Martin ratio: Return relative to average drawdown	-0.88	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ETH-USD	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	—	—

Drawdowns

Drawdown Indicators

	ETH-USD	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-94.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-67.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-67.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-79.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-94.01%	—	—
Current Drawdown Current decline from peak	-65.60%	—	—
Average Drawdown Average peak-to-trough decline	-50.89%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	44.58%	—	—

Volatility

Volatility by Period

	ETH-USD	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	56.55%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.65%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.04%	—	—

Frequently Asked Questions

Can I hold both ETH-USD and GC=F in my portfolio?

ETH-USD and GC=F have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.