ETH-USD vs. GOLD

Last updated Jun 9, 2026

ETH-USD (Ethereum) is a cryptocurrency, while GOLD (Barrick Mining Corporation) is a stock. At a 0.13 correlation, their price movements are largely independent.

Performance

ETH-USD vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Barrick Mining Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than GOLD's 19.84% return.

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%

GOLD

• 1D: 2.12%
• 1M: -10.41%
• YTD: 19.84%
• 6M: 34.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ETH-USD vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
ETH-USD Ethereum	-43.98%	6.02%
GOLD Barrick Mining Corporation	19.84%	13.01%

Correlation

The correlation between ETH-USD and GOLD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025	0.13

Return for Risk

ETH-USD vs. GOLD — 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. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Barrick Mining Corporation (GOLD). 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	GOLD	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	GOLD	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	1.47	-0.72

Drawdowns

ETH-USD vs. GOLD - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than GOLD's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for ETH-USD and GOLD.

Drawdown Indicators

	ETH-USD	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-94.01%	-40.58%	-53.43%
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%	-36.38%	-29.22%
Average Drawdown Average peak-to-trough decline	-50.89%	-17.71%	-33.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.58%	—	—

Volatility

Volatility by Period

	ETH-USD	GOLD	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%	58.70%	-2.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.65%	58.70%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.04%	58.70%	+19.34%

Frequently Asked Questions

Can I hold both ETH-USD and GOLD in my portfolio?

ETH-USD and GOLD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.