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ETH-USD vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility

Performance

ETH-USD vs. IFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and iShares U.S. Infrastructure ETF (IFRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETH-USD achieves a -43.74% return, which is significantly lower than IFRA's 19.25% return.


ETH-USD

1D
-3.30%
1M
-20.41%
YTD
-43.74%
6M
-43.66%
1Y
-30.82%
3Y*
-3.82%
5Y*
-3.44%
10Y*
60.88%

IFRA

1D
-0.86%
1M
2.48%
YTD
19.25%
6M
17.89%
1Y
30.85%
3Y*
20.61%
5Y*
14.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETH-USD vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ETH-USD
Ethereum
-43.74%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-65.51%
IFRA
iShares U.S. Infrastructure ETF
19.25%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-7.97%

Correlation

The correlation between ETH-USD and IFRA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.19

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Return for Risk

ETH-USD vs. IFRA — 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: 6666
Overall Rank
ETH-USD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6363
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6363
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6969
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 6868
Overall Rank
IFRA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 6969
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5757
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7575
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7575
Martin Ratio Rank
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. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and iShares U.S. Infrastructure ETF (IFRA). 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-USDIFRADifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

0.97

1.34

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.46

3.69

-4.14

Martin ratioReturn relative to average drawdown

-0.76

13.48

-14.24

ETH-USD vs. IFRA - Sharpe Ratio Comparison

The current ETH-USD Sharpe Ratio is -0.46, which is lower than the IFRA Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ETH-USD and IFRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETH-USD vs. IFRA - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for ETH-USD and IFRA.


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Drawdown Indicators


ETH-USDIFRADifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-41.06%

-52.95%

Max Drawdown (1Y)

Largest decline over 1 year

-67.53%

-8.40%

-59.13%

Max Drawdown (3Y)

Largest decline over 3 years

-67.53%

-19.93%

-47.60%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

-19.93%

-59.42%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-65.45%

-0.86%

-64.59%

Average Drawdown

Average peak-to-trough decline

-50.93%

-5.12%

-45.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.14%

2.29%

+38.85%

Volatility

ETH-USD vs. IFRA - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 18.13% compared to iShares U.S. Infrastructure ETF (IFRA) at 5.19%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETH-USDIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

18.13%

5.19%

+12.94%

Volatility (6M)

Calculated over the trailing 6-month period

46.20%

11.76%

+34.44%

Volatility (1Y)

Calculated over the trailing 1-year period

56.03%

15.21%

+40.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.16%

17.91%

+41.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.04%

21.36%

+55.68%

Frequently Asked Questions


ETH-USD and IFRA have a correlation of 0.27, 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 (18.13%) compared to IFRA (5.19%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs IFRA's -41.06%.

IFRA currently has the higher Sharpe Ratio (2.05 vs -0.46), 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.

Portfolio Optimizer

Find the right allocation for ETH-USD and IFRA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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