ETH-USD vs. INTC
ETH-USD (Ethereum) is a cryptocurrency, while INTC (Intel Corporation) is a stock. Over the past 10 years, ETH-USD returned 55.37%/yr vs 17.03%/yr for INTC. At a 0.12 correlation, their price movements are largely independent.
Performance
ETH-USD vs. INTC - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -42.02% return, which is significantly lower than INTC's 237.59% return. Over the past 10 years, ETH-USD has outperformed INTC with an annualized return of 55.37%, while INTC has yielded a comparatively lower 17.03% annualized return.
ETH-USD
- 1D
- 2.38%
- 1M
- -22.62%
- YTD
- -42.02%
- 6M
- -43.84%
- 1Y
- -32.06%
- 3Y*
- 1.09%
- 5Y*
- -7.52%
- 10Y*
- 55.37%
INTC
- 1D
- 6.51%
- 1M
- 14.53%
- YTD
- 237.59%
- 6M
- 229.46%
- 1Y
- 518.52%
- 3Y*
- 55.34%
- 5Y*
- 18.67%
- 10Y*
- 17.03%
ETH-USD vs. INTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -42.02% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
INTC Intel Corporation | 237.59% | 84.04% | -59.57% | 94.56% | -46.64% | 6.05% | -14.69% | 30.71% | 4.23% | 30.87% |
Correlation
The correlation between ETH-USD and INTC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.12 |
The correlation between ETH-USD and INTC shifts across timeframes, from 0.12 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. INTC — Risk / Return Rank
ETH-USD
INTC
ETH-USD vs. INTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Intel Corporation (INTC). 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 | INTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.32 | ||
| Sortino ratioReturn per unit of downside risk | -5.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.67 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 20.85 | -21.33 |
| Martin ratioReturn relative to average drawdown | -0.81 | 48.84 | -49.65 |
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Drawdowns
ETH-USD vs. INTC - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than INTC's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for ETH-USD and INTC.
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Drawdown Indicators
| ETH-USD | INTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -82.25% | -11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -24.17% | -43.36% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -63.80% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -65.53% | -13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -70.80% | -23.21% |
Current DrawdownCurrent decline from peak | -64.39% | -3.76% | -60.63% |
Average DrawdownAverage peak-to-trough decline | -50.90% | -36.66% | -14.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.67% | 10.30% | +35.37% |
Volatility
ETH-USD vs. INTC - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 17.43%, while Intel Corporation (INTC) has a volatility of 24.56%. This indicates that ETH-USD experiences smaller price fluctuations and is considered to be less risky than INTC 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 | INTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.43% | 24.56% | -7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 46.35% | 58.47% | -12.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 73.69% | -17.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 52.29% | +7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 44.20% | +33.68% |
Frequently Asked Questions
ETH-USD and INTC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTC has higher volatility (24.56%) compared to ETH-USD (17.43%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs INTC's -82.25%.
INTC currently has the higher Sharpe Ratio (6.84 vs -0.48), 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.
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