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

Performance

ETH-USD vs. MELI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and MercadoLibre, Inc. (MELI). 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 -43.34% return, which is significantly lower than MELI's -21.08% return. Over the past 10 years, ETH-USD has outperformed MELI with an annualized return of 57.05%, while MELI has yielded a comparatively lower 28.09% annualized return.


ETH-USD

1D
0.93%
1M
-26.37%
YTD
-43.34%
6M
-46.03%
1Y
-34.85%
3Y*
0.61%
5Y*
-8.23%
10Y*
57.05%

MELI

1D
-1.27%
1M
-1.11%
YTD
-21.08%
6M
-21.15%
1Y
-32.98%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETH-USD vs. MELI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETH-USD
Ethereum
-43.34%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%
MELI
MercadoLibre, Inc.
-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%

Correlation

The correlation between ETH-USD and MELI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.13

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.13

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Return for Risk

ETH-USD vs. MELI — 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: 6969
Overall Rank
ETH-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6767
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
Martin Ratio Rank

MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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. MELI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and MercadoLibre, Inc. (MELI). 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-USDMELIDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

0.96

0.86

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.81

+0.29

Martin ratioReturn relative to average drawdown

-0.89

-1.42

+0.53

ETH-USD vs. MELI - Sharpe Ratio Comparison

The current ETH-USD Sharpe Ratio is -0.52, which is higher than the MELI Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ETH-USD and MELI, 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. MELI - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than MELI's maximum drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for ETH-USD and MELI.


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Drawdown Indicators


ETH-USDMELIDifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-89.49%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-67.53%

-40.82%

-26.71%

Max Drawdown (3Y)

Largest decline over 3 years

-67.53%

-40.82%

-26.71%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

-68.64%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

-69.12%

-24.89%

Current Drawdown

Current decline from peak

-65.20%

-39.18%

-26.02%

Average Drawdown

Average peak-to-trough decline

-50.89%

-23.58%

-27.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.49%

23.24%

+22.25%

Volatility

ETH-USD vs. MELI - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 17.20% compared to MercadoLibre, Inc. (MELI) at 9.96%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETH-USDMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.20%

9.96%

+7.24%

Volatility (6M)

Calculated over the trailing 6-month period

46.29%

29.79%

+16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

56.08%

39.48%

+16.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.55%

49.65%

+9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.88%

48.88%

+29.00%

Frequently Asked Questions


ETH-USD and MELI have a correlation of 0.19, 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 (17.20%) compared to MELI (9.96%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs MELI's -89.49%.

ETH-USD currently has the higher Sharpe Ratio (-0.52 vs -0.84), 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 MELI

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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