ETH-USD vs. NASDX
ETH-USD (Ethereum) is a cryptocurrency, while NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 21.88%/yr for NASDX. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. NASDX - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than NASDX's 14.68% return. Over the past 10 years, ETH-USD has outperformed NASDX with an annualized return of 61.34%, while NASDX has yielded a comparatively lower 21.88% annualized 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%
NASDX
- 1D
- -4.76%
- 1M
- -0.88%
- YTD
- 14.68%
- 6M
- 13.19%
- 1Y
- 33.57%
- 3Y*
- 30.14%
- 5Y*
- 18.65%
- 10Y*
- 21.88%
ETH-USD vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 14.68% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Correlation
The correlation between ETH-USD and NASDX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, ETH-USD and NASDX have become more correlated (0.41) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. NASDX — Risk / Return Rank
ETH-USD
NASDX
ETH-USD vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.95 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.88 | 11.38 | -12.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.09 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.81 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.97 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.32 | +0.43 |
Drawdowns
ETH-USD vs. NASDX - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than NASDX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for ETH-USD and NASDX.
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Drawdown Indicators
| ETH-USD | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -83.16% | -10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -11.90% | -55.63% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -22.71% | -44.82% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -35.33% | -44.02% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.33% | -58.68% |
Current DrawdownCurrent decline from peak | -65.60% | -5.52% | -60.08% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -34.36% | -16.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 3.08% | +41.50% |
Volatility
ETH-USD vs. NASDX - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.67%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than NASDX 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 | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 6.67% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 13.18% | +33.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 16.82% | +39.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 23.13% | +36.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 22.72% | +55.32% |
Frequently Asked Questions
ETH-USD and NASDX have a correlation of 0.41, 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 (16.88%) compared to NASDX (6.67%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs NASDX's -83.16%.
NASDX currently has the higher Sharpe Ratio (2.09 vs -0.50), 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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