ETH-USD vs. NEAR-USD
ETH-USD (Ethereum) and NEAR-USD (NEAR Protocol) are both cryptocurrencies. Over the past 5 years, ETH-USD returned -8.64%/yr vs -8.45%/yr for NEAR-USD. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
ETH-USD vs. NEAR-USD - 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 NEAR-USD's 37.19% 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%
NEAR-USD
- 1D
- 0.68%
- 1M
- 32.21%
- YTD
- 37.19%
- 6M
- 18.80%
- 1Y
- -14.37%
- 3Y*
- 14.33%
- 5Y*
- -8.45%
- 10Y*
- —
ETH-USD vs. NEAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 93.43% |
NEAR-USD NEAR Protocol | 37.19% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | -17.72% |
Correlation
The correlation between ETH-USD and NEAR-USD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020 | 0.66 |
The correlation between ETH-USD and NEAR-USD has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
ETH-USD vs. NEAR-USD — Risk / Return Rank
ETH-USD
NEAR-USD
ETH-USD vs. NEAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and NEAR Protocol (NEAR-USD). 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 | NEAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.05 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.21 | -0.29 |
| Martin ratioReturn relative to average drawdown | -0.88 | -0.35 | -0.53 |
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 | NEAR-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.14 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.07 | -0.05 |
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 | 0.08 | +0.66 |
Drawdowns
ETH-USD vs. NEAR-USD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum NEAR-USD drawdown of -95.24%. Use the drawdown chart below to compare losses from any high point for ETH-USD and NEAR-USD.
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Drawdown Indicators
| ETH-USD | NEAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -95.24% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -69.74% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -89.15% | +21.62% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -95.24% | +15.89% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -65.60% | -89.74% | +24.14% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -69.37% | +18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 47.71% | -3.13% |
Volatility
ETH-USD vs. NEAR-USD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 16.88%, while NEAR Protocol (NEAR-USD) has a volatility of 45.48%. This indicates that ETH-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD 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 | NEAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 45.48% | -28.60% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 70.64% | -23.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 84.01% | -27.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 95.79% | -36.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 102.53% | -24.49% |
Frequently Asked Questions
ETH-USD and NEAR-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEAR-USD has higher volatility (45.48%) compared to ETH-USD (16.88%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs NEAR-USD's -95.24%.
NEAR-USD currently has the higher Sharpe Ratio (-0.14 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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