ETH-USD vs. NOBL
ETH-USD (Ethereum) is a cryptocurrency, while NOBL (ProShares S&P 500 Dividend Aristocrats ETF) is Dividend fund tracking the S&P 500 Dividend Aristocrats Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 9.58%/yr for NOBL. At a 0.11 correlation, their price movements are largely independent.
Performance
ETH-USD vs. NOBL - 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 NOBL's 4.55% return. Over the past 10 years, ETH-USD has outperformed NOBL with an annualized return of 61.34%, while NOBL has yielded a comparatively lower 9.58% 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%
NOBL
- 1D
- -0.72%
- 1M
- 1.13%
- YTD
- 4.55%
- 6M
- 6.02%
- 1Y
- 9.97%
- 3Y*
- 8.03%
- 5Y*
- 5.43%
- 10Y*
- 9.58%
ETH-USD vs. NOBL - 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% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 4.55% | 6.84% | 6.72% | 8.09% | -6.52% | 25.46% | 8.35% | 27.39% | -3.26% | 21.02% |
Correlation
The correlation between ETH-USD and NOBL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
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 | 0.11 |
The correlation between ETH-USD and NOBL shifts across timeframes, from 0.11 (all time) to 0.21 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. NOBL — Risk / Return Rank
ETH-USD
NOBL
ETH-USD vs. NOBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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 | NOBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.15 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.10 | -1.60 |
| Martin ratioReturn relative to average drawdown | -0.88 | 2.83 | -3.70 |
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 | NOBL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.88 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.38 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.65 | +0.10 |
Drawdowns
ETH-USD vs. NOBL - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for ETH-USD and NOBL.
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Drawdown Indicators
| ETH-USD | NOBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -35.43% | -58.58% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -9.11% | -58.42% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -15.36% | -52.17% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -17.92% | -61.43% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.43% | -58.58% |
Current DrawdownCurrent decline from peak | -65.60% | -5.05% | -60.55% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -3.48% | -47.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 3.54% | +41.04% |
Volatility
ETH-USD vs. NOBL - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 2.49%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than NOBL 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 | NOBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 2.49% | +14.39% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 8.08% | +38.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 11.39% | +45.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 14.39% | +45.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 16.61% | +61.43% |
Frequently Asked Questions
ETH-USD and NOBL have a correlation of 0.16, 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 NOBL (2.49%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs NOBL's -35.43%.
NOBL currently has the higher Sharpe Ratio (0.88 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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