PortfoliosLab logo
ETH-USD vs. ONEQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETH-USD and ONEQ is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ETH-USD vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2025FebruaryMarchApril
64,691.72%
273.93%
ETH-USD
ONEQ

Key characteristics

Sharpe Ratio

ETH-USD:

-0.60

ONEQ:

0.46

Sortino Ratio

ETH-USD:

-0.59

ONEQ:

0.81

Omega Ratio

ETH-USD:

0.94

ONEQ:

1.11

Calmar Ratio

ETH-USD:

0.03

ONEQ:

0.49

Martin Ratio

ETH-USD:

-1.51

ONEQ:

1.71

Ulcer Index

ETH-USD:

28.86%

ONEQ:

6.86%

Daily Std Dev

ETH-USD:

59.30%

ONEQ:

25.75%

Max Drawdown

ETH-USD:

-93.96%

ONEQ:

-55.09%

Current Drawdown

ETH-USD:

-62.68%

ONEQ:

-14.90%

Returns By Period

In the year-to-date period, ETH-USD achieves a -46.10% return, which is significantly lower than ONEQ's -11.13% return.


ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

10Y*

N/A

ONEQ

YTD

-11.13%

1M

-6.14%

6M

-6.56%

1Y

9.70%

5Y*

15.92%

10Y*

14.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ETH-USD vs. ONEQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
Martin Ratio Rank

ONEQ
The Risk-Adjusted Performance Rank of ONEQ is 5959
Overall Rank
The Sharpe Ratio Rank of ONEQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ONEQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ONEQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ONEQ is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETH-USD vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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.


The chart of Sharpe ratio for ETH-USD, currently valued at -0.56, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.56
ONEQ: -0.11
The chart of Sortino ratio for ETH-USD, currently valued at -0.49, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.49
ONEQ: 0.04
The chart of Omega ratio for ETH-USD, currently valued at 0.95, compared to the broader market0.901.001.101.201.301.40
ETH-USD: 0.95
ONEQ: 1.01
The chart of Calmar ratio for ETH-USD, currently valued at 0.03, compared to the broader market1.002.003.004.00
ETH-USD: 0.03
ONEQ: 0.01
The chart of Martin ratio for ETH-USD, currently valued at -1.39, compared to the broader market0.005.0010.0015.0020.0025.00
ETH-USD: -1.39
ONEQ: -0.41

The current ETH-USD Sharpe Ratio is -0.60, which is lower than the ONEQ Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ETH-USD and ONEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.56
-0.11
ETH-USD
ONEQ

Drawdowns

ETH-USD vs. ONEQ - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than ONEQ's maximum drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for ETH-USD and ONEQ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.68%
-14.90%
ETH-USD
ONEQ

Volatility

ETH-USD vs. ONEQ - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 27.46% compared to Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) at 17.15%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.46%
17.15%
ETH-USD
ONEQ