ETH-USD vs. SI=F
ETH-USD (Ethereum) is a cryptocurrency, while SI=F (Silver Futures) is an asset. At a 0.01 correlation, their price movements are largely independent.
Performance
ETH-USD vs. SI=F - Performance Comparison
Loading charts...
Returns By Period
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%
SI=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETH-USD vs. SI=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -54.08% |
SI=F Silver Futures | 0.00% | 0.00% | 0.00% | 0.00% | 1.09% |
Correlation
The correlation between ETH-USD and SI=F is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETH-USD vs. SI=F — Risk / Return Rank
ETH-USD
SI=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ETH-USD vs. SI=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Silver Futures (SI=F). 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-USD | SI=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | — | — |
| Martin ratioReturn relative to average drawdown | -0.89 | — | — |
Loading charts...
Drawdowns
ETH-USD vs. SI=F - Drawdown Comparison
Loading charts...
Drawdown Indicators
| ETH-USD | SI=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -65.20% | — | — |
Average DrawdownAverage peak-to-trough decline | -50.89% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | — | — |
Volatility
ETH-USD vs. SI=F - Volatility Comparison
Loading charts...
Volatility by Period
| ETH-USD | SI=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | — | — |
Frequently Asked Questions
ETH-USD and SI=F have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ETH-USD and SI=F
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer