ETH-USD vs. SPY

In the year-to-date period, ETH-USD achieves a -29.62% return, which is significantly lower than SPY's -3.42% return.

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This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and SPDR S&P 500 ETF (SPY). 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 current ETH-USD Sharpe Ratio is -0.31, which is lower than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ETH-USD and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SPY. For additional features, visit the drawdowns tool.

Ethereum (ETH-USD) has a higher volatility of 26.13% compared to SPDR S&P 500 ETF (SPY) at 7.48%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.