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ETH-USD vs. SWPPX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETH-USD and SWPPX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ETH-USD vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-6.38%
3.76%
ETH-USD
SWPPX

Key characteristics

Sharpe Ratio

ETH-USD:

0.16

SWPPX:

1.87

Sortino Ratio

ETH-USD:

0.75

SWPPX:

2.51

Omega Ratio

ETH-USD:

1.07

SWPPX:

1.34

Calmar Ratio

ETH-USD:

0.04

SWPPX:

2.82

Martin Ratio

ETH-USD:

0.44

SWPPX:

11.83

Ulcer Index

ETH-USD:

23.98%

SWPPX:

2.02%

Daily Std Dev

ETH-USD:

53.61%

SWPPX:

12.78%

Max Drawdown

ETH-USD:

-93.96%

SWPPX:

-55.06%

Current Drawdown

ETH-USD:

-33.01%

SWPPX:

-3.94%

Returns By Period

In the year-to-date period, ETH-USD achieves a -3.27% return, which is significantly lower than SWPPX's -0.61% return.


ETH-USD

YTD

-3.27%

1M

-18.43%

6M

-6.38%

1Y

28.36%

5Y*

81.34%

10Y*

N/A

SWPPX

YTD

-0.61%

1M

-3.35%

6M

3.76%

1Y

23.78%

5Y*

13.79%

10Y*

12.99%

*Annualized

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Risk-Adjusted Performance

ETH-USD vs. SWPPX — 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 6060
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 6262
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 9191
Overall Rank
The Sharpe Ratio Rank of SWPPX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 9292
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. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Schwab S&P 500 Index Fund (SWPPX). 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.


Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at 0.16, compared to the broader market0.002.004.006.000.161.57
The chart of Sortino ratio for ETH-USD, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.005.000.752.08
The chart of Omega ratio for ETH-USD, currently valued at 1.07, compared to the broader market1.001.201.401.601.071.30
The chart of Calmar ratio for ETH-USD, currently valued at 0.04, compared to the broader market1.002.003.004.005.006.000.040.66
The chart of Martin ratio for ETH-USD, currently valued at 0.44, compared to the broader market0.0010.0020.0030.0040.0050.000.449.82
ETH-USD
SWPPX

The current ETH-USD Sharpe Ratio is 0.16, which is lower than the SWPPX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ETH-USD and SWPPX, 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-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.16
1.57
ETH-USD
SWPPX

Drawdowns

ETH-USD vs. SWPPX - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SWPPX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.01%
-3.94%
ETH-USD
SWPPX

Volatility

ETH-USD vs. SWPPX - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 17.57% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.54%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
17.57%
4.54%
ETH-USD
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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