ETH-USD vs. TMRAF
ETH-USD (Ethereum) is a cryptocurrency, while TMRAF (Tomra Systems ASA) is a stock. Over the past 10 years, ETH-USD returned 61.34%/yr vs 13.79%/yr for TMRAF. At a 0.04 correlation, their price movements are largely independent.
Performance
ETH-USD vs. TMRAF - 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 TMRAF's -25.51% return. Over the past 10 years, ETH-USD has outperformed TMRAF with an annualized return of 61.34%, while TMRAF has yielded a comparatively lower 13.79% 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%
TMRAF
- 1D
- 0.00%
- 1M
- -1.66%
- YTD
- -25.51%
- 6M
- -19.86%
- 1Y
- -34.94%
- 3Y*
- -12.47%
- 5Y*
- -9.57%
- 10Y*
- 13.79%
ETH-USD vs. TMRAF - 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% |
TMRAF Tomra Systems ASA | -25.51% | 7.13% | 13.87% | -32.05% | -27.02% | 50.97% | 51.54% | 46.27% | 48.12% | 82.30% |
Correlation
The correlation between ETH-USD and TMRAF is 0.00, 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 (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.04 |
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Return for Risk
ETH-USD vs. TMRAF — Risk / Return Rank
ETH-USD
TMRAF
ETH-USD vs. TMRAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Tomra Systems ASA (TMRAF). 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 | TMRAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.86 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.74 | +0.24 |
| Martin ratioReturn relative to average drawdown | -0.88 | -1.38 | +0.51 |
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 | TMRAF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.66 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.16 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.21 | +0.53 |
Drawdowns
ETH-USD vs. TMRAF - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than TMRAF's maximum drawdown of -71.64%. Use the drawdown chart below to compare losses from any high point for ETH-USD and TMRAF.
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Drawdown Indicators
| ETH-USD | TMRAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -71.64% | -22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -47.39% | -20.14% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -56.94% | -10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -71.64% | -7.71% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -71.64% | -22.37% |
Current DrawdownCurrent decline from peak | -65.60% | -59.61% | -5.99% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -20.64% | -30.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 25.28% | +19.30% |
Volatility
ETH-USD vs. TMRAF - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 16.88%, while Tomra Systems ASA (TMRAF) has a volatility of 19.65%. This indicates that ETH-USD experiences smaller price fluctuations and is considered to be less risky than TMRAF 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 | TMRAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 19.65% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 40.54% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 53.41% | +3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 58.64% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 49.89% | +28.15% |
Frequently Asked Questions
ETH-USD and TMRAF have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMRAF has higher volatility (19.65%) compared to ETH-USD (16.88%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs TMRAF's -71.64%.
ETH-USD currently has the higher Sharpe Ratio (-0.50 vs -0.66), 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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