ETH-USD vs. TSLA
Compare and contrast key facts about Ethereum (ETH-USD) and Tesla, Inc. (TSLA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETH-USD or TSLA.
Performance
ETH-USD vs. TSLA - Performance Comparison
Returns By Period
In the year-to-date period, ETH-USD achieves a 34.81% return, which is significantly higher than TSLA's 29.07% return.
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
TSLA
29.07%
44.91%
80.73%
37.30%
68.83%
34.08%
Key characteristics
| ETH-USD | TSLA | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.52 |
| Sortino Ratio | -0.26 | 1.23 |
| Omega Ratio | 0.97 | 1.15 |
| Calmar Ratio | 0.00 | 0.49 |
| Martin Ratio | -1.04 | 1.40 |
| Ulcer Index | 27.64% | 22.88% |
| Daily Std Dev | 52.27% | 61.10% |
| Max Drawdown | -93.96% | -73.63% |
| Current Drawdown | -36.08% | -21.77% |
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Correlation
The correlation between ETH-USD and TSLA is 0.10, 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.
Risk-Adjusted Performance
ETH-USD vs. TSLA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Tesla, Inc. (TSLA). 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.
Drawdowns
ETH-USD vs. TSLA - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for ETH-USD and TSLA. For additional features, visit the drawdowns tool.
Volatility
ETH-USD vs. TSLA - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 20.31%, while Tesla, Inc. (TSLA) has a volatility of 29.05%. This indicates that ETH-USD experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.