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ETH-USD vs. UBER
Performance
Return for Risk
Drawdowns
Volatility

Performance

ETH-USD vs. UBER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Uber Technologies, Inc. (UBER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than UBER's -15.74% return.


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%

UBER

1D
-1.01%
1M
-7.82%
YTD
-15.74%
6M
-19.10%
1Y
-17.97%
3Y*
18.47%
5Y*
6.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETH-USD vs. UBER - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETH-USD
Ethereum
-43.34%-10.91%46.00%90.84%-67.48%398.30%473.88%-24.44%
UBER
Uber Technologies, Inc.
-15.74%35.46%-2.03%148.97%-41.02%-17.78%71.49%-29.19%

Correlation

The correlation between ETH-USD and UBER is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 10, 2019

0.16

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Return for Risk

ETH-USD vs. UBER — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETH-USD
ETH-USD Risk / Return Rank: 6969
Overall Rank
ETH-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6767
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
Martin Ratio Rank

UBER
UBER Risk / Return Rank: 1818
Overall Rank
UBER Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UBER Sortino Ratio Rank: 1717
Sortino Ratio Rank
UBER Omega Ratio Rank: 1818
Omega Ratio Rank
UBER Calmar Ratio Rank: 2020
Calmar Ratio Rank
UBER Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETH-USD vs. UBER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Uber Technologies, Inc. (UBER). 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-USDUBERDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

0.96

0.92

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.62

+0.11

Martin ratioReturn relative to average drawdown

-0.89

-1.09

+0.21

ETH-USD vs. UBER - Sharpe Ratio Comparison

The current ETH-USD Sharpe Ratio is -0.52, which is comparable to the UBER Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of ETH-USD and UBER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETH-USD vs. UBER - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than UBER's maximum drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for ETH-USD and UBER.


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Drawdown Indicators


ETH-USDUBERDifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-68.05%

-25.96%

Max Drawdown (1Y)

Largest decline over 1 year

-67.53%

-31.46%

-36.07%

Max Drawdown (3Y)

Largest decline over 3 years

-67.53%

-31.46%

-36.07%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

-60.45%

-18.90%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-65.20%

-31.22%

-33.98%

Average Drawdown

Average peak-to-trough decline

-50.89%

-25.67%

-25.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.49%

17.93%

+27.56%

Volatility

ETH-USD vs. UBER - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 17.20% compared to Uber Technologies, Inc. (UBER) at 7.96%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than UBER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETH-USDUBERDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.20%

7.96%

+9.24%

Volatility (6M)

Calculated over the trailing 6-month period

46.29%

23.21%

+23.08%

Volatility (1Y)

Calculated over the trailing 1-year period

56.08%

32.66%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.55%

44.82%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.88%

50.61%

+27.27%

Frequently Asked Questions


ETH-USD and UBER have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (17.20%) compared to UBER (7.96%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs UBER's -68.05%.

ETH-USD currently has the higher Sharpe Ratio (-0.52 vs -0.60), 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.

Portfolio Optimizer

Find the right allocation for ETH-USD and UBER

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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