ETH-USD vs. USDT-USD

In the year-to-date period, ETH-USD achieves a -25.09% return, which is significantly lower than USDT-USD's 0.20% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Tether (USDT-USD). 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 -0.20, which is lower than the USDT-USD Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of ETH-USD and USDT-USD, 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 USDT-USD's maximum drawdown of -49.72%. Use the drawdown chart below to compare losses from any high point for ETH-USD and USDT-USD. For additional features, visit the drawdowns tool.

Ethereum (ETH-USD) has a higher volatility of 25.47% compared to Tether (USDT-USD) at 0.08%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.