ETH-USD vs. VCSH
ETH-USD (Ethereum) is a cryptocurrency, while VCSH (Vanguard Short-Term Corporate Bond ETF) is Corporate Bonds fund tracking the Bloomberg U.S. 1-5 Year Corporate Bond Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 2.66%/yr for VCSH. At a 0.06 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VCSH - 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 VCSH's 0.44% return. Over the past 10 years, ETH-USD has outperformed VCSH with an annualized return of 61.34%, while VCSH has yielded a comparatively lower 2.66% 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%
VCSH
- 1D
- 0.03%
- 1M
- -0.26%
- YTD
- 0.44%
- 6M
- 0.92%
- 1Y
- 4.56%
- 3Y*
- 5.56%
- 5Y*
- 2.26%
- 10Y*
- 2.66%
ETH-USD vs. VCSH - 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% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.44% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Correlation
The correlation between ETH-USD and VCSH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.06 |
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Return for Risk
ETH-USD vs. VCSH — Risk / Return Rank
ETH-USD
VCSH
ETH-USD vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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 | VCSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.48 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.27 | -3.77 |
| Martin ratioReturn relative to average drawdown | -0.88 | 13.41 | -14.29 |
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 | VCSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.45 | -2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.79 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.80 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.01 | -0.27 |
Drawdowns
ETH-USD vs. VCSH - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VCSH.
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Drawdown Indicators
| ETH-USD | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -12.86% | -81.15% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -1.40% | -66.13% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -1.40% | -66.13% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -9.48% | -69.87% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -12.86% | -81.15% |
Current DrawdownCurrent decline from peak | -65.60% | -0.52% | -65.08% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -0.97% | -49.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 0.34% | +44.24% |
Volatility
ETH-USD vs. VCSH - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.61%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VCSH 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 | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 0.61% | +16.27% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 1.41% | +45.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 1.87% | +54.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 2.88% | +56.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 3.35% | +74.69% |
Frequently Asked Questions
ETH-USD and VCSH have a correlation of 0.14, 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 (16.88%) compared to VCSH (0.61%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VCSH's -12.86%.
VCSH currently has the higher Sharpe Ratio (2.45 vs -0.50), 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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