ETH-USD vs. VOO
Compare and contrast key facts about Ethereum (ETH-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETH-USD or VOO.
Key characteristics
| ETH-USD | VOO | |
|---|---|---|
| YTD Return | 37.20% | 7.31% |
| 1Y Return | 63.99% | 25.21% |
| 3Y Return (Ann) | 5.54% | 8.45% |
| 5Y Return (Ann) | 81.87% | 13.50% |
| Sharpe Ratio | 2.77 | 2.36 |
| Daily Std Dev | 41.74% | 11.75% |
| Max Drawdown | -93.96% | -33.99% |
| Current Drawdown | -34.95% | -2.94% |
Correlation
The correlation between ETH-USD and VOO is 0.15, 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.
Performance
ETH-USD vs. VOO - Performance Comparison
In the year-to-date period, ETH-USD achieves a 37.20% return, which is significantly higher than VOO's 7.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ETH-USD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -93.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VOO. For additional features, visit the drawdowns tool.
Volatility
ETH-USD vs. VOO - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 19.02% compared to Vanguard S&P 500 ETF (VOO) at 3.59%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.