ETH-USD vs. VOO
ETH-USD (Ethereum) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ETH-USD returned 56.61%/yr vs 15.50%/yr for VOO. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.80% return, which is significantly lower than VOO's 9.08% return. Over the past 10 years, ETH-USD has outperformed VOO with an annualized return of 56.61%, while VOO has yielded a comparatively lower 15.50% annualized return.
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
VOO
- 1D
- 0.55%
- 1M
- -0.07%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 24.36%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
ETH-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ETH-USD and VOO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, ETH-USD and VOO have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. VOO — Risk / Return Rank
ETH-USD
VOO
ETH-USD vs. VOO - Risk-Adjusted Trends 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.
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-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.36 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.75 | -3.30 |
| Martin ratioReturn relative to average drawdown | -0.94 | 12.42 | -13.37 |
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Drawdowns
ETH-USD vs. VOO - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, 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.
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Drawdown Indicators
| ETH-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -33.99% | -60.02% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -8.90% | -58.63% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -18.69% | -48.84% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -24.52% | -54.83% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -33.99% | -60.02% |
Current DrawdownCurrent decline from peak | -65.49% | -2.34% | -63.15% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -3.68% | -47.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 1.97% | +43.34% |
Volatility
ETH-USD vs. VOO - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.22% compared to Vanguard S&P 500 ETF (VOO) at 4.34%. 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.
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Volatility by Period
| ETH-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.22% | 4.34% | +12.88% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 9.58% | +36.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.20% | 12.27% | +43.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.59% | 16.88% | +42.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.89% | 18.03% | +59.86% |
Frequently Asked Questions
ETH-USD and VOO have a correlation of 0.40, 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 (17.22%) compared to VOO (4.34%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.99 vs -0.55), 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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