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.
Performance
ETH-USD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ETH-USD achieves a 34.81% return, which is significantly higher than VOO's 24.51% return.
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| ETH-USD | VOO | |
|---|---|---|
| Sharpe Ratio | -0.43 | 2.64 |
| Sortino Ratio | -0.26 | 3.53 |
| Omega Ratio | 0.97 | 1.49 |
| Calmar Ratio | 0.00 | 3.81 |
| Martin Ratio | -1.04 | 17.34 |
| Ulcer Index | 27.64% | 1.86% |
| Daily Std Dev | 52.27% | 12.20% |
| Max Drawdown | -93.96% | -33.99% |
| Current Drawdown | -36.08% | -2.16% |
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Correlation
The correlation between ETH-USD and VOO is 0.16, 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.
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 20.31% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. 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.