ETH-USD vs. VPU
ETH-USD (Ethereum) is a cryptocurrency, while VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 8.85%/yr for VPU. At a 0.07 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VPU - 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 VPU's 2.68% return. Over the past 10 years, ETH-USD has outperformed VPU with an annualized return of 61.34%, while VPU has yielded a comparatively lower 8.85% 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%
VPU
- 1D
- -1.87%
- 1M
- -2.65%
- YTD
- 2.68%
- 6M
- 3.11%
- 1Y
- 10.68%
- 3Y*
- 12.74%
- 5Y*
- 8.91%
- 10Y*
- 8.85%
ETH-USD vs. VPU - 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% |
VPU Vanguard Utilities ETF | 2.68% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
Correlation
The correlation between ETH-USD and VPU is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.07 |
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Return for Risk
ETH-USD vs. VPU — Risk / Return Rank
ETH-USD
VPU
ETH-USD vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Utilities ETF (VPU). 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 | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.14 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.20 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.88 | 2.66 | -3.54 |
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 | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.75 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.52 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.46 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.53 | +0.22 |
Drawdowns
ETH-USD vs. VPU - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VPU.
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Drawdown Indicators
| ETH-USD | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -46.31% | -47.70% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -8.90% | -58.63% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -17.34% | -50.19% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -25.15% | -54.20% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -36.42% | -57.59% |
Current DrawdownCurrent decline from peak | -65.60% | -7.71% | -57.89% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -7.78% | -43.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 4.02% | +40.56% |
Volatility
ETH-USD vs. VPU - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Vanguard Utilities ETF (VPU) at 5.56%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VPU 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 | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 5.56% | +11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 11.53% | +35.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 14.38% | +42.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 17.07% | +42.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 19.14% | +58.90% |
Frequently Asked Questions
ETH-USD and VPU have a correlation of 0.15, 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 VPU (5.56%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VPU's -46.31%.
VPU currently has the higher Sharpe Ratio (0.75 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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