ETH-USD vs. VTI
ETH-USD (Ethereum) is a cryptocurrency, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, ETH-USD returned 59.97%/yr vs 14.71%/yr for VTI. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -46.29% return, which is significantly lower than VTI's 8.72% return. Over the past 10 years, ETH-USD has outperformed VTI with an annualized return of 59.97%, while VTI has yielded a comparatively lower 14.71% annualized return.
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
VTI
- 1D
- -2.68%
- 1M
- 0.42%
- YTD
- 8.72%
- 6M
- 8.29%
- 1Y
- 26.04%
- 3Y*
- 21.08%
- 5Y*
- 12.19%
- 10Y*
- 14.71%
ETH-USD vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VTI Vanguard Total Stock Market ETF | 8.72% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between ETH-USD and VTI 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 | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.18 |
Over the past year, ETH-USD and VTI 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. VTI — Risk / Return Rank
ETH-USD
VTI
ETH-USD vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.93 | -3.44 |
| Martin ratioReturn relative to average drawdown | -0.89 | 13.45 | -14.34 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.10 | -2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.70 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.81 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.50 | +0.24 |
Drawdowns
ETH-USD vs. VTI - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VTI.
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Drawdown Indicators
| ETH-USD | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -55.45% | -38.56% |
Max Drawdown (1Y)Largest decline over 1 year | -67.02% | -8.92% | -58.10% |
Max Drawdown (3Y)Largest decline over 3 years | -67.02% | -19.30% | -47.72% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -25.36% | -53.99% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.00% | -59.01% |
Current DrawdownCurrent decline from peak | -67.02% | -2.93% | -64.09% |
Average DrawdownAverage peak-to-trough decline | -50.88% | -8.02% | -42.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.01% | 1.94% | +42.07% |
Volatility
ETH-USD vs. VTI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 14.30% compared to Vanguard Total Stock Market ETF (VTI) at 3.90%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VTI 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 | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.30% | 3.90% | +10.40% |
Volatility (6M)Calculated over the trailing 6-month period | 46.06% | 9.55% | +36.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 12.48% | +44.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.61% | 17.44% | +42.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.01% | 18.32% | +59.69% |
Frequently Asked Questions
ETH-USD and VTI 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 (14.30%) compared to VTI (3.90%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.10 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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