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ETHE.SW vs. BTCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHE.SW vs. BTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in CoinShares Physical Ethereum (ETH) (ETHE.SW) and BTCS Inc. (BTCS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETHE.SW is traded in CHF, while BTCS is traded in USD. To make them comparable, the BTCS values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHE.SW achieves a -34.33% return, which is significantly higher than BTCS's -60.31% return.


ETHE.SW

1D
0.00%
1M
13.30%
6M
-25.35%
YTD
-34.33%
1Y
-48.91%
3Y*
-0.44%
5Y*
-5.96%
10Y*
ALL TIME*
1.77%

BTCS

1D
-1.68%
1M
-7.65%
6M
-51.98%
YTD
-60.31%
1Y
-74.24%
3Y*
-6.37%
5Y*
-29.87%
10Y*
-26.72%
ALL TIME*
-55.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CHF 417.15KCHF 527.03KCHF 972.15K
CHF 21.90KCHF 27.72KCHF 136.63K

ETHE.SW vs. BTCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHE.SW
CoinShares Physical Ethereum (ETH)
-34.33%-20.51%53.68%79.37%-67.97%138.61%
BTCS
BTCS Inc.
-60.31%-5.57%63.48%135.57%-79.37%-78.98%

Correlation

The correlation between ETHE.SW and BTCS is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2021

0.33

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Return for Risk

ETHE.SW vs. BTCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ETHE.SW
ETHE.SW Risk / Return Rank: 33
Overall Rank
ETHE.SW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETHE.SW Sortino Ratio Rank: 33
Sortino Ratio Rank
ETHE.SW Omega Ratio Rank: 33
Omega Ratio Rank
ETHE.SW Calmar Ratio Rank: 33
Calmar Ratio Rank
ETHE.SW Martin Ratio Rank: 44
Martin Ratio Rank

BTCS
BTCS Risk / Return Rank: 77
Overall Rank
BTCS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTCS Sortino Ratio Rank: 44
Sortino Ratio Rank
BTCS Omega Ratio Rank: 77
Omega Ratio Rank
BTCS Calmar Ratio Rank: 66
Calmar Ratio Rank
BTCS Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ETHE.SW vs. BTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (ETHE.SW) and BTCS Inc. (BTCS). 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.


ETHE.SWBTCSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

0.87

0.81

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.93

+0.18

Martin ratioReturn relative to average drawdown

-1.11

-1.31

+0.20

ETHE.SW vs. BTCS - Sharpe Ratio Comparison

The current ETHE.SW Sharpe Ratio is -0.81, which is comparable to the BTCS Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of ETHE.SW and BTCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETHE.SW vs. BTCS - Drawdown Comparison

The maximum ETHE.SW drawdown since its inception was -77.57%, smaller than the maximum BTCS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ETHE.SW and BTCS.


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Drawdown Indicators


ETHE.SWBTCSDifference

Max Drawdown

Largest peak-to-trough decline

-77.57%

-100.00%

+22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-66.43%

-83.39%

+16.96%

Max Drawdown (3Y)

Largest decline over 3 years

-66.43%

-84.76%

+18.33%

Max Drawdown (5Y)

Largest decline over 5 years

-77.57%

-92.88%

+15.31%

Max Drawdown (10Y)

Largest decline over 10 years

-99.57%

Current Drawdown

Current decline from peak

-64.48%

-100.00%

+35.52%

Average Drawdown

Average peak-to-trough decline

-47.12%

-97.56%

+50.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.26%

59.09%

-14.83%

Volatility

ETHE.SW vs. BTCS - Volatility Comparison

The current volatility for CoinShares Physical Ethereum (ETH) (ETHE.SW) is 12.04%, while BTCS Inc. (BTCS) has a volatility of 16.90%. This indicates that ETHE.SW experiences smaller price fluctuations and is considered to be less risky than BTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHE.SWBTCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.04%

16.90%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

41.58%

57.33%

-15.75%

Volatility (1Y)

Calculated over the trailing 1-year period

60.88%

84.77%

-23.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.96%

125.16%

-56.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.09%

190.16%

-117.07%

Dividends

ETHE.SW vs. BTCS - Dividend Comparison

ETHE.SW has not paid dividends to shareholders, while BTCS's dividend yield for the trailing twelve months is around 4.85%.


PositionTTM2025202420232022
BTCS
BTCS Inc.
4.85%1.89%0.00%0.00%7.94%
ETHE.SW
CoinShares Physical Ethereum (ETH)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHE.SW and BTCS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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