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ETHE vs. EZBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHE vs. EZBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Trust ETF (ETHE) and Franklin Bitcoin ETF (EZBC). The values are adjusted to include any dividend payments, if applicable.

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ETHE vs. EZBC - Yearly Performance Comparison


2026 (YTD)20252024
ETHE
Grayscale Ethereum Trust ETF
-28.06%-13.03%28.06%
EZBC
Franklin Bitcoin ETF
-22.09%-6.56%100.18%

Returns By Period

In the year-to-date period, ETHE achieves a -28.06% return, which is significantly lower than EZBC's -22.09% return.


ETHE

1D
2.11%
1M
5.07%
YTD
-28.06%
6M
-50.86%
1Y
10.20%
3Y*
26.95%
5Y*
-1.42%
10Y*

EZBC

1D
0.59%
1M
-1.43%
YTD
-22.09%
6M
-42.07%
1Y
-19.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHE vs. EZBC - Expense Ratio Comparison

ETHE has a 2.50% expense ratio, which is higher than EZBC's 0.19% expense ratio.


Return for Risk

ETHE vs. EZBC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETHE
ETHE Risk / Return Rank: 1919
Overall Rank
ETHE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ETHE Omega Ratio Rank: 2222
Omega Ratio Rank
ETHE Calmar Ratio Rank: 1717
Calmar Ratio Rank
ETHE Martin Ratio Rank: 1515
Martin Ratio Rank

EZBC
EZBC Risk / Return Rank: 66
Overall Rank
EZBC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EZBC Sortino Ratio Rank: 55
Sortino Ratio Rank
EZBC Omega Ratio Rank: 66
Omega Ratio Rank
EZBC Calmar Ratio Rank: 66
Calmar Ratio Rank
EZBC Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETHE vs. EZBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Trust ETF (ETHE) and Franklin Bitcoin ETF (EZBC). 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.


ETHEEZBCDifference

Sharpe ratio

Return per unit of total volatility

0.14

-0.44

+0.58

Sortino ratio

Return per unit of downside risk

0.76

-0.37

+1.13

Omega ratio

Gain probability vs. loss probability

1.09

0.96

+0.13

Calmar ratio

Return relative to maximum drawdown

0.25

-0.35

+0.60

Martin ratio

Return relative to average drawdown

0.49

-0.75

+1.24

ETHE vs. EZBC - Sharpe Ratio Comparison

The current ETHE Sharpe Ratio is 0.14, which is higher than the EZBC Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ETHE and EZBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETHEEZBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.44

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.36

-0.29

Correlation

The correlation between ETHE and EZBC is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ETHE vs. EZBC - Dividend Comparison

ETHE's dividend yield for the trailing twelve months is around 0.74%, while EZBC has not paid dividends to shareholders.


Drawdowns

ETHE vs. EZBC - Drawdown Comparison

The maximum ETHE drawdown since its inception was -96.26%, which is greater than EZBC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for ETHE and EZBC.


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Drawdown Indicators


ETHEEZBCDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-49.37%

-46.89%

Max Drawdown (1Y)

Largest decline over 1 year

-61.89%

-49.37%

-12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-89.85%

Current Drawdown

Current decline from peak

-72.79%

-45.77%

-27.02%

Average Drawdown

Average peak-to-trough decline

-72.24%

-14.18%

-58.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.81%

23.25%

+7.56%

Volatility

ETHE vs. EZBC - Volatility Comparison

Grayscale Ethereum Trust ETF (ETHE) has a higher volatility of 19.07% compared to Franklin Bitcoin ETF (EZBC) at 13.02%. This indicates that ETHE's price experiences larger fluctuations and is considered to be riskier than EZBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHEEZBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

13.02%

+6.05%

Volatility (6M)

Calculated over the trailing 6-month period

53.57%

36.81%

+16.76%

Volatility (1Y)

Calculated over the trailing 1-year period

75.68%

45.37%

+30.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.12%

51.08%

+34.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

194.12%

51.08%

+143.04%