ETN vs. BTC-USD
ETN (Eaton Corporation plc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ETN returned 23.38%/yr vs 57.32%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
ETN vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETN achieves a 23.61% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, ETN has underperformed BTC-USD with an annualized return of 23.38%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
ETN
- 1D
- -0.57%
- 1M
- -3.82%
- YTD
- 23.61%
- 6M
- 18.59%
- 1Y
- 19.85%
- 3Y*
- 28.04%
- 5Y*
- 23.65%
- 10Y*
- 23.38%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
ETN vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 23.61% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between ETN and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.08 |
The correlation between ETN and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETN vs. BTC-USD — Risk / Return Rank
ETN
BTC-USD
ETN vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Bitcoin (BTC-USD). 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.
| ETN | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.87 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.78 | +1.82 |
| Martin ratioReturn relative to average drawdown | 2.25 | -1.36 | +3.61 |
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Drawdowns
ETN vs. BTC-USD - Drawdown Comparison
The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ETN and BTC-USD.
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Drawdown Indicators
| ETN | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.95% | -85.30% | +16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -51.21% | +32.07% |
Max Drawdown (3Y)Largest decline over 3 years | -34.46% | -51.21% | +16.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -76.67% | +42.21% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -83.80% | +39.25% |
Current DrawdownCurrent decline from peak | -9.36% | -49.01% | +39.65% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -42.35% | +27.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.86% | 35.02% | -26.16% |
Volatility
ETN vs. BTC-USD - Volatility Comparison
Eaton Corporation plc (ETN) has a higher volatility of 13.57% compared to Bitcoin (BTC-USD) at 12.11%. This indicates that ETN's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETN | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.57% | 12.11% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 26.78% | 34.59% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.48% | 35.62% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.24% | 44.71% | -14.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 56.62% | -26.52% |
Frequently Asked Questions
ETN and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (13.57%) compared to BTC-USD (12.11%). In terms of maximum drawdown, ETN dropped -68.95% vs BTC-USD's -85.30%.
ETN currently has the higher Sharpe Ratio (0.60 vs -0.93), 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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