EZET vs. ETH-USD
EZET (Franklin Ethereum ETF) is Cryptocurrency fund tracking the CME CF Ether-Dollar Reference Rate - New York Variant, while ETH-USD (Ethereum) is a cryptocurrency. Over the past year, EZET returned -49.07% vs -49.94% for ETH-USD. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
EZET vs. ETH-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EZET having a -36.99% return and ETH-USD slightly lower at -37.22%.
EZET
- 1D
- 0.28%
- 1M
- 10.09%
- 6M
- -18.59%
- YTD
- -36.99%
- 1Y
- -49.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -26.66%
ETH-USD
- 1D
- 0.20%
- 1M
- 4.39%
- 6M
- -16.49%
- YTD
- -37.22%
- 1Y
- -49.94%
- 3Y*
- 0.50%
- 5Y*
- -8.02%
- 10Y*
- 67.04%
- ALL TIME*
- 79.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ETH-USD Ethereum | $17.03T | $18.31T | $24.95T |
| $400.33K | $484.91K | $668.91K |
EZET vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EZET Franklin Ethereum ETF | -36.99% | -11.23% | -4.77% |
ETH-USD Ethereum | -37.22% | -10.91% | -3.22% |
Correlation
The correlation between EZET and ETH-USD is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2024 | 0.68 |
The correlation between EZET and ETH-USD has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
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Return for Risk
EZET vs. ETH-USD — Risk / Return Rank
EZET
ETH-USD
EZET vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Ethereum ETF (EZET) and Ethereum (ETH-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.
| EZET | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.90 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.74 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.09 | +0.01 |
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Drawdowns
EZET vs. ETH-USD - Drawdown Comparison
The maximum EZET drawdown since its inception was -67.89%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for EZET and ETH-USD.
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Drawdown Indicators
| EZET | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -94.01% | +26.12% |
Max Drawdown (1Y)Largest decline over 1 year | -67.89% | -67.60% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -67.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -79.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -61.38% | -61.45% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -35.30% | -51.05% | +15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.69% | 35.14% | +10.55% |
Volatility
EZET vs. ETH-USD - Volatility Comparison
The current volatility for Franklin Ethereum ETF (EZET) is 11.10%, while Ethereum (ETH-USD) has a volatility of 11.73%. This indicates that EZET experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZET | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 11.73% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 43.45% | 43.32% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.94% | 54.63% | +12.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.19% | 58.41% | +12.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.19% | 76.00% | -4.81% |
Frequently Asked Questions
EZET and ETH-USD have a correlation of 0.72, 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 (11.73%) compared to EZET (11.10%). In terms of maximum drawdown, EZET dropped -67.89% vs ETH-USD's -94.01%.
EZET currently has the higher Sharpe Ratio (-0.74 vs -0.76), 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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