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FAAR vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FAAR and ETH-USD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

FAAR vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alternative Absolute Return Strategy ETF (FAAR) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.02%
1.82%
FAAR
ETH-USD

Key characteristics

Sharpe Ratio

FAAR:

0.91

ETH-USD:

0.36

Sortino Ratio

FAAR:

1.40

ETH-USD:

1.03

Omega Ratio

FAAR:

1.16

ETH-USD:

1.10

Calmar Ratio

FAAR:

0.50

ETH-USD:

0.13

Martin Ratio

FAAR:

3.26

ETH-USD:

1.00

Ulcer Index

FAAR:

2.39%

ETH-USD:

23.99%

Daily Std Dev

FAAR:

8.52%

ETH-USD:

53.90%

Max Drawdown

FAAR:

-16.65%

ETH-USD:

-93.96%

Current Drawdown

FAAR:

-8.74%

ETH-USD:

-28.29%

Returns By Period

In the year-to-date period, FAAR achieves a 2.62% return, which is significantly lower than ETH-USD's 3.54% return.


FAAR

YTD

2.62%

1M

2.30%

6M

2.01%

1Y

7.18%

5Y*

6.69%

10Y*

N/A

ETH-USD

YTD

3.54%

1M

-13.47%

6M

1.82%

1Y

33.34%

5Y*

82.43%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FAAR vs. ETH-USD — Risk-Adjusted Performance Rank

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

FAAR
The Risk-Adjusted Performance Rank of FAAR is 4040
Overall Rank
The Sharpe Ratio Rank of FAAR is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FAAR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FAAR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FAAR is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FAAR is 4141
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 6262
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAAR vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alternative Absolute Return Strategy ETF (FAAR) 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.


Sharpe ratio
The chart of Sharpe ratio for FAAR, currently valued at 0.81, compared to the broader market0.002.004.000.810.36
The chart of Sortino ratio for FAAR, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.001.261.03
The chart of Omega ratio for FAAR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.10
The chart of Calmar ratio for FAAR, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.090.13
The chart of Martin ratio for FAAR, currently valued at 3.99, compared to the broader market0.0020.0040.0060.0080.00100.003.991.00
FAAR
ETH-USD

The current FAAR Sharpe Ratio is 0.91, which is higher than the ETH-USD Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FAAR and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.81
0.36
FAAR
ETH-USD

Drawdowns

FAAR vs. ETH-USD - Drawdown Comparison

The maximum FAAR drawdown since its inception was -16.65%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for FAAR and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-8.74%
-28.29%
FAAR
ETH-USD

Volatility

FAAR vs. ETH-USD - Volatility Comparison

The current volatility for First Trust Alternative Absolute Return Strategy ETF (FAAR) is 2.95%, while Ethereum (ETH-USD) has a volatility of 19.04%. This indicates that FAAR 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
2.95%
19.04%
FAAR
ETH-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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