FAAR vs. ETH-USD

In the year-to-date period, FAAR achieves a -3.92% return, which is significantly higher than ETH-USD's -46.89% return.

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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.

The current FAAR Sharpe Ratio is -0.35, which is higher than the ETH-USD Sharpe Ratio of -0.58. 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.

The maximum FAAR drawdown since its inception was -18.03%, 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.

The current volatility for First Trust Alternative Absolute Return Strategy ETF (FAAR) is 7.74%, while Ethereum (ETH-USD) has a volatility of 27.37%. 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.