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FFUT vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FFUT vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Futures ETF (FFUT) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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FFUT vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)2025
FFUT
Fidelity Managed Futures ETF
7.30%8.26%
ETH-USD
Ethereum
-27.34%22.83%

Returns By Period

In the year-to-date period, FFUT achieves a 7.30% return, which is significantly higher than ETH-USD's -27.34% return.


FFUT

1D
-0.11%
1M
1.91%
YTD
7.30%
6M
11.63%
1Y
3Y*
5Y*
10Y*

ETH-USD

1D
2.47%
1M
6.32%
YTD
-27.34%
6M
-50.45%
1Y
13.15%
3Y*
6.28%
5Y*
0.20%
10Y*
68.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FFUT vs. ETH-USD — Risk / Return Rank

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

FFUT

ETH-USD
ETH-USD Risk / Return Rank: 7979
Overall Rank
ETH-USD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 8484
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 8383
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6868
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.

FFUT vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFUT vs. ETH-USD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFUTETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

0.80

+1.03

Correlation

The correlation between FFUT and ETH-USD is 0.07, 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.


Drawdowns

FFUT vs. ETH-USD - Drawdown Comparison

The maximum FFUT drawdown since its inception was -2.84%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for FFUT and ETH-USD.


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Drawdown Indicators


FFUTETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-94.01%

+91.17%

Max Drawdown (1Y)

Largest decline over 1 year

-62.26%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-1.70%

-55.38%

+53.68%

Average Drawdown

Average peak-to-trough decline

-0.89%

-50.81%

+49.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.32%

Volatility

FFUT vs. ETH-USD - Volatility Comparison


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Volatility by Period


FFUTETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.83%

Volatility (6M)

Calculated over the trailing 6-month period

51.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

62.50%

-51.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

63.60%

-52.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

78.85%

-67.86%