FIL-USD vs. ETH-USD
FIL-USD (FilecoinFutures) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -60.41%/yr vs -8.18%/yr for ETH-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
FIL-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FIL-USD achieves a -32.77% return, which is significantly higher than ETH-USD's -37.17% return.
FIL-USD
- 1D
- -8.90%
- 1M
- -5.74%
- YTD
- -32.77%
- 6M
- -43.17%
- 1Y
- -67.10%
- 3Y*
- -43.63%
- 5Y*
- -60.41%
- 10Y*
- —
ETH-USD
- 1D
- -6.99%
- 1M
- -19.74%
- YTD
- -37.17%
- 6M
- -37.80%
- 1Y
- -28.56%
- 3Y*
- -0.51%
- 5Y*
- -8.18%
- 10Y*
- 63.15%
FIL-USD vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -32.77% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 74.98% |
ETH-USD Ethereum | -37.17% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 7.93% |
Correlation
The correlation between FIL-USD and ETH-USD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.54 |
Over the past year, FIL-USD and ETH-USD have become more correlated (0.75) than their long-term average of 0.54, meaning their price movements have been converging.
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Return for Risk
FIL-USD vs. ETH-USD — Risk / Return Rank
FIL-USD
ETH-USD
FIL-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-USD) 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.
| FIL-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | -0.43 | -0.13 |
Sortino ratioReturn per unit of downside risk | -0.74 | -0.24 | -0.50 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.98 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | -1.13 | +0.15 |
Martin ratioReturn relative to average drawdown | -1.23 | -1.58 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIL-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | -0.43 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | -0.11 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.77 | -0.93 |
Drawdowns
FIL-USD vs. ETH-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.58%, which is greater than ETH-USD's maximum drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for FIL-USD and ETH-USD.
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Drawdown Indicators
| FIL-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -94.01% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -76.17% | -62.26% | -13.91% |
Max Drawdown (3Y)Largest decline over 3 years | -93.03% | -63.80% | -29.23% |
Max Drawdown (5Y)Largest decline over 5 years | -99.30% | -79.35% | -19.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -99.54% | -61.42% | -38.12% |
Average DrawdownAverage peak-to-trough decline | -81.88% | -50.87% | -31.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.49% | 43.47% | +17.02% |
Volatility
FIL-USD vs. ETH-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 29.62% compared to Ethereum (ETH-USD) at 10.55%. This indicates that FIL-USD's price experiences larger fluctuations and is considered to be riskier 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
| FIL-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.62% | 10.55% | +19.07% |
Volatility (6M)Calculated over the trailing 6-month period | 61.29% | 45.39% | +15.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.15% | 55.85% | +45.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.38% | 59.56% | +28.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.89% | 77.96% | +53.93% |
Frequently Asked Questions
FIL-USD and ETH-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIL-USD has higher volatility (29.62%) compared to ETH-USD (10.55%). In terms of maximum drawdown, FIL-USD dropped -99.58% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.43 vs -0.55), 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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