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

Correlation

The correlation between GFOF and ETH-USD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GFOF vs. ETH-USD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
48.71%
-0.19%
GFOF
ETH-USD

Key characteristics

Returns By Period


GFOF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-17.06%

1M

-17.11%

6M

-0.19%

1Y

-5.40%

5Y*

59.80%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

GFOF
The Risk-Adjusted Performance Rank of GFOF is 5252
Overall Rank
The Sharpe Ratio Rank of GFOF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of GFOF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GFOF is 5353
Omega Ratio Rank
The Calmar Ratio Rank of GFOF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of GFOF is 4242
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 2525
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) 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 GFOF, currently valued at 1.49, compared to the broader market0.002.004.001.49-0.48
The chart of Sortino ratio for GFOF, currently valued at 2.32, compared to the broader market0.005.0010.002.32-0.37
The chart of Omega ratio for GFOF, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.330.97
The chart of Calmar ratio for GFOF, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.810.03
The chart of Martin ratio for GFOF, currently valued at 5.83, compared to the broader market0.0020.0040.0060.0080.00100.005.83-1.35
GFOF
ETH-USD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.49
-0.48
GFOF
ETH-USD

Drawdowns

GFOF vs. ETH-USD - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.28%
-32.03%
GFOF
ETH-USD

Volatility

GFOF vs. ETH-USD - Volatility Comparison

The current volatility for Grayscale Future of Finance ETF (GFOF) is 0.00%, while Ethereum (ETH-USD) has a volatility of 16.71%. This indicates that GFOF 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%SeptemberOctoberNovemberDecember2025February0
16.71%
GFOF
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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