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

Correlation

The correlation between GFOF and ETH-USD is 0.38, 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.


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.

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Key characteristics

Returns By Period


GFOF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-21.00%

1M

46.77%

6M

-26.74%

1Y

-29.74%

3Y*

9.66%

5Y*

61.14%

10Y*

N/A

*Annualized

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Grayscale Future of Finance ETF

Ethereum

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 4646
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5353
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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

GFOF vs. ETH-USD - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GFOF vs. ETH-USD - Volatility Comparison


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