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

Correlation

The correlation between GFOF and ETH-USD is 0.47, 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.


-0.50.00.51.00.5

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.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
43.97%
0.61%
GFOF
ETH-USD

Key characteristics

Sharpe Ratio

GFOF:

1.23

ETH-USD:

0.23

Sortino Ratio

GFOF:

2.01

ETH-USD:

0.85

Omega Ratio

GFOF:

1.23

ETH-USD:

1.08

Calmar Ratio

GFOF:

1.40

ETH-USD:

0.07

Martin Ratio

GFOF:

4.05

ETH-USD:

0.64

Ulcer Index

GFOF:

18.37%

ETH-USD:

23.62%

Daily Std Dev

GFOF:

60.24%

ETH-USD:

54.23%

Max Drawdown

GFOF:

-75.18%

ETH-USD:

-93.96%

Current Drawdown

GFOF:

-0.28%

ETH-USD:

-29.02%

Returns By Period

In the year-to-date period, GFOF achieves a 60.08% return, which is significantly higher than ETH-USD's 49.72% return.


GFOF

YTD

60.08%

1M

2.91%

6M

43.96%

1Y

51.78%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

49.72%

1M

0.58%

6M

1.96%

1Y

50.76%

5Y*

93.34%

10Y*

N/A

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Risk-Adjusted Performance

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 2.68, compared to the broader market0.002.004.002.680.23
The chart of Sortino ratio for GFOF, currently valued at 3.27, compared to the broader market-2.000.002.004.006.008.0010.003.270.85
The chart of Omega ratio for GFOF, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.08
The chart of Calmar ratio for GFOF, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.830.08
The chart of Martin ratio for GFOF, currently valued at 11.35, compared to the broader market0.0020.0040.0060.0080.00100.0011.350.64
GFOF
ETH-USD

The current GFOF Sharpe Ratio is 1.23, which is higher than the ETH-USD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of GFOF 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.68
0.23
GFOF
ETH-USD

Drawdowns

GFOF vs. ETH-USD - Drawdown Comparison

The maximum GFOF drawdown since its inception was -75.18%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for GFOF and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.28%
-16.00%
GFOF
ETH-USD

Volatility

GFOF vs. ETH-USD - Volatility Comparison

The current volatility for Grayscale Future of Finance ETF (GFOF) is 9.59%, while Ethereum (ETH-USD) has a volatility of 20.48%. 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.59%
20.48%
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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