GLXY.TO vs. ETH-USD
Compare and contrast key facts about Galaxy Digital Holdings Ltd. (GLXY.TO) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLXY.TO or ETH-USD.
Key characteristics
| GLXY.TO | ETH-USD | |
|---|---|---|
| YTD Return | 142.01% | 34.08% |
| 1Y Return | 208.64% | 48.46% |
| 3Y Return (Ann) | -15.29% | -12.44% |
| 5Y Return (Ann) | 86.32% | 75.57% |
| Sharpe Ratio | 2.96 | -0.43 |
| Sortino Ratio | 3.20 | -0.27 |
| Omega Ratio | 1.38 | 0.97 |
| Calmar Ratio | 2.99 | 0.00 |
| Martin Ratio | 16.49 | -1.05 |
| Ulcer Index | 14.99% | 27.52% |
| Daily Std Dev | 83.62% | 52.50% |
| Max Drawdown | -91.88% | -93.96% |
| Current Drawdown | -41.36% | -36.43% |
Correlation
The correlation between GLXY.TO and ETH-USD is 0.37, 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
GLXY.TO vs. ETH-USD - Performance Comparison
In the year-to-date period, GLXY.TO achieves a 142.01% return, which is significantly higher than ETH-USD's 34.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLXY.TO vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Galaxy Digital Holdings Ltd. (GLXY.TO) 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.
Drawdowns
GLXY.TO vs. ETH-USD - Drawdown Comparison
The maximum GLXY.TO drawdown since its inception was -91.88%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for GLXY.TO and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
GLXY.TO vs. ETH-USD - Volatility Comparison
Galaxy Digital Holdings Ltd. (GLXY.TO) has a higher volatility of 33.57% compared to Ethereum (ETH-USD) at 20.18%. This indicates that GLXY.TO'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.