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IFN vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IFN vs. ETH-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, IFN achieves a -14.76% return, which is significantly higher than ETH-USD's -40.81% return. Over the past 10 years, IFN has underperformed ETH-USD with an annualized return of 6.02%, while ETH-USD has yielded a comparatively higher 61.87% annualized return.


IFN

1D
0.83%
1M
-3.87%
YTD
-14.76%
6M
-16.23%
1Y
-21.51%
3Y*
1.10%
5Y*
0.42%
10Y*
6.02%

ETH-USD

1D
-3.01%
1M
-25.60%
YTD
-40.81%
6M
-43.97%
1Y
-32.69%
3Y*
-1.02%
5Y*
-7.76%
10Y*
61.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFN vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFN
The India Fund
-14.76%0.42%-2.26%36.48%-15.85%22.31%12.25%11.27%-5.33%37.15%
ETH-USD
Ethereum
-40.81%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between IFN and ETH-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2015

0.11

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Return for Risk

IFN vs. ETH-USD — Risk / Return Rank

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

IFN
IFN Risk / Return Rank: 00
Overall Rank
IFN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
IFN Sortino Ratio Rank: 00
Sortino Ratio Rank
IFN Omega Ratio Rank: 00
Omega Ratio Rank
IFN Calmar Ratio Rank: 00
Calmar Ratio Rank
IFN Martin Ratio Rank: 00
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFN vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The India Fund (IFN) 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.


IFNETH-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

0.79

0.96

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.51

-0.31

Martin ratioReturn relative to average drawdown

-1.81

-0.86

-0.95

IFN vs. ETH-USD - Sharpe Ratio Comparison

The current IFN Sharpe Ratio is -1.31, which is lower than the ETH-USD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of IFN and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IFNETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.31

-0.49

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.11

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.66

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.76

-0.53

Drawdowns

IFN vs. ETH-USD - Drawdown Comparison

The maximum IFN drawdown since its inception was -71.52%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for IFN and ETH-USD.


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Drawdown Indicators


IFNETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-71.52%

-94.01%

+22.49%

Max Drawdown (1Y)

Largest decline over 1 year

-26.05%

-63.65%

+37.60%

Max Drawdown (3Y)

Largest decline over 3 years

-31.53%

-63.80%

+32.27%

Max Drawdown (5Y)

Largest decline over 5 years

-31.53%

-79.35%

+47.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-94.01%

+52.53%

Current Drawdown

Current decline from peak

-28.73%

-63.65%

+34.92%

Average Drawdown

Average peak-to-trough decline

-25.89%

-50.87%

+24.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

43.81%

-31.94%

Volatility

IFN vs. ETH-USD - Volatility Comparison

The current volatility for The India Fund (IFN) is 5.62%, while Ethereum (ETH-USD) has a volatility of 10.87%. This indicates that IFN 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.


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Volatility by Period


IFNETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

10.87%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

45.09%

-31.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

55.92%

-39.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

59.51%

-41.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

77.97%

-59.07%

Frequently Asked Questions


IFN and ETH-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (10.87%) compared to IFN (5.62%). In terms of maximum drawdown, IFN dropped -71.52% vs ETH-USD's -94.01%.

ETH-USD currently has the higher Sharpe Ratio (-0.49 vs -1.31), 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.

Portfolio Optimizer

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