PortfoliosLab logo
LINK-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LINK-USD and ETH-USD is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

LINK-USD vs. ETH-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
7,763.54%
542.09%
LINK-USD
ETH-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.70

ETH-USD:

-0.56

Sortino Ratio

LINK-USD:

1.67

ETH-USD:

-0.50

Omega Ratio

LINK-USD:

1.16

ETH-USD:

0.95

Calmar Ratio

LINK-USD:

0.40

ETH-USD:

0.03

Martin Ratio

LINK-USD:

2.41

ETH-USD:

-1.38

Ulcer Index

LINK-USD:

30.69%

ETH-USD:

29.48%

Daily Std Dev

LINK-USD:

81.18%

ETH-USD:

59.30%

Max Drawdown

LINK-USD:

-90.17%

ETH-USD:

-93.96%

Current Drawdown

LINK-USD:

-71.45%

ETH-USD:

-62.14%

Returns By Period

In the year-to-date period, LINK-USD achieves a -25.63% return, which is significantly higher than ETH-USD's -45.33% return.


LINK-USD

YTD

-25.63%

1M

4.42%

6M

35.47%

1Y

4.37%

5Y*

32.08%

10Y*

N/A

ETH-USD

YTD

-45.33%

1M

-3.88%

6M

-27.30%

1Y

-43.98%

5Y*

55.85%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7777
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7878
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1414
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 44
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 44
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-USD) 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.


The chart of Sharpe ratio for LINK-USD, currently valued at 0.70, compared to the broader market0.001.002.003.004.00
LINK-USD: 0.70
ETH-USD: -0.56
The chart of Sortino ratio for LINK-USD, currently valued at 1.67, compared to the broader market0.001.002.003.004.00
LINK-USD: 1.67
ETH-USD: -0.50
The chart of Omega ratio for LINK-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
LINK-USD: 1.16
ETH-USD: 0.95
The chart of Calmar ratio for LINK-USD, currently valued at 0.40, compared to the broader market1.002.003.004.00
LINK-USD: 0.40
ETH-USD: 0.03
The chart of Martin ratio for LINK-USD, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.0025.00
LINK-USD: 2.41
ETH-USD: -1.38

The current LINK-USD Sharpe Ratio is 0.70, which is higher than the ETH-USD Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of LINK-USD 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
-0.56
LINK-USD
ETH-USD

Drawdowns

LINK-USD vs. ETH-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for LINK-USD and ETH-USD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-71.45%
-62.14%
LINK-USD
ETH-USD

Volatility

LINK-USD vs. ETH-USD - Volatility Comparison

ChainLink (LINK-USD) and Ethereum (ETH-USD) have volatilities of 28.83% and 27.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
28.83%
27.50%
LINK-USD
ETH-USD