NASDX vs. ETH-USD
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, NASDX returned 21.88%/yr vs 61.34%/yr for ETH-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
NASDX vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 14.68% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, NASDX has underperformed ETH-USD with an annualized return of 21.88%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
NASDX
- 1D
- -4.76%
- 1M
- -0.88%
- YTD
- 14.68%
- 6M
- 13.19%
- 1Y
- 33.57%
- 3Y*
- 30.14%
- 5Y*
- 18.65%
- 10Y*
- 21.88%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
NASDX vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 14.68% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between NASDX and ETH-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, NASDX and ETH-USD have become more correlated (0.41) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
NASDX vs. ETH-USD — Risk / Return Rank
NASDX
ETH-USD
NASDX vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) 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.
| NASDX | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.96 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.50 | +3.45 |
| Martin ratioReturn relative to average drawdown | 11.38 | -0.88 | +12.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NASDX | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | -0.50 | +2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.12 | +0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.65 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.75 | -0.43 |
Drawdowns
NASDX vs. ETH-USD - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for NASDX and ETH-USD.
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Drawdown Indicators
| NASDX | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -94.01% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -67.53% | +55.63% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -67.53% | +44.82% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -79.35% | +44.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -94.01% | +58.68% |
Current DrawdownCurrent decline from peak | -5.52% | -65.60% | +60.08% |
Average DrawdownAverage peak-to-trough decline | -34.36% | -50.89% | +16.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 44.58% | -41.50% |
Volatility
NASDX vs. ETH-USD - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 6.67%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that NASDX 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
| NASDX | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 16.88% | -10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 46.80% | -33.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 56.55% | -39.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 59.65% | -36.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.72% | 78.04% | -55.32% |
Frequently Asked Questions
NASDX and ETH-USD have a correlation of 0.41, 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 (16.88%) compared to NASDX (6.67%). In terms of maximum drawdown, NASDX dropped -83.16% vs ETH-USD's -94.01%.
NASDX currently has the higher Sharpe Ratio (2.09 vs -0.50), 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.
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