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

Correlation

The correlation between NEAR-USD and ETH-USD is 0.64, 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.


-0.50.00.51.00.6

Performance

NEAR-USD vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEAR Protocol (NEAR-USD) 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%60.00%AugustSeptemberOctoberNovemberDecember2025
-16.76%
-6.15%
NEAR-USD
ETH-USD

Key characteristics

Sharpe Ratio

NEAR-USD:

-0.61

ETH-USD:

-0.42

Sortino Ratio

NEAR-USD:

-0.64

ETH-USD:

-0.25

Omega Ratio

NEAR-USD:

0.94

ETH-USD:

0.98

Calmar Ratio

NEAR-USD:

0.00

ETH-USD:

0.03

Martin Ratio

NEAR-USD:

-1.52

ETH-USD:

-1.07

Ulcer Index

NEAR-USD:

38.16%

ETH-USD:

24.35%

Daily Std Dev

NEAR-USD:

93.94%

ETH-USD:

54.19%

Max Drawdown

NEAR-USD:

-95.13%

ETH-USD:

-93.96%

Current Drawdown

NEAR-USD:

-78.83%

ETH-USD:

-36.05%

Returns By Period

In the year-to-date period, NEAR-USD achieves a -12.52% return, which is significantly lower than ETH-USD's -7.66% return.


NEAR-USD

YTD

-12.52%

1M

-16.33%

6M

-16.77%

1Y

42.63%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-7.66%

1M

-8.13%

6M

-6.15%

1Y

32.80%

5Y*

75.53%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1313
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 66
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1111
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 3535
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-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.


Sharpe ratio
The chart of Sharpe ratio for NEAR-USD, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61-0.42
The chart of Sortino ratio for NEAR-USD, currently valued at -0.64, compared to the broader market0.002.004.00-0.64-0.25
The chart of Omega ratio for NEAR-USD, currently valued at 0.94, compared to the broader market1.001.201.400.940.98
The chart of Calmar ratio for NEAR-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.03
The chart of Martin ratio for NEAR-USD, currently valued at -1.52, compared to the broader market0.0010.0020.0030.0040.0050.00-1.52-1.07
NEAR-USD
ETH-USD

The current NEAR-USD Sharpe Ratio is -0.61, which is lower than the ETH-USD Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of NEAR-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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.61
-0.42
NEAR-USD
ETH-USD

Drawdowns

NEAR-USD vs. ETH-USD - Drawdown Comparison

The maximum NEAR-USD drawdown since its inception was -95.13%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for NEAR-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%AugustSeptemberOctoberNovemberDecember2025
-78.83%
-36.05%
NEAR-USD
ETH-USD

Volatility

NEAR-USD vs. ETH-USD - Volatility Comparison

NEAR Protocol (NEAR-USD) has a higher volatility of 27.20% compared to Ethereum (ETH-USD) at 17.92%. This indicates that NEAR-USD'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.


15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
27.20%
17.92%
NEAR-USD
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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