PG vs. ETH-USD
PG (The Procter & Gamble Company) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, PG returned 8.96%/yr vs 57.05%/yr for ETH-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
PG vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than ETH-USD's -43.34% return. Over the past 10 years, PG has underperformed ETH-USD with an annualized return of 8.96%, while ETH-USD has yielded a comparatively higher 57.05% annualized return.
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
PG vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between PG and ETH-USD is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.02 |
The correlation between PG and ETH-USD shifts across timeframes, from -0.08 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. ETH-USD — Risk / Return Rank
PG
ETH-USD
PG vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PG | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.96 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.52 | +0.15 |
| Martin ratioReturn relative to average drawdown | -0.68 | -0.89 | +0.21 |
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Drawdowns
PG vs. ETH-USD - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for PG and ETH-USD.
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Drawdown Indicators
| PG | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -94.01% | +39.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -67.53% | +52.01% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -67.53% | +46.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -79.35% | +55.58% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -94.01% | +70.24% |
Current DrawdownCurrent decline from peak | -13.29% | -65.20% | +51.91% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -50.89% | +38.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 45.49% | -36.69% |
Volatility
PG vs. ETH-USD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that PG 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
| PG | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 17.20% | -10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 46.29% | -31.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 56.08% | -37.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 59.55% | -41.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 77.88% | -58.83% |
Frequently Asked Questions
PG and ETH-USD have a correlation of -0.08, 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 (17.20%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs ETH-USD's -94.01%.
PG currently has the higher Sharpe Ratio (-0.30 vs -0.52), 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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