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

Performance

PLD vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prologis, Inc. (PLD) 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, PLD achieves a 12.74% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, PLD has underperformed ETH-USD with an annualized return of 14.19%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.


PLD

1D
-1.22%
1M
-0.91%
YTD
12.74%
6M
14.51%
1Y
35.80%
3Y*
9.00%
5Y*
5.89%
10Y*
14.19%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLD vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLD
Prologis, Inc.
12.74%25.08%-18.12%21.58%-31.33%72.33%14.74%55.87%-6.25%25.94%
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 PLD and ETH-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.15

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

0.17

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.07

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Return for Risk

PLD vs. ETH-USD — Risk / Return Rank

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

PLD
PLD Risk / Return Rank: 8585
Overall Rank
PLD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
PLD Omega Ratio Rank: 8181
Omega Ratio Rank
PLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLD Martin Ratio Rank: 9191
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Prologis, Inc. (PLD) 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.


PLDETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.30

0.96

+0.34

Calmar ratioReturn relative to maximum drawdown

3.75

-0.50

+4.25

Martin ratioReturn relative to average drawdown

12.35

-0.88

+13.22

PLD vs. ETH-USD - Sharpe Ratio Comparison

The current PLD Sharpe Ratio is 1.70, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of PLD 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


PLDETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

-0.50

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.12

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.75

-0.41

Drawdowns

PLD vs. ETH-USD - Drawdown Comparison

The maximum PLD drawdown since its inception was -84.70%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for PLD and ETH-USD.


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Drawdown Indicators


PLDETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-84.70%

-94.01%

+9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-67.53%

+57.94%

Max Drawdown (3Y)

Largest decline over 3 years

-31.37%

-67.53%

+36.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.30%

-79.35%

+36.05%

Max Drawdown (10Y)

Largest decline over 10 years

-43.30%

-94.01%

+50.71%

Current Drawdown

Current decline from peak

-6.67%

-65.60%

+58.93%

Average Drawdown

Average peak-to-trough decline

-17.36%

-50.89%

+33.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

44.58%

-41.67%

Volatility

PLD vs. ETH-USD - Volatility Comparison

The current volatility for Prologis, Inc. (PLD) is 5.54%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that PLD 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


PLDETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

16.88%

-11.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

46.80%

-32.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

56.55%

-35.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

59.65%

-32.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.98%

78.04%

-51.06%

Frequently Asked Questions


PLD and ETH-USD have a correlation of 0.12, 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 PLD (5.54%). In terms of maximum drawdown, PLD dropped -84.70% vs ETH-USD's -94.01%.

PLD currently has the higher Sharpe Ratio (1.70 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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