RUB=X vs. ETH-USD

In the year-to-date period, RUB=X achieves a -14.98% return, which is significantly higher than ETH-USD's -20.15% return.

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This table presents a comparison of risk-adjusted performance metrics for USD/RUB (RUB=X) 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 current RUB=X Sharpe Ratio is 0.19, which is higher than the ETH-USD Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of RUB=X 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.

The maximum RUB=X drawdown since its inception was -99.02%, which is greater than ETH-USD's maximum drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for RUB=X and ETH-USD. For additional features, visit the drawdowns tool.

The current volatility for USD/RUB (RUB=X) is 1.86%, while Ethereum (ETH-USD) has a volatility of 19.04%. This indicates that RUB=X 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.