RUB=X vs. ETH-USD
Compare and contrast key facts about USD/RUB (RUB=X) and Ethereum (ETH-USD).
Performance
RUB=X vs. ETH-USD - Performance Comparison
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RUB=X vs. ETH-USD - Yearly Performance Comparison
Different Trading Currencies
RUB=X is traded in RUB, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to RUB using the latest available exchange rates.
Returns By Period
In the year-to-date period, RUB=X achieves a 1.40% return, which is significantly higher than ETH-USD's -26.76% return. Over the past 10 years, RUB=X has underperformed ETH-USD with an annualized return of 1.60%, while ETH-USD has yielded a comparatively higher 71.90% annualized return.
RUB=X
- 1D
- -0.11%
- 1M
- 3.28%
- YTD
- 1.40%
- 6M
- -2.84%
- 1Y
- -4.81%
- 3Y*
- 0.65%
- 5Y*
- 0.94%
- 10Y*
- 1.60%
ETH-USD
- 1D
- 0.00%
- 1M
- 11.61%
- YTD
- -26.76%
- 6M
- -53.60%
- 1Y
- 13.65%
- 3Y*
- 6.46%
- 5Y*
- 1.01%
- 10Y*
- 71.90%
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Return for Risk
RUB=X vs. ETH-USD — Risk / Return Rank
RUB=X
ETH-USD
RUB=X vs. ETH-USD - Risk-Adjusted Trends Comparison
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.
| RUB=X | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 0.18 | -0.41 |
Sortino ratioReturn per unit of downside risk | -0.22 | 0.83 | -1.05 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.09 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.84 | +0.86 |
Martin ratioReturn relative to average drawdown | 0.05 | -1.42 | +1.47 |
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
| RUB=X | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.18 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.01 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.73 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.81 | -0.52 |
Correlation
The correlation between RUB=X and ETH-USD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
RUB=X vs. ETH-USD - Drawdown Comparison
The maximum RUB=X drawdown since its inception was -62.40%, smaller than the maximum ETH-USD drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for RUB=X and ETH-USD.
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Drawdown Indicators
| RUB=X | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -94.01% | +31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -62.26% | +48.19% |
Max Drawdown (5Y)Largest decline over 5 years | -62.40% | -79.35% | +16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -62.40% | -94.01% | +31.61% |
Current DrawdownCurrent decline from peak | -42.00% | -57.51% | +15.51% |
Average DrawdownAverage peak-to-trough decline | -20.05% | -50.82% | +30.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 36.50% | -31.00% |
Volatility
RUB=X vs. ETH-USD - Volatility Comparison
The current volatility for USD/RUB (RUB=X) is 6.29%, while Ethereum (ETH-USD) has a volatility of 17.58%. 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.
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Volatility by Period
| RUB=X | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 17.58% | -11.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 52.97% | -42.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 64.35% | -47.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.51% | 67.43% | -37.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 81.45% | -58.10% |