RUBUSD=X vs. ETH-USD
RUBUSD=X (RUB/USD) is a currency, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, RUBUSD=X returned -1.85%/yr vs 66.66%/yr for ETH-USD. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
RUBUSD=X vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, RUBUSD=X achieves a -0.33% return, which is significantly higher than ETH-USD's -36.94% return. Over the past 10 years, RUBUSD=X has underperformed ETH-USD with an annualized return of -1.85%, while ETH-USD has yielded a comparatively higher 66.66% annualized return.
RUBUSD=X
- 1D
- -0.01%
- 1M
- -3.00%
- 6M
- -4.24%
- YTD
- -0.33%
- 1Y
- 0.94%
- 3Y*
- 6.06%
- 5Y*
- -1.64%
- 10Y*
- -1.85%
- ALL TIME*
- -5.84%
ETH-USD
- 1D
- 1.51%
- 1M
- 6.54%
- 6M
- -17.51%
- YTD
- -36.94%
- 1Y
- -44.85%
- 3Y*
- 0.66%
- 5Y*
- -5.69%
- 10Y*
- 66.66%
- ALL TIME*
- 79.63%
Liquidity Comparison
RUBUSD=X vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between RUBUSD=X and ETH-USD is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.06 |
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Return for Risk
RUBUSD=X vs. ETH-USD — Risk / Return Rank
RUBUSD=X
ETH-USD
RUBUSD=X vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=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.
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.
| RUBUSD=X | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | -0.66 | +0.72 |
| Martin ratioReturn relative to average drawdown | 0.16 | -0.98 | +1.14 |
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Drawdowns
RUBUSD=X vs. ETH-USD - Drawdown Comparison
The maximum RUBUSD=X drawdown since its inception was -83.48%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and ETH-USD.
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Drawdown Indicators
| RUBUSD=X | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | -94.01% | +10.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -67.60% | +54.53% |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | -67.60% | +40.99% |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | -79.35% | +25.44% |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | -94.01% | +33.80% |
Current DrawdownCurrent decline from peak | -70.89% | -61.27% | -9.62% |
Average DrawdownAverage peak-to-trough decline | -50.44% | -51.05% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 34.91% | -29.75% |
Volatility
RUBUSD=X vs. ETH-USD - Volatility Comparison
The current volatility for RUB/USD (RUBUSD=X) is 2.90%, while Ethereum (ETH-USD) has a volatility of 11.59%. This indicates that RUBUSD=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
| RUBUSD=X | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 11.59% | -8.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 43.68% | -31.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 54.71% | -39.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.73% | 58.51% | -18.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.92% | 76.01% | -46.09% |
Frequently Asked Questions
RUBUSD=X and ETH-USD have a correlation of 0.03, 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 (11.59%) compared to RUBUSD=X (2.90%). In terms of maximum drawdown, RUBUSD=X dropped -83.48% vs ETH-USD's -94.01%.
RUBUSD=X currently has the higher Sharpe Ratio (0.05 vs -0.68), 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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