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SBET vs. ETHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBET vs. ETHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SharpLink Gaming Ltd. (SBET) and iShares Ethereum Trust ETF (ETHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SBET having a -38.03% return and ETHA slightly lower at -39.46%.


SBET

1D
-4.65%
1M
-26.82%
YTD
-38.03%
6M
-47.69%
1Y
-88.98%
3Y*
5Y*
10Y*

ETHA

1D
-5.56%
1M
-23.58%
YTD
-39.46%
6M
-42.75%
1Y
-31.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBET vs. ETHA - Yearly Performance Comparison


2026 (YTD)20252024
SBET
SharpLink Gaming Ltd.
-38.03%15.65%15.22%
ETHA
iShares Ethereum Trust ETF
-39.46%-11.31%-3.62%

Correlation

The correlation between SBET and ETHA is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.45

Over the past year, SBET and ETHA have become more correlated (0.76) than their long-term average of 0.45, meaning their price movements have been converging.

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Return for Risk

SBET vs. ETHA — Risk / Return Rank

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

SBET
SBET Risk / Return Rank: 1111
Overall Rank
SBET Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SBET Sortino Ratio Rank: 1313
Sortino Ratio Rank
SBET Omega Ratio Rank: 1212
Omega Ratio Rank
SBET Calmar Ratio Rank: 22
Calmar Ratio Rank
SBET Martin Ratio Rank: 1717
Martin Ratio Rank

ETHA
ETHA Risk / Return Rank: 55
Overall Rank
ETHA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHA Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHA Omega Ratio Rank: 55
Omega Ratio Rank
ETHA Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHA Martin Ratio Rank: 55
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.

SBET vs. ETHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SharpLink Gaming Ltd. (SBET) and iShares Ethereum Trust ETF (ETHA). 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.


SBETETHADifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.88

0.97

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.51

-0.48

Martin ratioReturn relative to average drawdown

-1.12

-0.84

-0.28

SBET vs. ETHA - Sharpe Ratio Comparison

The current SBET Sharpe Ratio is -0.62, which is lower than the ETHA Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SBET and ETHA, 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


SBETETHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.47

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

-0.41

+0.30

Drawdowns

SBET vs. ETHA - Drawdown Comparison

The maximum SBET drawdown since its inception was -93.01%, which is greater than ETHA's maximum drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for SBET and ETHA.


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Drawdown Indicators


SBETETHADifference

Max Drawdown

Largest peak-to-trough decline

-93.01%

-64.02%

-28.99%

Max Drawdown (1Y)

Largest decline over 1 year

-90.64%

-62.89%

-27.75%

Current Drawdown

Current decline from peak

-93.01%

-62.89%

-30.12%

Average Drawdown

Average peak-to-trough decline

-65.70%

-32.65%

-33.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

79.14%

37.73%

+41.41%

Volatility

SBET vs. ETHA - Volatility Comparison

SharpLink Gaming Ltd. (SBET) has a higher volatility of 18.65% compared to iShares Ethereum Trust ETF (ETHA) at 10.15%. This indicates that SBET's price experiences larger fluctuations and is considered to be riskier than ETHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBETETHADifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

10.15%

+8.50%

Volatility (6M)

Calculated over the trailing 6-month period

56.20%

46.25%

+9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

143.78%

68.61%

+75.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

341.43%

72.53%

+268.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

341.43%

72.53%

+268.90%

Dividends

SBET vs. ETHA - Dividend Comparison

Neither SBET nor ETHA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SBET and ETHA have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBET has higher volatility (18.65%) compared to ETHA (10.15%). In terms of maximum drawdown, SBET dropped -93.01% vs ETHA's -64.02%.

ETHA currently has the higher Sharpe Ratio (-0.47 vs -0.62), 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.

Portfolio Optimizer

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