TMRAF vs. ETH-USD
TMRAF (Tomra Systems ASA) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, TMRAF returned 13.79%/yr vs 61.34%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
TMRAF vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMRAF achieves a -25.51% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, TMRAF has underperformed ETH-USD with an annualized return of 13.79%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
TMRAF
- 1D
- 0.00%
- 1M
- -1.66%
- YTD
- -25.51%
- 6M
- -19.86%
- 1Y
- -34.94%
- 3Y*
- -12.47%
- 5Y*
- -9.57%
- 10Y*
- 13.79%
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%
TMRAF vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMRAF Tomra Systems ASA | -25.51% | 7.13% | 13.87% | -32.05% | -27.02% | 50.97% | 51.54% | 46.27% | 48.12% | 82.30% |
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 TMRAF and ETH-USD is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMRAF vs. ETH-USD — Risk / Return Rank
TMRAF
ETH-USD
TMRAF vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tomra Systems ASA (TMRAF) 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.
| TMRAF | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.96 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.50 | -0.24 |
| Martin ratioReturn relative to average drawdown | -1.38 | -0.88 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TMRAF | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.50 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | -0.12 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.65 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.75 | -0.53 |
Drawdowns
TMRAF vs. ETH-USD - Drawdown Comparison
The maximum TMRAF drawdown since its inception was -71.64%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for TMRAF and ETH-USD.
Loading charts...
Drawdown Indicators
| TMRAF | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.64% | -94.01% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -47.39% | -67.53% | +20.14% |
Max Drawdown (3Y)Largest decline over 3 years | -56.94% | -67.53% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -71.64% | -79.35% | +7.71% |
Max Drawdown (10Y)Largest decline over 10 years | -71.64% | -94.01% | +22.37% |
Current DrawdownCurrent decline from peak | -59.61% | -65.60% | +5.99% |
Average DrawdownAverage peak-to-trough decline | -20.64% | -50.89% | +30.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.28% | 44.58% | -19.30% |
Volatility
TMRAF vs. ETH-USD - Volatility Comparison
Tomra Systems ASA (TMRAF) has a higher volatility of 19.65% compared to Ethereum (ETH-USD) at 16.88%. This indicates that TMRAF's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMRAF | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.65% | 16.88% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 40.54% | 46.80% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.41% | 56.55% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.64% | 59.65% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.89% | 78.04% | -28.15% |
Frequently Asked Questions
TMRAF and ETH-USD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMRAF has higher volatility (19.65%) compared to ETH-USD (16.88%). In terms of maximum drawdown, TMRAF dropped -71.64% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.50 vs -0.66), 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.
Find the right allocation for TMRAF and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer