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VCSH vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VCSH vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCSH achieves a 0.44% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, VCSH has underperformed ETH-USD with an annualized return of 2.66%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.


VCSH

1D
0.03%
1M
-0.26%
YTD
0.44%
6M
0.92%
1Y
4.56%
3Y*
5.56%
5Y*
2.26%
10Y*
2.66%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSH
Vanguard Short-Term Corporate Bond ETF
0.44%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%
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 VCSH and ETH-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2015

0.06

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Return for Risk

VCSH vs. ETH-USD — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 8282
Overall Rank
VCSH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9090
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8686
Omega Ratio Rank
VCSH Calmar Ratio Rank: 7272
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7777
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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.

VCSH vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) 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.


VCSHETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.95

Sortino ratioReturn per unit of downside risk

+4.21

Omega ratioGain probability vs. loss probability

1.48

0.96

+0.52

Calmar ratioReturn relative to maximum drawdown

3.27

-0.50

+3.77

Martin ratioReturn relative to average drawdown

13.41

-0.88

+14.29

VCSH vs. ETH-USD - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.45, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of VCSH and ETH-USD, 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


VCSHETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

-0.50

+2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

-0.12

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.65

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.75

+0.27

Drawdowns

VCSH vs. ETH-USD - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VCSH and ETH-USD.


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Drawdown Indicators


VCSHETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-94.01%

+81.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-67.53%

+66.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-67.53%

+66.13%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-79.35%

+69.87%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-94.01%

+81.15%

Current Drawdown

Current decline from peak

-0.52%

-65.60%

+65.08%

Average Drawdown

Average peak-to-trough decline

-0.97%

-50.89%

+49.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

44.58%

-44.24%

Volatility

VCSH vs. ETH-USD - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond ETF (VCSH) is 0.61%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VCSH 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


VCSHETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

16.88%

-16.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

46.80%

-45.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

56.55%

-54.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

59.65%

-56.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

78.04%

-74.69%

Frequently Asked Questions


VCSH and ETH-USD have a correlation of 0.14, 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 (16.88%) compared to VCSH (0.61%). In terms of maximum drawdown, VCSH dropped -12.86% vs ETH-USD's -94.01%.

VCSH currently has the higher Sharpe Ratio (2.45 vs -0.50), 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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