VOO vs. ETH-USD
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VOO returned 15.50%/yr vs 56.61%/yr for ETH-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
VOO vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.08% return, which is significantly higher than ETH-USD's -43.80% return. Over the past 10 years, VOO has underperformed ETH-USD with an annualized return of 15.50%, while ETH-USD has yielded a comparatively higher 56.61% annualized return.
VOO
- 1D
- 0.55%
- 1M
- -0.07%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 24.36%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
VOO vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VOO and ETH-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, VOO and ETH-USD have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
VOO vs. ETH-USD — Risk / Return Rank
VOO
ETH-USD
VOO vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.
| VOO | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.95 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.55 | +3.30 |
| Martin ratioReturn relative to average drawdown | 12.42 | -0.94 | +13.37 |
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Drawdowns
VOO vs. ETH-USD - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VOO and ETH-USD.
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Drawdown Indicators
| VOO | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -94.01% | +60.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -67.53% | +58.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -67.53% | +48.84% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -79.35% | +54.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -94.01% | +60.02% |
Current DrawdownCurrent decline from peak | -2.34% | -65.49% | +63.15% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -50.89% | +47.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 45.31% | -43.34% |
Volatility
VOO vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while Ethereum (ETH-USD) has a volatility of 17.22%. This indicates that VOO 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
| VOO | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 17.22% | -12.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 46.29% | -36.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 56.20% | -43.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 59.59% | -42.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 77.89% | -59.86% |
Frequently Asked Questions
VOO and ETH-USD have a correlation of 0.40, 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 (17.22%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs ETH-USD's -94.01%.
VOO currently has the higher Sharpe Ratio (1.99 vs -0.55), 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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