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

Performance

VTI vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) 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, VTI achieves a 10.16% return, which is significantly higher than ETH-USD's -46.31% return. Over the past 10 years, VTI has underperformed ETH-USD with an annualized return of 14.92%, while ETH-USD has yielded a comparatively higher 62.59% annualized return.


VTI

1D
1.35%
1M
-1.17%
YTD
10.16%
6M
9.14%
1Y
22.82%
3Y*
20.13%
5Y*
12.06%
10Y*
14.92%

ETH-USD

1D
1.49%
1M
-21.13%
YTD
-46.31%
6M
-45.72%
1Y
-36.31%
3Y*
-6.26%
5Y*
-6.90%
10Y*
62.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF
10.16%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
ETH-USD
Ethereum
-46.31%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between VTI and ETH-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.31

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

0.33

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.18

Over the past year, VTI and ETH-USD have become more correlated (0.38) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

VTI vs. ETH-USD — Risk / Return Rank

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

VTI
VTI Risk / Return Rank: 6464
Overall Rank
VTI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6161
Sortino Ratio Rank
VTI Omega Ratio Rank: 6363
Omega Ratio Rank
VTI Calmar Ratio Rank: 6161
Calmar Ratio Rank
VTI Martin Ratio Rank: 7272
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7070
Overall Rank
ETH-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.


VTIETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.32

0.95

+0.37

Calmar ratioReturn relative to maximum drawdown

2.57

-0.54

+3.11

Martin ratioReturn relative to average drawdown

11.29

-0.87

+12.16

VTI vs. ETH-USD - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.79, which is higher than the ETH-USD Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of VTI 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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Drawdowns

VTI vs. ETH-USD - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VTI and ETH-USD.


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Drawdown Indicators


VTIETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-94.01%

+38.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-67.60%

+58.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-67.60%

+48.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-79.35%

+53.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-94.01%

+59.01%

Current Drawdown

Current decline from peak

-1.65%

-67.03%

+65.38%

Average Drawdown

Average peak-to-trough decline

-8.01%

-50.95%

+42.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

42.23%

-40.20%

Volatility

VTI vs. ETH-USD - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 5.03%, while Ethereum (ETH-USD) has a volatility of 18.46%. This indicates that VTI 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


VTIETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

18.46%

-13.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

46.40%

-36.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

55.72%

-42.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

58.96%

-41.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

76.95%

-58.66%

Frequently Asked Questions


VTI and ETH-USD have a correlation of 0.38, 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 (18.46%) compared to VTI (5.03%). In terms of maximum drawdown, VTI dropped -55.45% vs ETH-USD's -94.01%.

VTI currently has the higher Sharpe Ratio (1.79 vs -0.54), 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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