VUG vs. ETH-USD
VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VUG returned 18.30%/yr vs 60.62%/yr for ETH-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
VUG vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VUG achieves a 7.94% return, which is significantly higher than ETH-USD's -39.71% return. Over the past 10 years, VUG has underperformed ETH-USD with an annualized return of 18.30%, while ETH-USD has yielded a comparatively higher 60.62% annualized return.
VUG
- 1D
- 2.81%
- 1M
- 0.27%
- YTD
- 7.94%
- 6M
- 9.17%
- 1Y
- 26.29%
- 3Y*
- 24.04%
- 5Y*
- 14.43%
- 10Y*
- 18.30%
ETH-USD
- 1D
- 3.70%
- 1M
- -17.95%
- YTD
- -39.71%
- 6M
- -39.66%
- 1Y
- -29.80%
- 3Y*
- 1.37%
- 5Y*
- -5.46%
- 10Y*
- 60.62%
VUG vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 7.94% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
ETH-USD Ethereum | -39.71% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VUG and ETH-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
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 | 0.17 |
The correlation between VUG and ETH-USD shifts across timeframes, from 0.17 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VUG vs. ETH-USD — Risk / Return Rank
VUG
ETH-USD
VUG vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.
| VUG | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.97 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.44 | +2.04 |
| Martin ratioReturn relative to average drawdown | 5.50 | -0.75 | +6.25 |
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Drawdowns
VUG vs. ETH-USD - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VUG and ETH-USD.
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Drawdown Indicators
| VUG | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -94.01% | +43.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -67.53% | +51.00% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -67.53% | +44.68% |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | -79.35% | +43.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -94.01% | +58.40% |
Current DrawdownCurrent decline from peak | -2.90% | -62.98% | +60.08% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -50.90% | +43.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 44.13% | -39.34% |
Volatility
VUG vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Growth ETF (VUG) is 6.32%, while Ethereum (ETH-USD) has a volatility of 18.00%. This indicates that VUG 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
| VUG | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 18.00% | -11.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 46.43% | -33.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 56.16% | -39.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 59.57% | -37.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 77.81% | -56.30% |
Frequently Asked Questions
VUG and ETH-USD have a correlation of 0.37, 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 (18.00%) compared to VUG (6.32%). In terms of maximum drawdown, VUG dropped -50.68% vs ETH-USD's -94.01%.
VUG currently has the higher Sharpe Ratio (1.59 vs -0.44), 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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