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WISE.L vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

WISE.L vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Wise plc (WISE.L) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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WISE.L vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WISE.L
Wise plc
3.03%-16.42%21.97%55.29%-25.61%-14.02%
ETH-USD
Ethereum
-26.14%-17.26%47.37%82.17%-63.50%61.78%
Different Trading Currencies

WISE.L is traded in GBp, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WISE.L achieves a 3.03% return, which is significantly higher than ETH-USD's -26.14% return.


WISE.L

1D
1.66%
1M
5.64%
YTD
3.03%
6M
-8.84%
1Y
-5.75%
3Y*
19.07%
5Y*
10Y*

ETH-USD

1D
2.24%
1M
7.52%
YTD
-26.14%
6M
-49.62%
1Y
10.31%
3Y*
3.26%
5Y*
1.05%
10Y*
69.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WISE.L vs. ETH-USD — Risk / Return Rank

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

WISE.L
WISE.L Risk / Return Rank: 3131
Overall Rank
WISE.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WISE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
WISE.L Omega Ratio Rank: 2828
Omega Ratio Rank
WISE.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
WISE.L Martin Ratio Rank: 3434
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7979
Overall Rank
ETH-USD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 8484
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 8383
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6868
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.

WISE.L vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wise plc (WISE.L) 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.


WISE.LETH-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.17

0.14

-0.31

Sortino ratio

Return per unit of downside risk

-0.03

0.75

-0.78

Omega ratio

Gain probability vs. loss probability

1.00

1.08

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.22

-0.82

+0.60

Martin ratio

Return relative to average drawdown

-0.40

-1.43

+1.03

WISE.L vs. ETH-USD - Sharpe Ratio Comparison

The current WISE.L Sharpe Ratio is -0.17, which is lower than the ETH-USD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of WISE.L and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WISE.LETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

0.14

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.82

-0.80

Correlation

The correlation between WISE.L and ETH-USD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

WISE.L vs. ETH-USD - Drawdown Comparison

The maximum WISE.L drawdown since its inception was -74.14%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for WISE.L and ETH-USD.


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Drawdown Indicators


WISE.LETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-94.01%

+19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-30.17%

-62.26%

+32.09%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-20.86%

-55.38%

+34.52%

Average Drawdown

Average peak-to-trough decline

-32.60%

-50.81%

+18.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.61%

36.32%

-19.71%

Volatility

WISE.L vs. ETH-USD - Volatility Comparison

The current volatility for Wise plc (WISE.L) is 6.88%, while Ethereum (ETH-USD) has a volatility of 17.44%. This indicates that WISE.L 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


WISE.LETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

17.44%

-10.56%

Volatility (6M)

Calculated over the trailing 6-month period

23.32%

51.17%

-27.85%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

61.65%

-28.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.40%

62.33%

-20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.40%

79.79%

-38.39%