WZZZY vs. ETH-USD
WZZZY (Wizz Air Holdings PLC) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, WZZZY returned -26.62%/yr vs -5.69%/yr for ETH-USD. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
WZZZY vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, WZZZY achieves a -16.83% return, which is significantly higher than ETH-USD's -36.94% return.
WZZZY
- 1D
- 0.00%
- 1M
- -9.55%
- 6M
- -22.19%
- YTD
- -16.83%
- 1Y
- -12.82%
- 3Y*
- -21.20%
- 5Y*
- -26.62%
- 10Y*
- —
- ALL TIME*
- -12.11%
ETH-USD
- 1D
- 1.51%
- 1M
- 6.54%
- 6M
- -17.51%
- YTD
- -36.94%
- 1Y
- -44.85%
- 3Y*
- 0.66%
- 5Y*
- -5.69%
- 10Y*
- 66.66%
- ALL TIME*
- 79.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ETH-USD Ethereum | $18.30T | $18.49T | $25.83T |
| $14.47 | $219.79 | $361.78 |
WZZZY vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WZZZY Wizz Air Holdings PLC | -16.83% | -6.75% | -15.95% | -24.44% | -49.86% | -2.33% | 76.47% | 0.00% |
ETH-USD Ethereum | -36.94% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -3.27% |
Correlation
The correlation between WZZZY and ETH-USD is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2019 | 0.04 |
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Return for Risk
WZZZY vs. ETH-USD — Risk / Return Rank
WZZZY
ETH-USD
WZZZY vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wizz Air Holdings PLC (WZZZY) 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.
| WZZZY | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.92 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.66 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.47 | -0.98 | +0.52 |
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Drawdowns
WZZZY vs. ETH-USD - Drawdown Comparison
The maximum WZZZY drawdown since its inception was -83.89%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for WZZZY and ETH-USD.
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Drawdown Indicators
| WZZZY | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.89% | -94.01% | +10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -44.87% | -67.60% | +22.73% |
Max Drawdown (3Y)Largest decline over 3 years | -63.75% | -67.60% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -83.89% | -79.35% | -4.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -79.90% | -61.27% | -18.63% |
Average DrawdownAverage peak-to-trough decline | -50.78% | -51.05% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.69% | 34.91% | -7.22% |
Volatility
WZZZY vs. ETH-USD - Volatility Comparison
The current volatility for Wizz Air Holdings PLC (WZZZY) is 8.14%, while Ethereum (ETH-USD) has a volatility of 11.59%. This indicates that WZZZY 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
| WZZZY | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 11.59% | -3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 49.98% | 43.68% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.50% | 54.71% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.19% | 58.51% | +9.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.26% | 76.01% | -4.75% |
Frequently Asked Questions
WZZZY and ETH-USD have a correlation of 0.08, 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 (11.59%) compared to WZZZY (8.14%). In terms of maximum drawdown, WZZZY dropped -83.89% vs ETH-USD's -94.01%.
WZZZY currently has the higher Sharpe Ratio (-0.21 vs -0.68), 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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