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 -25.08%/yr vs -2.20%/yr for ETH-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
WZZZY vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, WZZZY achieves a -10.34% return, which is significantly higher than ETH-USD's -39.86% return.
WZZZY
- 1D
- 0.00%
- 1M
- 8.33%
- 6M
- -10.34%
- YTD
- -10.34%
- 1Y
- 8.79%
- 3Y*
- -21.94%
- 5Y*
- -25.08%
- 10Y*
- —
ETH-USD
- 1D
- -1.18%
- 1M
- 6.19%
- 6M
- -42.29%
- YTD
- -39.86%
- 1Y
- -39.99%
- 3Y*
- -2.73%
- 5Y*
- -2.20%
- 10Y*
- 64.92%
WZZZY vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WZZZY Wizz Air Holdings PLC | -10.34% | -6.75% | -15.95% | -24.44% | -49.86% | -2.33% | 76.47% | 0.00% |
ETH-USD Ethereum | -39.86% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -3.27% |
Correlation
The correlation between WZZZY and ETH-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2019 | 0.03 |
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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 | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.94 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | -0.59 | +0.79 |
| Martin ratioReturn relative to average drawdown | 0.33 | -0.92 | +1.25 |
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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 | -64.63% | -67.60% | +2.97% |
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 | -78.33% | -63.07% | -15.26% |
Average DrawdownAverage peak-to-trough decline | -50.51% | -51.00% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.78% | 36.45% | -9.67% |
Volatility
WZZZY vs. ETH-USD - Volatility Comparison
Wizz Air Holdings PLC (WZZZY) has a higher volatility of 13.37% compared to Ethereum (ETH-USD) at 12.59%. This indicates that WZZZY's price experiences larger fluctuations and is considered to be riskier 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 | 13.37% | 12.59% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 49.82% | 46.69% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.25% | 55.16% | +9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.55% | 58.69% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.52% | 76.79% | -5.27% |
Frequently Asked Questions
WZZZY and ETH-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WZZZY has higher volatility (13.37%) compared to ETH-USD (12.59%). In terms of maximum drawdown, WZZZY dropped -83.89% vs ETH-USD's -94.01%.
WZZZY currently has the higher Sharpe Ratio (0.14 vs -0.60), 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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