^VVIX vs. ETH-USD
Compare and contrast key facts about CBOE VIX Volatility Index (^VVIX) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^VVIX or ETH-USD.
Key characteristics
| ^VVIX | ETH-USD | |
|---|---|---|
| YTD Return | 37.22% | -2.52% |
| 1Y Return | 36.14% | 34.98% |
| 3Y Return (Ann) | 2.41% | -13.42% |
| 5Y Return (Ann) | 4.76% | 65.09% |
| Sharpe Ratio | 0.43 | -0.07 |
| Daily Std Dev | 94.34% | 50.53% |
| Max Drawdown | -78.10% | -93.96% |
| Current Drawdown | -42.52% | -53.79% |
Correlation
The correlation between ^VVIX and ETH-USD is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^VVIX vs. ETH-USD - Performance Comparison
In the year-to-date period, ^VVIX achieves a 37.22% return, which is significantly higher than ETH-USD's -2.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^VVIX vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) 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.
Drawdowns
^VVIX vs. ETH-USD - Drawdown Comparison
The maximum ^VVIX drawdown since its inception was -78.10%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ^VVIX and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
^VVIX vs. ETH-USD - Volatility Comparison
CBOE VIX Volatility Index (^VVIX) has a higher volatility of 47.74% compared to Ethereum (ETH-USD) at 22.76%. This indicates that ^VVIX'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.