BITO vs ETHA: returns, Sharpe ratio and drawdown
Performance
BITO-40.45%ETHA-39.71%
Summary
BITO vs ETHA
Over the past year, ETHA returned -39.71% against -40.45% for BITO. ETHA had the higher Sharpe ratio over the past year (-0.57 vs -0.98), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -57.84% for BITO and -63.02% for ETHA.
Current Drawdown
BITO-42.53%ETHA-42.77%
Rolling Volatility
BITO+2.24%ETHA+2.71%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BITOETHA
Alpha
BITO
-62.09%
ETHA
-58.62%
Beta
BITO
1.74x
ETHA
2.46x
Sharpe
BITO
-0.98
ETHA
-0.57
Sortino
BITO
-1.33
ETHA
-0.80
Omega
BITO
0.85
ETHA
0.91
Calmar
BITO
-0.70
ETHA
-0.63
Martin
BITO
-1.05
ETHA
-0.81
Comparisons