BSOL vs ETHA: Returns, Risk & Full Comparison | Redstone

BSOL vs ETHA: Returns, Risk & Full Comparison | Redstone

Performance

BSOL-44.11%ETHA-39.71%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
BSOL	-2.46%	-17.69%	—	—	—	—
ETHA	-1.62%	-22.94%	-39.71%	—	-63.02%	-0.57

Current Drawdown

BSOL-44.11%ETHA-42.77%

Rolling Volatility

BSOL+3.86%ETHA+2.71%

METRICS

Correlation Matrix

	BSOL	ETHA
BSOL	1.00	0.88
ETHA	0.88	1.00

Metrics

Risk Indicators

BSOLETHA

Alpha

—

-58.62%

Beta

—

2.46x

Sharpe

—

-0.57

Sortino

—

-0.80

Omega

—

0.91

Calmar

—

-0.63

Martin

—

-0.81

Comparisons

More BSOL comparisons

More ETHA comparisons