Coin Compare
Compare bitcoin, ethereum, altcoins, equities, and macro assets with performance, volatility, drawdown, and Sharpe ratio analysis.
Snapshot as of
1,095 common daily closes, Oct 12, 2023 to Oct 10, 2026. Risk-free rate 5.2% (10Y US Treasury), 365-day annualization.
BTC has the highest risk-adjusted score. It leads SOL by 2.9 points.
| BTCBenchmark | 52.6 | Moderate |
| SOL | 49.7 | Weak |
| ETH | 33.4 | Weak |
| 2026 | −16.25% | −12.62% | −6.56% |
| 2025 | −11.63% | −34.63% | −4.64% |
| 2024 | +46.51% | +87.52% | +119.60% |
| 2023 | +46.29% | +362.71% | +56.99% |
| SOL | +395.63% | +70.64% | +24.91% | −19.80% |
| BTCBenchmark | +207.18% | +45.45% | +11.94% | −14.07% |
| ETH | +58.63% | +16.65% | +21.55% | −14.91% |
| SOL | −76.28% | Jan 19, 2025 | Jun 7, 2026 | Not yet | 629d |
| ETH | −67.50% | Aug 23, 2025 | Jun 26, 2026 | Not yet | 413d |
| ETH | −63.81% | Mar 12, 2024 | Apr 9, 2025 | Aug 10, 2025 | 516d |
| BTCBenchmark | −53.05% | Oct 7, 2025 | Jul 1, 2026 | Not yet | 368d |
| SOL | −38.23% | Apr 1, 2024 | Sep 7, 2024 | Nov 11, 2024 | 224d |
| SOL | −30.82% | Dec 26, 2023 | Jan 23, 2024 | Mar 1, 2024 | 66d |
| BTCBenchmark | −28.15% | Jan 22, 2025 | Apr 9, 2025 | May 21, 2025 | 119d |
| BTCBenchmark | −26.18% | Mar 14, 2024 | Sep 7, 2024 | Nov 7, 2024 | 238d |
| ETH | −15.34% | Jan 12, 2024 | Jan 26, 2024 | Feb 13, 2024 | 32d |
| 2026 | −16.25% | −8.9% | −28.6% | +4.8% | +11.3% | −10.3% | −20.4% | +19.1% | +26.0% | +10.8% | −7.2% | — | — |
| 2025 | −11.63% | −3.4% | −29.0% | −21.6% | −0.4% | +40.5% | −1.0% | +52.2% | +14.9% | −3.6% | −9.8% | −21.4% | −0.7% |
| 2024 | +46.51% | +2.3% | +44.1% | +3.8% | −8.3% | +16.6% | −10.0% | −2.8% | −23.0% | +5.3% | 0.0% | +35.4% | −6.6% |
| 2023 | +46.29% | — | — | — | — | — | — | — | — | — | +15.5% | +12.1% | +13.0% |
Sharpe and Sortino measure excess return over the risk-free rate (“vs cash”); Information ratio and Treynor are the benchmark-relative measures. Sortino downside deviation uses the full sample as its denominator. VaR is 95% parametric (normal). Data: CoinGecko (crypto), Financial Modeling Prep and Yahoo Finance (stocks, indices, commodities). Past performance does not indicate future results.