Ethereum measured against BNB over three years of daily closes: returns, risk, drawdowns and risk-adjusted ratios. Change the assets, benchmark or period in the bar above the report.
Snapshot as of
1,095 common daily closes, Nov 9, 2023 to Nov 7, 2026. Risk-free rate 4.0% (3-month US T-bill), 365-day annualization.
BNB has the highest risk-adjusted score. It leads ETH by 19.9 points.
| BNBBenchmark | 48.5 | Weak |
| ETH | 28.6 | Risk High |
| 2026 (to Nov 7) | −24.65% | −19.55% |
| 2025 | −11.63% | +22.37% |
| 2024 | +46.51% | +121.85% |
| 2023 (from Nov 9) | +21.43% | +28.49% |
| BNBBenchmark | +180.64% | +41.13% | +16.58% | −12.81% |
| ETH | +18.46% | +5.82% | +21.55% | −14.91% |
| ETH | −67.50% | Aug 23, 2025 | Jun 26, 2026 | Not yet | 441d |
| ETH | −63.81% | Mar 12, 2024 | Apr 9, 2025 | Aug 10, 2025 | 516d |
| BNBBenchmark | −58.26% | Oct 9, 2025 | Jul 1, 2026 | Not yet | 394d |
| BNBBenchmark | −34.68% | Jun 7, 2024 | Aug 6, 2024 | Dec 4, 2024 | 180d |
| BNBBenchmark | −29.27% | Dec 8, 2024 | Mar 11, 2025 | Jul 21, 2025 | 225d |
| ETH | −15.34% | Jan 12, 2024 | Jan 26, 2024 | Feb 13, 2024 | 32d |
| 2026 | −24.65% | −8.9% | −28.6% | +4.8% | +11.3% | −10.3% | −20.4% | +19.1% | +26.0% | +10.8% | −16.2% | −0.3% | — |
| 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 | +21.43% | — | — | — | — | — | — | — | — | — | — | +7.5% | +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.