Ethereum

10-Year Study

ETH-USD.CC · · · Crypto

Executive Summary: Ethereum has compounded at 67.4% annually over the last 10 years, with a maximum drawdown of 90.4% and an annualized volatility of 130.9%.

1Y CAGR
-8.4%
3Y CAGR
+7.8%
5Y CAGR
-3.0%
10Y CAGR
+67.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
90.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
132.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +9395.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -82.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-17.6-19.67.110.9————————-21.3%
2025-1.0-32.1-18.5-1.641.0-1.748.718.8-5.6-7.2-22.2-0.8-11.0%
20240.046.49.2-17.424.8-8.7-5.9-22.23.6-3.447.3-10.146.1%
202332.61.213.53.0-0.13.2-4.0-11.31.68.713.011.290.6%
2022-27.08.612.4-16.8-28.9-45.157.5-7.6-14.518.4-17.6-7.6-67.5%
202178.27.735.544.6-2.1-16.211.535.4-12.642.98.0-20.5399.1%
202039.022.0-39.255.411.3-2.052.725.9-17.37.459.020.0469.2%
2019-19.727.73.514.665.38.4-24.8-21.14.32.3-17.1-15.0-2.8%
201847.8-23.5-53.669.0-13.8-21.2-4.7-34.8-17.7-15.2-42.717.8-82.4%
201734.647.4216.357.9191.927.9-30.987.9-21.31.546.269.29395.8%
2016———-22.759.7-11.5-4.7-1.713.3-16.8-21.9-7.2-30.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 130.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.6% of variance. Idiosyncratic stock-specific factors contribute 4.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017729.1887658323485
2016-05-0112344.719219024872
2016-06-0110927.785856364508
2016-07-0110414.25937802751
2016-08-0110235.805568951995
2016-09-0111597.14172838042
2016-10-019644.583504363245
2016-11-017530.617767913015
2016-12-016988.293309708068
2017-01-019407.199837842432
2017-02-0113870.47858748795
2017-03-0143878.898452734604
2017-04-0169295.57139155112
2017-05-01202279.1374333436
2017-06-01258618.84102846443
2017-07-01178779.33028410227
2017-08-01335898.6324484577
2017-09-01264361.8247249823
2017-10-01268232.5675831858
2017-11-01392084.9118480366
2017-12-01663597.1390505533
2018-01-01980672.6860148949
2018-02-01749944.3191648978
2018-03-01347662.57247702393
2018-04-01587472.2975713825
2018-05-01506550.655172679
2018-06-01399158.160661555
2018-07-01380468.2905188557
2018-08-01248172.9379971241
2018-09-01204189.94878784168
2018-10-01173088.09301214947
2018-11-0199242.71060021778
2018-12-01116953.80197707487
2019-01-0193884.3484793196
2019-02-01119916.04048412268
2019-03-01124097.07460773528
2019-04-01142207.25455374384
2019-05-01235115.15731838322
2019-06-01254918.23476529692
2019-07-01191743.02045200652
2019-08-01151242.8595262895
2019-09-01157734.2111898243
2019-10-01161324.96514821006
2019-11-01133765.68303721194
2019-12-01113658.8450395461
2020-01-01157986.74223381776
2020-02-01192790.38908931008
2020-03-01117151.37431875743
2020-04-01182051.18000348166
2020-05-01202548.08514147633
2020-06-01198461.0034032955
2020-07-01303025.08995308925
2020-08-01381531.7756841018
2020-09-01315638.0815375654
2020-10-01339010.2589016854
2020-11-01539170.029735498
2020-12-01646997.3458643265
2021-01-011153142.6968432243
2021-02-011241766.9620387559
2021-03-011682257.3134346013
2021-04-012431891.286362193
2021-05-012380800.138699821
2021-06-011994604.982475538
2021-07-012224062.895583439
2021-08-013011121.936801164
2021-09-012632243.7463584947
2021-10-013760314.4662989215
2021-11-014061453.9013934107
2021-12-013229388.3751069726
2022-01-012357415.7191370907
2022-02-012559916.981810327
2022-03-012877750.6838400224
2022-04-012394165.753461442
2022-05-011703273.6140874855
2022-06-01935939.70013814
2022-07-011474562.5271124614
2022-08-011362463.271507886
2022-09-011164536.0491936204
2022-10-011379150.7171589502
2022-11-011136220.152575309
2022-12-011049477.1610431524
2023-01-011391270.6003641027
2023-02-011408247.6315693285
2023-03-011597774.5270352222
2023-04-011645919.5793113778
2023-05-011643469.549181161
2023-06-011695259.3935777089
2023-07-011627712.8989431057
2023-08-011443100.084517806
2023-09-011465481.5357793246
2023-10-011592896.0362669232
2023-11-011799935.2367556724
2023-12-012000676.4423733363
2024-01-012001617.5926624893
2024-02-012930608.777663919
2024-03-013198892.0131318863
2024-04-012641545.883754659
2024-05-013297256.8222285947
2024-06-013010382.0835685157
2024-07-012833600.051823838
2024-08-012204054.7441855143
2024-09-012282687.5774932397
2024-10-012206164.168123938
2024-11-013249621.02024279
2024-12-012922376.3205628693
2025-01-012892327.183078019
2025-02-011962472.3282816482
2025-03-011599052.9822156634
2025-04-011573004.2747005564
2025-05-012217816.8685178193
2025-06-012180439.7064584936
2025-07-013241730.968530159
2025-08-013849712.178681792
2025-09-013635688.9300914453
2025-10-013373596.2258045226
2025-11-012623854.652445665
2025-12-012601865.831430892
2026-01-012144159.145818208
2026-02-011723199.5487953052
2026-03-011845668.7202795441
2026-04-012046801.5517657015
Annual Return Matrix
YearAnnual Return
201793.95839822989267
2018-0.8237578267073191
2019-0.02817314941308735
20204.6924504699938865
20213.9913471759189667
2022-0.6750229334034843
20230.906355389749232
20240.46069412258193587
2025-0.10967461201925055
2026-0.2133331676675787
Total Factor Risk
1.308995600950944
VTI.US Exposure
0.08034309564414378
VEA.US Exposure
0.0074776666044913355
VWO.US Exposure
0.009127467892315352
QQQ.US Exposure
-0.04315412848961679
VTV.US Exposure
-0.021684497331993215
IJR.US Exposure
0.0011230252975378946
QUAL.US Exposure
0.03052143153172136
SHV.US Exposure
0.7256941387416536
TLT.US Exposure
-0.005749898607364095
LQD.US Exposure
-0.00031195124409277603
HYG.US Exposure
0.009447972640097684
GLD.US Exposure
0.003953961727237478
USO.US Exposure
0.001560601090875086
VNQ.US Exposure
0.003289639971330475
BTC-USD.CC Exposure
0.1263278751688521
CPER.US Exposure
-0.004485498278154168
VIX.INDX Exposure
0.0034068012464782624
UUP.US Exposure
-0.00008712416427645956
TIP.US Exposure
0.02763229908292998
Idiosyncratic Exposure
0.045567121475833264
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
130.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-18.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
51.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ethereum a high-risk investment?

Ethereum (ETH-USD.CC) has an annualized volatility of 130.9% and experienced a maximum drawdown of 90.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ETH-USD.CC?

Over the past 10 years, ETH-USD.CC has generated a Compound Annual Growth Rate (CAGR) of 67.4%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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