Grayscale Chainlink Trust ETF

10-Year Study

GLNK.US · · US · ETF

Executive Summary: Grayscale Chainlink Trust ETF has compounded at -8.5% annually over the last 10 years, with a maximum drawdown of 94.7% and an annualized volatility of 265.2%.

1Y CAGR
-43.7%
3Y CAGR
-3.4%
5Y CAGR
-8.5%
10Y CAGR
-8.5%

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 →
94.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
159.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +840.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -87.1%
% 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.
2026-12.3-19.30.810.6————————-21.1%
2025-24.4-57.17.7-10.7-44.837.761.751.4-52.03.5-38.3-27.4-87.1%
2024-26.2157.724.8-42.069.0-36.6-33.8-16.914.3-20.554.921.238.5%
202314.63.932.052.0-38.7109.2-29.01.56.239.5117.032.6840.1%
2022—————-35.855.37.3-28.89.2-20.8-18.9-46.6%

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 265.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.8% of variance. Idiosyncratic stock-specific factors contribute 12.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-05-0110000
2022-06-016419.753086419752
2022-07-019967.078189300411
2022-08-0110699.588477366255
2022-09-017613.168724279835
2022-10-018316.872427983539
2022-11-016584.3621399176955
2022-12-015341.563786008231
2023-01-016123.456790123457
2023-02-016362.139917695473
2023-03-018395.061728395061
2023-04-0112757.201646090534
2023-05-017818.930041152264
2023-06-0116353.909465020577
2023-07-0111604.938271604939
2023-08-0111779.423868312757
2023-09-0112510.28806584362
2023-10-0117448.55967078189
2023-11-0137860.08230452675
2023-12-0150213.99176954733
2024-01-0137045.26748971193
2024-02-0195481.48148148149
2024-03-01119135.8024691358
2024-04-0169135.8024691358
2024-05-01116872.42798353909
2024-06-0174074.07407407407
2024-07-0149012.345051078635
2024-08-0140740.74074074074
2024-09-0146559.670530719515
2024-10-0137037.03703703704
2024-11-0157366.2526322981
2024-12-0169522.63474954989
2025-01-0152559.671284239965
2025-02-0122543.209374196245
2025-03-0124279.8353909465
2025-04-0121687.24311232076
2025-05-0111967.078157903725
2025-06-0116477.366631904257
2025-07-0126640.329243224343
2025-08-0140329.21810699588
2025-09-0119341.563786008228
2025-10-0120020.576759620948
2025-11-0112345.679012345678
2025-12-018966.255187988281
2026-01-017860.082461510175
2026-02-016345.6790123456785
2026-03-016395.061728395061
2026-04-017069.958847736625
Annual Return Matrix
YearAnnual Return
20238.400616332819721
20240.3845271467087876
2025-0.871031136545838
2026-0.2114925685800294
Total Factor Risk
2.652018722681837
VTI.US Exposure
-0.02795312683360323
VEA.US Exposure
0.002815780421510907
VWO.US Exposure
0.0002144681193028082
QQQ.US Exposure
0.030927408108884714
VTV.US Exposure
0.014721460439711082
IJR.US Exposure
0.007213433390082018
QUAL.US Exposure
-0.009995341154007572
SHV.US Exposure
0.738460507145424
TLT.US Exposure
-0.0020512940747030458
LQD.US Exposure
0.0143457441674764
HYG.US Exposure
-0.00471816611492451
GLD.US Exposure
0.007929149454236385
USO.US Exposure
0.00033629896461055675
VNQ.US Exposure
0.00260624077086354
BTC-USD.CC Exposure
0.0720502614510124
CPER.US Exposure
-0.0009550525453380824
VIX.INDX Exposure
0.03351112628964327
UUP.US Exposure
0.00015811963580545597
TIP.US Exposure
0.00039966894451089885
Idiosyncratic Exposure
0.11998331341950215
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
265.2%

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 →
+8.1%
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 →
-60.3%
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 →
85.8% 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 Grayscale Chainlink Trust ETF a high-risk investment?

Grayscale Chainlink Trust ETF (GLNK.US) has an annualized volatility of 265.2% and experienced a maximum drawdown of 94.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GLNK.US?

Over the past 10 years, GLNK.US has generated a Compound Annual Growth Rate (CAGR) of -8.5%. 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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