Discover 10+ cryptocurrencies — including ETHUSD, BNBUSD, USDTUSD — ranked by Sharpe ratio and risk-adjusted performance. Compare cryptocurrencies by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ACWI (ACWI) | 17.4% | 1.01 | 16.8% | -13.5% |
| 2 | Ethereum USD (ETHUSD) | 7.7% | 0.46 | 73.2% | -62.3% |
| 3 | BNB USD (BNBUSD) | 1.6% | 0.29 | 51.1% | -55.4% |
| 4 | Tether USDt USD (USDTUSD) | 0.1% | 0.10 | 0.5% | -0.4% |
| 5 | Bitcoin USD (BTCUSD) | -16.6% | -0.19 | 43.2% | -49.7% |
| 6 | Litecoin USD (LTCUSD) | -40.3% | -0.38 | 68.3% | -61.3% |
| 7 | XRP USD (XRPUSD) | -41.0% | -0.33 | 73.4% | -65.9% |
| 8 | Dogecoin USD (DOGEUSD) | -44.7% | -0.25 | 84.6% | -68.7% |
| 9 | Uniswap USD (UNIUSD) | -48.0% | -0.06 | 110.3% | -74.0% |
| 10 | Cardano USD (ADAUSD) | -63.2% | -0.84 | 78.5% | -74.1% |
| 11 | Polkadot USD (DOTUSD) | -65.7% | -0.78 | 85.8% | -76.2% |