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Top Cryptocurrencies by Sharpe Ratio & Risk-Adjusted Returns | pfolio

Discover 10+ cryptocurrencies — including USDTUSD, BNBUSD, ETHUSD — 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.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1ACWI (ACWI)22.7%1.5413.5%-9.7%
2Tether USDt USD (USDTUSD)-0.1%-0.250.5%-0.4%
3BNB USD (BNBUSD)-19.2%-0.1452.1%-58.4%
4Ethereum USD (ETHUSD)-44.7%-0.5565.1%-67.6%
5Bitcoin USD (BTCUSD)-46.3%-1.2142.1%-53.1%
6Litecoin USD (LTCUSD)-53.9%-0.8862.5%-68.8%
7Uniswap USD (UNIUSD)-60.3%-0.41101.8%-80.3%
8XRP USD (XRPUSD)-64.3%-1.1168.5%-70.8%
9Dogecoin USD (DOGEUSD)-66.0%-1.0075.6%-74.6%
10Cardano USD (ADAUSD)-79.0%-1.5677.2%-84.8%
11Polkadot USD (DOTUSD)-79.4%-1.4283.2%-82.0%