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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)27.3%1.8313.2%-9.7%
2Tether USDt USD (USDTUSD)-0.1%-0.250.5%-0.4%
3BNB USD (BNBUSD)-6.8%0.1251.5%-56.3%
4Ethereum USD (ETHUSD)-30.8%-0.2165.6%-67.3%
5Bitcoin USD (BTCUSD)-38.6%-0.9241.6%-51.2%
6XRP USD (XRPUSD)-47.2%-0.5469.6%-69.2%
7Litecoin USD (LTCUSD)-47.3%-0.6762.5%-68.1%
8Dogecoin USD (DOGEUSD)-49.7%-0.4876.7%-71.2%
9Uniswap USD (UNIUSD)-57.6%-0.34102.3%-80.3%
10Polkadot USD (DOTUSD)-72.3%-1.0783.6%-79.9%
11Cardano USD (ADAUSD)-72.4%-1.2476.5%-83.4%