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

Discover 10+ cryptocurrencies — including USDTUSD, BNBUSD, BTCUSD — 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)23.8%1.5713.7%-9.7%
2Tether USDt USD (USDTUSD)-0.0%-0.100.5%-0.4%
3BNB USD (BNBUSD)-22.6%-0.2251.4%-58.4%
4Bitcoin USD (BTCUSD)-44.6%-1.1442.2%-53.1%
5Ethereum USD (ETHUSD)-46.7%-0.6264.5%-67.6%
6Uniswap USD (UNIUSD)-52.0%-0.24101.2%-80.3%
7Litecoin USD (LTCUSD)-58.5%-1.1060.4%-68.8%
8XRP USD (XRPUSD)-64.2%-1.1766.2%-68.7%
9Dogecoin USD (DOGEUSD)-65.5%-1.0572.5%-75.5%
10Cardano USD (ADAUSD)-76.5%-1.4576.2%-84.8%
11Polkadot USD (DOTUSD)-78.7%-1.4082.4%-83.3%