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) | 30.0% | 2.09 | 12.5% | -9.7% |
| 2 | Ethereum USD (ETHUSD) | 29.8% | 0.70 | 69.4% | -62.3% |
| 3 | BNB USD (BNBUSD) | 5.5% | 0.35 | 50.7% | -55.5% |
| 4 | Tether USDt USD (USDTUSD) | -0.0% | -0.01 | 0.5% | -0.4% |
| 5 | Bitcoin USD (BTCUSD) | -14.6% | -0.16 | 41.4% | -49.7% |
| 6 | Litecoin USD (LTCUSD) | -32.4% | -0.26 | 64.4% | -61.3% |
| 7 | Uniswap USD (UNIUSD) | -32.5% | 0.14 | 108.2% | -74.5% |
| 8 | Dogecoin USD (DOGEUSD) | -32.7% | -0.07 | 80.4% | -68.7% |
| 9 | XRP USD (XRPUSD) | -33.8% | -0.22 | 70.1% | -65.9% |
| 10 | Cardano USD (ADAUSD) | -60.5% | -0.79 | 76.3% | -74.6% |
| 11 | Polkadot USD (DOTUSD) | -67.4% | -0.85 | 85.1% | -77.6% |