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

Discover 10+ cryptocurrencies — including USDTUSD, UNIUSD, 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)17.2%1.1714.0%-9.7%
2Tether USDt USD (USDTUSD)-0.1%-0.290.5%-0.4%
3Uniswap USD (UNIUSD)-6.8%0.42106.6%-74.1%
4Bitcoin USD (BTCUSD)-32.2%-0.6543.4%-51.9%
5BNB USD (BNBUSD)-40.9%-0.8148.3%-57.8%
6Ethereum USD (ETHUSD)-45.4%-0.6461.9%-65.4%
7Litecoin USD (LTCUSD)-46.8%-0.7060.3%-67.6%
8XRP USD (XRPUSD)-50.3%-0.6469.1%-64.4%
9Dogecoin USD (DOGEUSD)-65.7%-1.1270.1%-72.2%
10Polkadot USD (DOTUSD)-69.6%-0.8093.0%-81.6%
11Cardano USD (ADAUSD)-70.2%-1.0680.1%-82.4%