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Bitcoin Cash (BCH-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Popular comparisons:
BCH-USD vs. ^HSI BCH-USD vs. BTC-USD BCH-USD vs. AMZN BCH-USD vs. BNB-USD BCH-USD vs. QQQ BCH-USD vs. GBTC BCH-USD vs. UVXY BCH-USD vs. ETH-USD BCH-USD vs. SPY BCH-USD vs. LINK-USD
Popular comparisons:
BCH-USD vs. ^HSI BCH-USD vs. BTC-USD BCH-USD vs. AMZN BCH-USD vs. BNB-USD BCH-USD vs. QQQ BCH-USD vs. GBTC BCH-USD vs. UVXY BCH-USD vs. ETH-USD BCH-USD vs. SPY BCH-USD vs. LINK-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bitcoin Cash, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
12.93%
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)

Returns By Period

Bitcoin Cash had a return of 87.48% year-to-date (YTD) and 116.92% in the last 12 months.


BCH-USD

YTD

87.48%

1M

36.09%

6M

-0.99%

1Y

116.92%

5Y (annualized)

17.47%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of BCH-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.65%27.45%127.90%-36.19%4.78%-13.47%5.38%-22.32%4.69%6.18%87.48%
202337.42%-1.09%-6.01%-4.67%-4.19%169.28%-18.63%-16.40%12.95%4.49%-9.51%17.01%167.08%
2022-33.69%18.07%13.92%-27.44%-26.92%-49.55%36.26%-17.60%4.07%-4.11%-1.49%-14.39%-77.46%
202116.53%15.04%18.12%82.87%-29.15%-25.23%4.09%16.24%-21.09%18.65%-4.31%-24.52%25.53%
202083.45%-17.86%-28.77%13.76%-3.99%-7.46%35.37%-8.64%-16.95%14.80%20.88%8.42%67.65%
2019-23.99%15.14%27.80%58.50%66.22%-10.25%-18.25%-14.28%-18.51%24.70%-23.05%-6.53%35.47%
2018-41.30%-19.01%-43.09%97.02%-26.27%-24.78%3.80%-30.12%-2.42%-20.20%-59.07%-12.72%-94.04%
2017112.41%82.26%287.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BCH-USD is 78, placing it in the top 22% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BCH-USD is 7878
Combined Rank
The Sharpe Ratio Rank of BCH-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 0.18, compared to the broader market-0.500.000.501.001.502.000.182.54
The chart of Sortino ratio for BCH-USD, currently valued at 0.91, compared to the broader market-1.000.001.002.000.913.40
The chart of Omega ratio for BCH-USD, currently valued at 1.09, compared to the broader market0.901.001.101.201.301.091.47
The chart of Calmar ratio for BCH-USD, currently valued at 0.04, compared to the broader market0.200.400.600.801.001.200.043.66
The chart of Martin ratio for BCH-USD, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.000.3616.26
BCH-USD
^GSPC

The current Bitcoin Cash Sharpe ratio is 0.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bitcoin Cash with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.18
2.54
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-87.61%
-0.88%
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bitcoin Cash. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bitcoin Cash was 98.03%, occurring on Dec 15, 2018. The portfolio has not yet recovered.

The current Bitcoin Cash drawdown is 87.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.03%Dec 21, 2017360Dec 15, 2018
-35.14%Nov 13, 20174Nov 16, 20177Nov 23, 201711
-23.77%Nov 27, 201714Dec 10, 20174Dec 14, 201718
-8.35%Dec 15, 20172Dec 16, 20172Dec 18, 20174
-6.68%Nov 24, 20172Nov 25, 20171Nov 26, 20173

Volatility

Volatility Chart

The current Bitcoin Cash volatility is 28.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.10%
3.96%
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)