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Performance

BCH-USD Performance Chart

Bitcoin Cash (BCH-USD) is down 59.8% since the beginning of the year. BCH-USD is currently trading at $241 per share. Investors who bought $1,000 worth of BCH-USD shares 5 years ago would now be looking at an investment worth $358.


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S&P 500 Index

Returns By Period

Bitcoin Cash (BCH-USD) has returned -59.80% so far this year and -39.99% over the past 12 months.


Bitcoin Cash

1D
-10.52%
1M
-45.77%
YTD
-59.80%
6M
-59.26%
1Y
-39.99%
3Y*
27.66%
5Y*
-18.55%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD Monthly Returns History

Based on dividend-adjusted daily data since Jul 22, 2017, BCH-USD's average daily return is +0.16%, while the average monthly return is +5.02%. At this rate, an investment would double in approximately 1.2 years.

Historically, 44% of months were positive and 56% were negative. The best month was Nov 2017 with a return of +219.0%, while the worst month was Nov 2018 at -59.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BCH-USD closed higher 49% of trading days. The best single day was Mar 2, 2024 with a return of +58.6%, while the worst single day was Mar 12, 2020 at -45.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-15.35%-9.73%1.87%-5.40%-31.41%-20.41%-59.80%
2025-2.12%-25.58%-3.88%20.65%13.47%21.77%10.98%-3.08%3.02%-4.59%1.13%10.69%38.15%
2024-9.86%27.30%127.69%-36.06%4.75%-13.43%5.24%-22.14%4.59%6.28%46.79%-17.61%66.88%
202337.31%-0.92%-5.98%-5.14%-3.72%168.57%-18.54%-16.28%12.74%4.73%-9.57%17.17%167.70%
2022-33.69%18.95%13.23%-27.68%-26.39%-49.49%34.93%-17.37%4.29%-4.20%-1.41%-14.49%-77.45%
202116.92%15.27%17.33%84.23%-29.52%-25.01%3.63%16.62%-21.04%18.74%-4.41%-24.63%25.69%

Benchmark Metrics

Bitcoin Cash has an annualized alpha of 19.64%, beta of 1.11, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 23, 2017.

  • This cryptocurrency participated in 174.77% of S&P 500 Index downside but only 63.74% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.04 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
19.64%
Beta
1.11
0.04
Upside Capture
63.74%
Downside Capture
174.77%

Return for Risk

Risk / Return Rank

BCH-USD ranks 49 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BCH-USD Risk / Return Rank: 4949
Overall Rank
BCH-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 6060
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 5959
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and compare them to S&P 500 Index.


BCH-USDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.94

1.41

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.63

2.93

-3.56

Martin ratioReturn relative to average drawdown

-1.93

13.52

-15.45

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.


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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 97.96%, occurring on Dec 15, 2018. The portfolio has not yet recovered.

The current Bitcoin Cash drawdown is 93.58%.


Related event

Drawdown

Fall

Recovery

Underwater

Rate-hike selloffLate 2018
-97.96%Dec 2018
11mo 29d
8y 5moDec 2017 - now
2017 bear market2017
-61.72%Aug 2017
12d13d
25dJul 2017 - Aug 2017
2017 bear market2017
-57.17%Oct 2017
1mo 27d25d
2mo 22dAug 2017 - Nov 2017
2017 bear market2017
-41.33%Nov 2017
3d7d
10dNov 2017 - Nov 2017
2017 bear market2017
-24.89%Dec 2017
13d4d
17dNov 2017 - Dec 2017

Drawdown Indicators


BCH-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-56.78%

-41.18%

Max Drawdown (1Y)

Largest decline over 1 year

-63.21%

-9.10%

-54.11%

Max Drawdown (3Y)

Largest decline over 3 years

-65.33%

-18.90%

-46.43%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-25.43%

-63.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-93.58%

-0.74%

-92.84%

Average Drawdown

Average peak-to-trough decline

-86.07%

-10.72%

-75.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

1.97%

+22.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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