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

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Bitcoin Cash

Popular comparisons: BCH-USD vs. ^HSI, BCH-USD vs. BTC-USD, BCH-USD vs. AMZN, BCH-USD vs. QQQ, BCH-USD vs. BNB-USD, 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.


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
93.47%
22.03%
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bitcoin Cash had a return of 84.65% year-to-date (YTD) and 306.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date84.65%5.84%
1 month-0.29%-2.98%
6 months93.46%22.02%
1 year306.91%24.47%
5 years (annualized)12.65%11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.65%27.45%127.90%
202312.95%4.49%-9.51%17.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BCH-USD is 83, placing it in the top 17% of the market 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 8383
Bitcoin Cash(BCH-USD)
The Sharpe Ratio Rank of BCH-USD is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 8585Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 8484Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 8181Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 8686Martin 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.


BCH-USD
Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 2.80, compared to the broader market0.002.004.006.008.0010.0012.002.80
Sortino ratio
The chart of Sortino ratio for BCH-USD, currently valued at 3.86, compared to the broader market0.001.002.003.004.005.003.86
Omega ratio
The chart of Omega ratio for BCH-USD, currently valued at 1.40, compared to the broader market1.001.101.201.301.401.501.601.40
Calmar ratio
The chart of Calmar ratio for BCH-USD, currently valued at 2.06, compared to the broader market2.004.006.008.0010.0012.002.06
Martin ratio
The chart of Martin ratio for BCH-USD, currently valued at 25.28, compared to the broader market0.0020.0040.0060.0080.0025.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market0.002.004.006.008.0010.0012.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.001.002.003.004.005.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.101.201.301.401.501.601.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market2.004.006.008.0010.0012.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0020.0040.0060.0080.008.05

Sharpe Ratio

The current Bitcoin Cash Sharpe ratio is 2.80. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.80
2.05
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-87.80%
-3.92%
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 87.80%.


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 36.89%, 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%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
36.89%
3.60%
BCH-USD (Bitcoin Cash)
Benchmark (^GSPC)