PortfoliosLab logoPortfoliosLab logo
Bitcoin Cash (BCH-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Loading graphics...

S&P 500 Index

Returns By Period

Bitcoin Cash (BCH-USD) has returned -22.31% so far this year and 53.30% over the past 12 months.


Bitcoin Cash

1D
1.14%
1M
5.28%
YTD
-22.31%
6M
-17.02%
1Y
53.30%
3Y*
54.48%
5Y*
-3.50%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 22, 2017, BCH-USD's average daily return is +0.18%, while the average monthly return is +5.71%. At this rate, your investment would double in approximately 1.0 years.

Historically, 46% of months were positive and 54% 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%1.67%-22.31%
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 28.60%, beta of 1.12, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 23, 2017.

  • This cryptocurrency participated in 167.72% of S&P 500 Index downside but only 79.21% 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
28.60%
Beta
1.12
0.04
Upside Capture
79.21%
Downside Capture
167.72%

Return for Risk

Risk / Return Rank

BCH-USD ranks 86 for risk / return — in the top 86% of cryptocurrencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BCH-USD Risk / Return Rank: 8686
Overall Rank
BCH-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8888
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 7979
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7777
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 a chosen benchmark (S&P 500 Index).


BCH-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.90

-0.14

Sortino ratio

Return per unit of downside risk

1.49

1.39

+0.10

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.51

1.40

-1.91

Martin ratio

Return relative to average drawdown

-1.03

6.61

-7.63

Explore BCH-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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.


Loading graphics...

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 87.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.96%Dec 21, 2017360Dec 15, 2018
-61.72%Jul 24, 201713Aug 5, 201713Aug 18, 201726
-57.17%Aug 20, 201758Oct 16, 201725Nov 10, 201783
-41.33%Nov 13, 20174Nov 16, 20177Nov 23, 201711
-24.89%Nov 27, 201714Dec 10, 20174Dec 14, 201718

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...