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Performance

BNB-USD Performance Chart

BNB (BNB-USD) is down 31.3% since the beginning of the year. BNB-USD is currently trading at $593 per share. Investors who bought $1,000 worth of BNB-USD shares 5 years ago would now be looking at an investment worth $1,685.


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S&P 500 Index

Returns By Period

BNB (BNB-USD) has returned -31.30% so far this year and -10.89% over the past 12 months.


BNB

1D
-1.43%
1M
-10.57%
YTD
-31.30%
6M
-33.89%
1Y
-10.89%
3Y*
35.39%
5Y*
11.00%
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNB-USD Monthly Returns History

Based on dividend-adjusted daily data since Nov 9, 2017, BNB-USD's average daily return is +0.30%, while the average monthly return is +11.75%. At this rate, an investment would double in approximately 0.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Feb 2021 with a return of +369.5%, while the worst month was Nov 2018 at -46.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BNB-USD closed higher 51% of trading days. The best single day was Feb 19, 2021 with a return of +69.6%, while the worst single day was Mar 12, 2020 at -44.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.58%-20.94%-0.08%-0.27%15.41%-16.43%-31.30%
2025-3.37%-13.28%3.00%-0.89%9.77%-0.17%19.19%9.53%17.57%8.01%-19.62%-1.37%23.21%
2024-3.87%33.10%51.81%-4.68%2.60%-1.98%-0.93%-7.54%6.45%1.55%13.59%7.13%124.36%
202326.80%-3.49%5.16%6.50%-9.12%-21.67%0.31%-10.17%-0.82%5.41%0.55%37.22%26.83%
2022-26.66%5.42%8.42%-11.93%-15.16%-31.57%29.31%-1.53%1.77%14.84%-7.83%-18.10%-51.86%
202119.41%369.49%44.93%106.20%-43.06%-14.42%9.97%39.24%-16.66%35.47%18.75%-17.82%1,277.47%

Benchmark Metrics

BNB has an annualized alpha of 96.98%, beta of 1.07, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 09, 2017.

  • This cryptocurrency captured 279.90% of S&P 500 Index gains but only 91.84% of its losses - a favorable profile for investors.
  • R2 of 0.06 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
96.98%
Beta
1.07
0.06
Upside Capture
279.90%
Downside Capture
91.84%

Return for Risk

Risk / Return Rank

BNB-USD ranks 81 for risk / return — in the top 81% 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.


BNB-USD Risk / Return Rank: 8181
Overall Rank
BNB-USD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 7878
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 7878
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8585
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 BNB (BNB-USD) and compare them to S&P 500 Index.


BNB-USDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.19

2.54

-2.73

Martin ratioReturn relative to average drawdown

-0.31

11.58

-11.89

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 BNB. 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 BNB was 79.74%, occurring on Dec 14, 2018. Recovery took 126 trading sessions.

The current BNB drawdown is 54.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Rate-hike selloffLate 2018
-79.74%Dec 2018
11mo 11d4mo 6d
1y 3moJan 2018 - Apr 2019
COVID crash2020
-76.33%Mar 2020
8mo 24d9mo 22d
1y 6moJun 2019 - Dec 2020
Bear market2022
-70.85%Jun 2022
1y 1mo1y 11mo
3y 1moMay 2021 - Jun 2024
2026 bear market2026
-56.24%Jun 2026
7mo 29d
8mo 4dOct 2025 - now
2021 bear market2021
-37.46%Feb 2021
8d1mo 2d
1mo 10dFeb 2021 - Apr 2021

Drawdown Indicators


BNB-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-56.78%

-22.96%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-9.10%

-47.14%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-18.90%

-37.34%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-25.43%

-44.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-54.62%

-2.93%

-51.69%

Average Drawdown

Average peak-to-trough decline

-38.69%

-10.72%

-27.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.72%

1.99%

+39.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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