PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Binance Coin (BNB-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

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


Binance Coin

Popular comparisons: BNB-USD vs. ETH-USD, BNB-USD vs. BTC-USD, BNB-USD vs. GOLD, BNB-USD vs. SHIB-USD, BNB-USD vs. ^GSPC, BNB-USD vs. TLT, BNB-USD vs. SWPPX, BNB-USD vs. ^TNX, BNB-USD vs. RIOT, BNB-USD vs. DOT-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Binance Coin, 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
169.54%
19.37%
BNB-USD (Binance Coin)
Benchmark (^GSPC)

S&P 500

Returns By Period

Binance Coin had a return of 94.23% year-to-date (YTD) and 83.20% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date94.23%6.30%
1 month6.84%-3.13%
6 months169.54%19.37%
1 year83.20%22.56%
5 years (annualized)93.72%11.65%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.87%33.10%51.81%
2023-0.82%5.41%0.55%37.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BNB-USD is 95, placing it in the top 5% 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 BNB-USD is 9595
Binance Coin(BNB-USD)
The Sharpe Ratio Rank of BNB-USD is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 9797Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 9898Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 9090Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 9595Martin 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 Binance Coin (BNB-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.11, compared to the broader market0.002.004.006.008.0010.005.11
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.69, compared to the broader market0.001.002.003.004.005.004.69
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.54, compared to the broader market1.001.101.201.301.401.501.54
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 2.75, compared to the broader market2.004.006.008.0010.0012.002.75
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 42.75, compared to the broader market0.0020.0040.0060.0042.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market0.002.004.006.008.0010.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.001.002.003.004.005.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.101.201.301.401.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market2.004.006.008.0010.0012.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0020.0040.0060.007.64

Sharpe Ratio

The current Binance Coin Sharpe ratio is 5.11. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00NovemberDecember2024FebruaryMarchApril
5.11
1.92
BNB-USD (Binance Coin)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.19%
-3.50%
BNB-USD (Binance Coin)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Binance Coin. 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 Binance Coin was 80.10%, occurring on Dec 7, 2018. Recovery took 133 trading sessions.

The current Binance Coin drawdown is 10.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.1%Jan 7, 2018335Dec 7, 2018133Apr 19, 2019468
-75.82%Jun 22, 2019269Mar 16, 2020288Dec 29, 2020557
-70.84%May 4, 2021411Jun 18, 2022
-36.99%Feb 20, 20219Feb 28, 202132Apr 1, 202141
-25.14%Dec 20, 20173Dec 22, 20173Dec 25, 20176

Volatility

Volatility Chart

The current Binance Coin volatility is 16.30%, 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%35.00%NovemberDecember2024FebruaryMarchApril
16.30%
3.58%
BNB-USD (Binance Coin)
Benchmark (^GSPC)