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Binance Coin (BNB-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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. DOT-USD BNB-USD vs. SWPPX BNB-USD vs. ^TNX BNB-USD vs. RIOT
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. DOT-USD BNB-USD vs. SWPPX BNB-USD vs. ^TNX BNB-USD vs. RIOT

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.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.62%
10.70%
BNB-USD (Binance Coin)
Benchmark (^GSPC)

Returns By Period

Binance Coin had a return of 97.93% year-to-date (YTD) and 152.46% in the last 12 months.


BNB-USD

YTD

97.93%

1M

3.18%

6M

7.62%

1Y

152.46%

5Y (annualized)

101.31%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of BNB-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.87%33.10%51.81%-4.68%2.60%-1.98%-0.93%-7.54%6.45%1.55%97.93%
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%
202118.46%373.34%44.13%106.61%-43.22%-14.40%9.97%39.24%-16.66%35.47%18.75%-17.82%1,269.08%
202032.66%7.54%-35.76%35.39%0.04%-9.55%34.09%12.22%26.29%-2.93%10.42%19.06%172.27%
20191.68%65.36%67.89%27.16%48.00%-0.93%-14.79%-23.07%-25.41%26.08%-21.42%-12.65%122.68%
201829.06%-6.34%5.92%29.45%-0.85%3.29%-6.02%-20.05%-9.04%-6.52%-45.77%21.39%-28.61%
20170.31%332.43%333.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BNB-USD is 86, placing it in the top 14% of cryptocurrencies on our website 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 8686
Combined Rank
The Sharpe Ratio Rank of BNB-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 8787
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 0.44, compared to the broader market-1.00-0.500.000.501.001.500.442.48
The chart of Sortino ratio for BNB-USD, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.001.033.33
The chart of Omega ratio for BNB-USD, currently valued at 1.10, compared to the broader market0.800.901.001.101.201.101.46
The chart of Calmar ratio for BNB-USD, currently valued at 0.22, compared to the broader market0.200.400.600.801.000.223.58
The chart of Martin ratio for BNB-USD, currently valued at 1.44, compared to the broader market0.002.004.006.001.4415.96
BNB-USD
^GSPC

The current Binance Coin Sharpe ratio is 0.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Binance Coin with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
0.44
2.48
BNB-USD (Binance Coin)
Benchmark (^GSPC)

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.96%
-2.18%
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 12.96%.


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, 2022717Jun 4, 20241128
-36.99%Feb 20, 20219Feb 28, 202132Apr 1, 202141
-34.6%Jun 7, 202460Aug 5, 2024

Volatility

Volatility Chart

The current Binance Coin volatility is 12.73%, 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%JuneJulyAugustSeptemberOctoberNovember
12.73%
4.06%
BNB-USD (Binance Coin)
Benchmark (^GSPC)