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

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Binance Coin (BNB-USD) returned -7.80% year-to-date (YTD) and 11.21% over the past 12 months.


BNB-USD

YTD

-7.80%

1M

9.52%

6M

3.85%

1Y

11.21%

5Y*

107.99%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

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
2025-3.37%-13.28%3.00%-0.89%7.78%-7.80%
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%
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%
2017-0.84%2,013.95%-41.76%2.28%52.10%332.43%8,113.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNB-USD is 74, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BNB-USD is 7474
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 8282
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Binance Coin Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.26
  • 5-Year: 1.26
  • All Time: 1.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Binance Coin compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 13.86%.


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
-74.87%Aug 22, 201724Sep 14, 201784Dec 7, 2017108
-70.84%May 4, 2021411Jun 18, 2022717Jun 4, 20241128
-36.99%Feb 20, 20219Feb 28, 202132Apr 1, 202141

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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