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^HSI vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^HSI and BCH-USD is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

^HSI vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.15%
-42.94%
^HSI
BCH-USD

Key characteristics

Sharpe Ratio

^HSI:

1.13

BCH-USD:

0.19

Sortino Ratio

^HSI:

1.53

BCH-USD:

0.87

Omega Ratio

^HSI:

1.23

BCH-USD:

1.09

Calmar Ratio

^HSI:

0.63

BCH-USD:

0.04

Martin Ratio

^HSI:

3.13

BCH-USD:

0.50

Ulcer Index

^HSI:

10.35%

BCH-USD:

30.56%

Daily Std Dev

^HSI:

28.91%

BCH-USD:

65.46%

Max Drawdown

^HSI:

-91.54%

BCH-USD:

-98.03%

Current Drawdown

^HSI:

-33.70%

BCH-USD:

-90.48%

Returns By Period

In the year-to-date period, ^HSI achieves a 9.58% return, which is significantly higher than BCH-USD's -13.94% return.


^HSI

YTD

9.58%

1M

-6.78%

6M

6.75%

1Y

24.53%

5Y*

-2.02%

10Y*

-2.59%

BCH-USD

YTD

-13.94%

1M

14.98%

6M

7.35%

1Y

-22.62%

5Y*

8.95%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^HSI vs. BCH-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8787
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 6060
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6565
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.

^HSI vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and Bitcoin Cash (BCH-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ^HSI, currently valued at 1.28, compared to the broader market-0.500.000.501.001.50
^HSI: 1.28
BCH-USD: 0.19
The chart of Sortino ratio for ^HSI, currently valued at 1.66, compared to the broader market-1.00-0.500.000.501.001.502.00
^HSI: 1.66
BCH-USD: 0.87
The chart of Omega ratio for ^HSI, currently valued at 1.27, compared to the broader market0.901.001.101.201.30
^HSI: 1.27
BCH-USD: 1.09
The chart of Calmar ratio for ^HSI, currently valued at 0.31, compared to the broader market-0.500.000.501.00
^HSI: 0.31
BCH-USD: 0.04
The chart of Martin ratio for ^HSI, currently valued at 3.87, compared to the broader market0.002.004.006.00
^HSI: 3.87
BCH-USD: 0.50

The current ^HSI Sharpe Ratio is 1.13, which is higher than the BCH-USD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ^HSI and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.28
0.19
^HSI
BCH-USD

Drawdowns

^HSI vs. BCH-USD - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, smaller than the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for ^HSI and BCH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-33.18%
-90.48%
^HSI
BCH-USD

Volatility

^HSI vs. BCH-USD - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 15.41%, while Bitcoin Cash (BCH-USD) has a volatility of 24.92%. This indicates that ^HSI experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.41%
24.92%
^HSI
BCH-USD