AAPL vs. BNB-USD
AAPL (Apple Inc) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, AAPL returned 18.59%/yr vs 10.55%/yr for BNB-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
AAPL vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than BNB-USD's -29.49% return.
AAPL
- 1D
- -1.52%
- 1M
- -2.37%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 48.78%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
AAPL vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between AAPL and BNB-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.12 |
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Return for Risk
AAPL vs. BNB-USD — Risk / Return Rank
AAPL
BNB-USD
AAPL vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and BNB (BNB-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AAPL | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | -0.13 | +3.53 |
| Martin ratioReturn relative to average drawdown | 8.47 | -0.20 | +8.67 |
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Drawdowns
AAPL vs. BNB-USD - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, roughly equal to the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for AAPL and BNB-USD.
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Drawdown Indicators
| AAPL | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -79.74% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -56.24% | +42.44% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -56.24% | +22.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -69.89% | +36.53% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | -53.42% | +45.78% |
Average DrawdownAverage peak-to-trough decline | -29.59% | -38.71% | +9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 42.27% | -36.74% |
Volatility
AAPL vs. BNB-USD - Volatility Comparison
The current volatility for Apple Inc (AAPL) is 6.73%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPL | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 17.28% | -10.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 34.73% | -18.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 44.38% | -21.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 50.42% | -22.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 80.06% | -51.14% |
Frequently Asked Questions
AAPL and BNB-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to AAPL (6.73%). In terms of maximum drawdown, AAPL dropped -81.80% vs BNB-USD's -79.74%.
AAPL currently has the higher Sharpe Ratio (2.07 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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