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ALVOX vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ALVOX vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Portfolio (ALVOX) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALVOX achieves a 12.83% return, which is significantly higher than BCH-USD's -60.43% return.


ALVOX

1D
0.42%
1M
4.39%
6M
10.27%
YTD
12.83%
1Y
32.23%
3Y*
34.86%
5Y*
15.79%
10Y*
19.52%

BCH-USD

1D
-1.34%
1M
13.58%
6M
-61.83%
YTD
-60.43%
1Y
-53.41%
3Y*
-3.55%
5Y*
-12.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALVOX vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALVOX
Alger Capital Appreciation Portfolio
12.83%32.25%48.13%43.13%-36.69%19.79%41.90%33.59%-0.01%7.84%
BCH-USD
Bitcoin Cash
-60.43%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%325.79%

Correlation

The correlation between ALVOX and BCH-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2017

0.18

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Return for Risk

ALVOX vs. BCH-USD — Risk / Return Rank

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

ALVOX
ALVOX Risk / Return Rank: 3636
Overall Rank
ALVOX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ALVOX Sortino Ratio Rank: 3939
Sortino Ratio Rank
ALVOX Omega Ratio Rank: 3737
Omega Ratio Rank
ALVOX Calmar Ratio Rank: 3333
Calmar Ratio Rank
ALVOX Martin Ratio Rank: 3131
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 4343
Overall Rank
BCH-USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5353
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 5151
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALVOX vs. BCH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Portfolio (ALVOX) 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.

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.


ALVOXBCH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.25

0.90

+0.35

Calmar ratioReturn relative to maximum drawdown

1.71

-0.75

+2.46

Martin ratioReturn relative to average drawdown

5.42

-1.76

+7.18

ALVOX vs. BCH-USD - Sharpe Ratio Comparison

The current ALVOX Sharpe Ratio is 1.45, which is higher than the BCH-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ALVOX and BCH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALVOX vs. BCH-USD - Drawdown Comparison

The maximum ALVOX drawdown since its inception was -67.54%, smaller than the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for ALVOX and BCH-USD.


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Drawdown Indicators


ALVOXBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.54%

-97.96%

+30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.86%

-70.92%

+52.06%

Max Drawdown (3Y)

Largest decline over 3 years

-27.46%

-72.60%

+45.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.01%

-88.64%

+47.63%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-2.33%

-93.68%

+91.35%

Average Drawdown

Average peak-to-trough decline

-18.74%

-86.15%

+67.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

35.31%

-29.38%

Volatility

ALVOX vs. BCH-USD - Volatility Comparison

The current volatility for Alger Capital Appreciation Portfolio (ALVOX) is 8.64%, while Bitcoin Cash (BCH-USD) has a volatility of 16.41%. This indicates that ALVOX 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.


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Volatility by Period


ALVOXBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

16.41%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

49.80%

-32.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

57.49%

-35.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.97%

69.69%

-43.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

97.54%

-73.85%

Frequently Asked Questions


ALVOX and BCH-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCH-USD has higher volatility (16.41%) compared to ALVOX (8.64%). In terms of maximum drawdown, ALVOX dropped -67.54% vs BCH-USD's -97.96%.

ALVOX currently has the higher Sharpe Ratio (1.45 vs -0.77), 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.

Portfolio Optimizer

Find the right allocation for ALVOX and BCH-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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