PortfoliosLab logo
AVAX-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AVAX-USD and BNB-USD is 0.29, 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.


Performance

AVAX-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avalanche (AVAX-USD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
215.74%
2,603.89%
AVAX-USD
BNB-USD

Key characteristics

Sharpe Ratio

AVAX-USD:

-0.47

BNB-USD:

0.09

Sortino Ratio

AVAX-USD:

0.31

BNB-USD:

0.87

Omega Ratio

AVAX-USD:

1.03

BNB-USD:

1.09

Calmar Ratio

AVAX-USD:

0.01

BNB-USD:

0.15

Martin Ratio

AVAX-USD:

-0.58

BNB-USD:

1.43

Ulcer Index

AVAX-USD:

40.07%

BNB-USD:

12.87%

Daily Std Dev

AVAX-USD:

78.30%

BNB-USD:

43.26%

Max Drawdown

AVAX-USD:

-93.48%

BNB-USD:

-80.10%

Current Drawdown

AVAX-USD:

-85.51%

BNB-USD:

-19.59%

Returns By Period

In the year-to-date period, AVAX-USD achieves a -45.28% return, which is significantly lower than BNB-USD's -13.94% return.


AVAX-USD

YTD

-45.28%

1M

21.14%

6M

-28.68%

1Y

-42.64%

5Y*

N/A

10Y*

N/A

BNB-USD

YTD

-13.94%

1M

9.00%

6M

0.81%

1Y

2.56%

5Y*

104.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AVAX-USD vs. BNB-USD — Risk-Adjusted Performance Rank

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

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 3232
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 3535
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 3232
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6565
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7474
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.

AVAX-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-USD) and Binance Coin (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.


The current AVAX-USD Sharpe Ratio is -0.47, which is lower than the BNB-USD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of AVAX-USD and BNB-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-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.47
0.09
AVAX-USD
BNB-USD

Drawdowns

AVAX-USD vs. BNB-USD - Drawdown Comparison

The maximum AVAX-USD drawdown since its inception was -93.48%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and BNB-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-85.51%
-19.59%
AVAX-USD
BNB-USD

Volatility

AVAX-USD vs. BNB-USD - Volatility Comparison

Avalanche (AVAX-USD) has a higher volatility of 22.98% compared to Binance Coin (BNB-USD) at 8.41%. This indicates that AVAX-USD's price experiences larger fluctuations and is considered to be riskier than BNB-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%35.00%40.00%December2025FebruaryMarchAprilMay
22.98%
8.41%
AVAX-USD
BNB-USD