BCH-USD vs. ^HSI
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and Hang Seng Index (^HSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or ^HSI.
Key characteristics
| BCH-USD | ^HSI | |
|---|---|---|
| YTD Return | 79.84% | 13.66% |
| 1Y Return | 303.94% | -1.78% |
| 3Y Return (Ann) | -24.69% | -12.47% |
| 5Y Return (Ann) | 2.04% | -7.22% |
| Sharpe Ratio | 2.45 | -0.20 |
| Daily Std Dev | 90.32% | 22.99% |
| Max Drawdown | -98.03% | -91.54% |
| Current Drawdown | -88.11% | -41.56% |
Correlation
The correlation between BCH-USD and ^HSI is 0.03, 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
BCH-USD vs. ^HSI - Performance Comparison
In the year-to-date period, BCH-USD achieves a 79.84% return, which is significantly higher than ^HSI's 13.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCH-USD vs. ^HSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Hang Seng Index (^HSI). 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.
Drawdowns
BCH-USD vs. ^HSI - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than ^HSI's maximum drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ^HSI. For additional features, visit the drawdowns tool.
Volatility
BCH-USD vs. ^HSI - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 20.68% compared to Hang Seng Index (^HSI) at 5.39%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.