PortfoliosLab logoPortfoliosLab logo
BCH-USD vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. ^HSI - Performance Comparison

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

Loading charts...

Different Trading Currencies

BCH-USD is traded in USD, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCH-USD achieves a -67.78% return, which is significantly lower than ^HSI's -9.29% return.


BCH-USD

1D
1.40%
1M
-43.75%
YTD
-67.78%
6M
-67.27%
1Y
-60.05%
3Y*
-4.84%
5Y*
-15.97%
10Y*

^HSI

1D
0.00%
1M
-8.55%
YTD
-9.29%
6M
-10.03%
1Y
-4.18%
3Y*
7.57%
5Y*
-4.56%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-67.78%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%325.79%
^HSI
Hang Seng Index
-9.33%27.55%18.27%-13.81%-15.60%-14.56%-2.93%9.64%-13.82%12.00%

Correlation

The correlation between BCH-USD and ^HSI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.03

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

0.03

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

0.03

Compare stocks, funds, or ETFs

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


Return for Risk

BCH-USD vs. ^HSI — Risk / Return Rank

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

BCH-USD
BCH-USD Risk / Return Rank: 2626
Overall Rank
BCH-USD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 4040
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 33
Overall Rank
^HSI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 44
Sortino Ratio Rank
^HSI Omega Ratio Rank: 44
Omega Ratio Rank
^HSI Calmar Ratio Rank: 33
Calmar Ratio Rank
^HSI Martin Ratio Rank: 33
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.

BCH-USD vs. ^HSI - Risk-Adjusted Trends 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.

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.


BCH-USD^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

0.86

0.98

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.25

-0.59

Martin ratioReturn relative to average drawdown

-2.25

-0.69

-1.56

BCH-USD vs. ^HSI - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.87, which is lower than the ^HSI Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of BCH-USD and ^HSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BCH-USD vs. ^HSI - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than ^HSI's maximum drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ^HSI.


Loading charts...

Drawdown Indicators


BCH-USD^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-65.19%

-32.77%

Max Drawdown (1Y)

Largest decline over 1 year

-70.92%

-16.94%

-53.98%

Max Drawdown (3Y)

Largest decline over 3 years

-72.60%

-25.67%

-46.93%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-50.41%

-38.23%

Max Drawdown (10Y)

Largest decline over 10 years

-55.87%

Current Drawdown

Current decline from peak

-94.85%

-29.54%

-65.31%

Average Drawdown

Average peak-to-trough decline

-86.11%

-28.68%

-57.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.78%

6.14%

+24.64%

Volatility

BCH-USD vs. ^HSI - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 28.22% compared to Hang Seng Index (^HSI) at 5.42%. 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.


Loading charts...

Volatility by Period


BCH-USD^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.22%

5.42%

+22.80%

Volatility (6M)

Calculated over the trailing 6-month period

49.46%

13.90%

+35.56%

Volatility (1Y)

Calculated over the trailing 1-year period

57.33%

18.51%

+38.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.73%

25.47%

+44.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.75%

22.03%

+75.72%

Frequently Asked Questions


BCH-USD and ^HSI have a correlation of -0.01, 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 (28.22%) compared to ^HSI (5.42%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs ^HSI's -65.19%.

^HSI currently has the higher Sharpe Ratio (-0.23 vs -0.87), 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 BCH-USD and ^HSI

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

Open Portfolio Optimizer