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Last updated May 27, 2023

Compare and contrast key facts about Hang Seng Index (^HSI) and Bitcoin Cash (BCH-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or BCH-USD.

Key characteristics

YTD Return-5.23%16.69%
1Y Return-6.81%-37.42%
5Y Return (Ann)-9.53%-25.94%
10Y Return (Ann)-2.04%-19.62%
Sharpe Ratio-0.32-0.11
Daily Std Dev28.21%60.55%
Max Drawdown-91.54%-98.03%



The correlation between ^HSI and BCH-USD 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.

^HSI vs. BCH-USD - Performance Comparison

In the year-to-date period, ^HSI achieves a -5.23% return, which is significantly lower than BCH-USD's 16.69% return. Over the past 10 years, ^HSI has underperformed BCH-USD with an annualized return of -2.04%, while BCH-USD has yielded a comparatively higher -19.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


Compare stocks, funds, or ETFs

Hang Seng Index

Bitcoin Cash

^HSI vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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.

Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
Hang Seng Index
Bitcoin Cash

^HSI vs. BCH-USD - Sharpe Ratio Comparison

The current ^HSI Sharpe Ratio is 0.00, which is higher than the BCH-USD Sharpe Ratio of -0.11. The chart below compares the 12-month rolling Sharpe Ratio of ^HSI and BCH-USD.


^HSI vs. BCH-USD - Drawdown Comparison

The maximum ^HSI drawdown for the period was -47.78%, higher than the maximum BCH-USD drawdown of -97.54%. The drawdown chart below compares losses from any high point along the way for ^HSI and BCH-USD


^HSI vs. BCH-USD - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 5.07%, while Bitcoin Cash (BCH-USD) has a volatility of 13.32%. This indicates that ^HSI 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.