BCH-USD vs. ^HSI

Last updated Apr 3, 2026

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

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.

BCH-USD vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCH-USD Bitcoin Cash	-25.76%	38.15%	66.88%	167.70%	-77.45%	25.69%	68.04%	37.94%	-93.76%	329.48%
^HSI Hang Seng Index	-1.97%	27.55%	18.27%	-13.81%	-15.60%	-14.56%	-2.93%	9.64%	-13.82%	12.00%

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 -25.76% return, which is significantly lower than ^HSI's -1.97% return.

BCH-USD

• 1D: -2.35%
• 1M: 0.13%
• YTD: -25.76%
• 6M: -25.33%
• 1Y: 51.80%
• 3Y*: 51.50%
• 5Y*: -3.51%
• 10Y*: —

^HSI

• 1D: 0.00%
• 1M: -2.22%
• YTD: -1.97%
• 6M: -7.92%
• 1Y: 8.29%
• 3Y*: 7.48%
• 5Y*: -2.80%
• 10Y*: 2.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 85
BCH-USD Sharpe Ratio Rank: 94
BCH-USD Sortino Ratio Rank: 90
BCH-USD Omega Ratio Rank: 89
BCH-USD Calmar Ratio Rank: 77
BCH-USD Martin Ratio Rank: 73

^HSI

^HSI Risk / Return Rank: 27
^HSI Sharpe Ratio Rank: 27
^HSI Sortino Ratio Rank: 25
^HSI Omega Ratio Rank: 25
^HSI Calmar Ratio Rank: 29
^HSI Martin Ratio Rank: 30

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.

	BCH-USD	^HSI	Difference
Sharpe ratio Return per unit of total volatility	0.73	0.37	+0.36
Sortino ratio Return per unit of downside risk	1.47	0.60	+0.87
Omega ratio Gain probability vs. loss probability	1.15	1.09	+0.06
Calmar ratio Return relative to maximum drawdown	-0.58	0.48	-1.06
Martin ratio Return relative to average drawdown	-1.16	1.53	-2.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCH-USD vs. ^HSI - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is 0.73, which is higher than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BCH-USD and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BCH-USD	^HSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.37	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.11	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.05	-0.07

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.

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.

Drawdown Indicators

	BCH-USD	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-97.96%	-65.18%	-32.78%
Max Drawdown (1Y) Largest decline over 1 year	-32.47%	-13.22%	-19.25%
Max Drawdown (5Y) Largest decline over 5 years	-94.25%	-50.16%	-44.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.70%	—
Current Drawdown Current decline from peak	-88.13%	-24.24%	-63.89%
Average Drawdown Average peak-to-trough decline	-86.02%	-24.18%	-61.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.26%	4.90%	+11.36%

Volatility

BCH-USD vs. ^HSI - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 12.72% compared to Hang Seng Index (^HSI) at 7.19%. 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.

Volatility by Period

	BCH-USD	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	7.19%	+5.53%
Volatility (6M) Calculated over the trailing 6-month period	52.41%	14.21%	+38.20%
Volatility (1Y) Calculated over the trailing 1-year period	59.03%	23.01%	+36.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.60%	25.38%	+53.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.61%	22.03%	+76.58%