BCH-USD vs. AMZN
BCH-USD (Bitcoin Cash) is a cryptocurrency, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, BCH-USD returned -15.45%/yr vs 6.69%/yr for AMZN. At a 0.14 correlation, their price movements are largely independent.
Performance
BCH-USD vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -61.98% return, which is significantly lower than AMZN's 5.13% return.
BCH-USD
- 1D
- 3.41%
- 1M
- -6.37%
- 6M
- -62.65%
- YTD
- -61.98%
- 1Y
- -54.15%
- 3Y*
- -5.81%
- 5Y*
- -15.45%
- 10Y*
- —
AMZN
- 1D
- 0.40%
- 1M
- -2.94%
- 6M
- 7.14%
- YTD
- 5.13%
- 1Y
- 8.62%
- 3Y*
- 23.06%
- 5Y*
- 6.69%
- 10Y*
- 20.93%
BCH-USD vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -61.98% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
AMZN Amazon.com, Inc | 5.13% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 14.02% |
Correlation
The correlation between BCH-USD and AMZN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.14 |
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Return for Risk
BCH-USD vs. AMZN — Risk / Return Rank
BCH-USD
AMZN
BCH-USD vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Amazon.com, Inc (AMZN). 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 | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.08 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.48 | -1.24 |
| Martin ratioReturn relative to average drawdown | -1.90 | 1.07 | -2.97 |
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Drawdowns
BCH-USD vs. AMZN - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BCH-USD and AMZN.
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Drawdown Indicators
| BCH-USD | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -94.40% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -21.74% | -49.18% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -30.88% | -41.72% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -56.15% | -32.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -93.92% | -11.75% | -82.17% |
Average DrawdownAverage peak-to-trough decline | -86.13% | -28.16% | -57.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.12% | 9.70% | +23.42% |
Volatility
BCH-USD vs. AMZN - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 26.24% compared to Amazon.com, Inc (AMZN) at 10.76%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCH-USD | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.24% | 10.76% | +15.48% |
Volatility (6M)Calculated over the trailing 6-month period | 50.15% | 22.30% | +27.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.53% | 31.00% | +26.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.73% | 35.73% | +34.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.67% | 32.57% | +65.10% |
Frequently Asked Questions
BCH-USD and AMZN have a correlation of 0.20, 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 (26.24%) compared to AMZN (10.76%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.34 vs -0.78), 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.
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