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 -16.94%/yr vs 7.20%/yr for AMZN. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
BCH-USD vs. AMZN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BCH-USD achieves a -63.95% return, which is significantly lower than AMZN's 2.03% return.
BCH-USD
- 1D
- 2.19%
- 1M
- 8.14%
- 6M
- -60.99%
- YTD
- -63.95%
- 1Y
- -63.40%
- 3Y*
- -4.51%
- 5Y*
- -16.94%
- 10Y*
- —
- ALL TIME*
- -9.96%
AMZN
- 1D
- 3.90%
- 1M
- -1.19%
- 6M
- -2.58%
- YTD
- 2.03%
- 1Y
- 2.31%
- 3Y*
- 20.77%
- 5Y*
- 7.20%
- 10Y*
- 19.89%
- ALL TIME*
- 29.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $10.36B | $10.07B | $11.89B |
BCH-USD Bitcoin Cash | $21.49B | $28.45B | $66.00B |
BCH-USD vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.95% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
AMZN Amazon.com, Inc | 2.03% | 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 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.14 |
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. 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 | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.04 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.11 | -1.00 |
| Martin ratioReturn relative to average drawdown | -1.89 | 0.23 | -2.11 |
Loading charts...
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.
Loading charts...
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% | -55.73% | -32.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -94.24% | -14.36% | -79.88% |
Average DrawdownAverage peak-to-trough decline | -86.19% | -28.12% | -58.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.32% | 10.26% | +29.06% |
Volatility
BCH-USD vs. AMZN - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 14.36% compared to Amazon.com, Inc (AMZN) at 8.26%. 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.
Loading charts...
Volatility by Period
| BCH-USD | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.36% | 8.26% | +6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 49.74% | 22.33% | +27.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.79% | 31.70% | +25.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.55% | 35.64% | +33.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.33% | 32.65% | +64.68% |
Frequently Asked Questions
BCH-USD and AMZN have a correlation of 0.22, 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 (14.36%) compared to AMZN (8.26%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.07 vs -0.93), 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.
Find the right allocation for BCH-USD and AMZN
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