BCH-USD vs. AMZN
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or AMZN.
Key characteristics
| BCH-USD | AMZN | |
|---|---|---|
| YTD Return | 67.52% | 37.50% |
| 1Y Return | 85.04% | 46.51% |
| 3Y Return (Ann) | -13.32% | 5.85% |
| 5Y Return (Ann) | 9.21% | 19.02% |
| Sharpe Ratio | 0.14 | 1.69 |
| Sortino Ratio | 0.85 | 2.35 |
| Omega Ratio | 1.08 | 1.30 |
| Calmar Ratio | 0.03 | 1.93 |
| Martin Ratio | 0.29 | 7.75 |
| Ulcer Index | 41.40% | 5.88% |
| Daily Std Dev | 82.26% | 26.88% |
| Max Drawdown | -98.03% | -94.40% |
| Current Drawdown | -88.93% | -0.54% |
Correlation
The correlation between BCH-USD and AMZN is 0.13, 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.
Performance
BCH-USD vs. AMZN - Performance Comparison
In the year-to-date period, BCH-USD achieves a 67.52% return, which is significantly higher than AMZN's 37.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCH-USD vs. AMZN - Risk-Adjusted Performance 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.
Drawdowns
BCH-USD vs. AMZN - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -98.03%, 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. For additional features, visit the drawdowns tool.
Volatility
BCH-USD vs. AMZN - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 27.30% compared to Amazon.com, Inc. (AMZN) at 9.06%. 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.