BCH-USD vs. BNB-USD
BCH-USD (Bitcoin Cash) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -15.97%/yr vs 14.92%/yr for BNB-USD. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -67.78% return, which is significantly lower than BNB-USD's -35.14% return.
BCH-USD
- 1D
- 1.40%
- 1M
- -43.75%
- YTD
- -67.78%
- 6M
- -67.27%
- 1Y
- -60.05%
- 3Y*
- -4.84%
- 5Y*
- -15.97%
- 10Y*
- —
BNB-USD
- 1D
- -0.69%
- 1M
- -14.59%
- YTD
- -35.14%
- 6M
- -32.45%
- 1Y
- -13.34%
- 3Y*
- 33.37%
- 5Y*
- 14.92%
- 10Y*
- —
BCH-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -67.78% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 279.75% |
BNB-USD BNB | -35.14% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
Correlation
The correlation between BCH-USD and BNB-USD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.60 |
The correlation between BCH-USD and BNB-USD has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
BCH-USD vs. BNB-USD — Risk / Return Rank
BCH-USD
BNB-USD
BCH-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and BNB (BNB-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.
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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.00 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.23 | -0.61 |
| Martin ratioReturn relative to average drawdown | -2.25 | -0.36 | -1.89 |
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Drawdowns
BCH-USD vs. BNB-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for BCH-USD and BNB-USD.
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Drawdown Indicators
| BCH-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -79.74% | -18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -57.16% | -13.76% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -57.16% | -15.44% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -69.89% | -18.75% |
Current DrawdownCurrent decline from peak | -94.85% | -57.16% | -37.69% |
Average DrawdownAverage peak-to-trough decline | -86.11% | -38.77% | -47.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.78% | 36.40% | -5.62% |
Volatility
BCH-USD vs. BNB-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 28.22% compared to BNB (BNB-USD) at 17.68%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD 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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.22% | 17.68% | +10.54% |
Volatility (6M)Calculated over the trailing 6-month period | 49.46% | 34.56% | +14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.33% | 44.43% | +12.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.73% | 49.42% | +20.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.75% | 79.93% | +17.82% |
Frequently Asked Questions
BCH-USD and BNB-USD have a correlation of 0.58, 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 (28.22%) compared to BNB-USD (17.68%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.25 vs -0.87), 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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