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BCH-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BCH-USD and BNB-USD is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

BCH-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
-45.52%
30,125.28%
BCH-USD
BNB-USD

Key characteristics

Sharpe Ratio

BCH-USD:

0.12

BNB-USD:

0.46

Sortino Ratio

BCH-USD:

0.77

BNB-USD:

0.99

Omega Ratio

BCH-USD:

1.08

BNB-USD:

1.10

Calmar Ratio

BCH-USD:

0.02

BNB-USD:

0.22

Martin Ratio

BCH-USD:

0.32

BNB-USD:

1.89

Ulcer Index

BCH-USD:

30.46%

BNB-USD:

12.49%

Daily Std Dev

BCH-USD:

65.48%

BNB-USD:

43.55%

Max Drawdown

BCH-USD:

-98.03%

BNB-USD:

-80.10%

Current Drawdown

BCH-USD:

-90.91%

BNB-USD:

-19.80%

Returns By Period

In the year-to-date period, BCH-USD achieves a -17.83% return, which is significantly lower than BNB-USD's -14.16% return.


BCH-USD

YTD

-17.83%

1M

6.54%

6M

2.41%

1Y

-25.54%

5Y*

7.68%

10Y*

N/A

BNB-USD

YTD

-14.16%

1M

-2.61%

6M

4.78%

1Y

-2.00%

5Y*

105.67%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. BNB-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 5555
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6868
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCH-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Binance Coin (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.


The chart of Sharpe ratio for BCH-USD, currently valued at 0.12, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.12
BNB-USD: 0.46
The chart of Sortino ratio for BCH-USD, currently valued at 0.77, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.77
BNB-USD: 0.99
The chart of Omega ratio for BCH-USD, currently valued at 1.08, compared to the broader market1.001.101.201.301.40
BCH-USD: 1.08
BNB-USD: 1.10
The chart of Calmar ratio for BCH-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
BCH-USD: 0.02
BNB-USD: 0.22
The chart of Martin ratio for BCH-USD, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.00
BCH-USD: 0.32
BNB-USD: 1.89

The current BCH-USD Sharpe Ratio is 0.12, which is lower than the BNB-USD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BCH-USD and BNB-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.12
0.46
BCH-USD
BNB-USD

Drawdowns

BCH-USD vs. BNB-USD - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for BCH-USD and BNB-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-90.91%
-19.80%
BCH-USD
BNB-USD

Volatility

BCH-USD vs. BNB-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 24.53% compared to Binance Coin (BNB-USD) at 12.26%. 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.53%
12.26%
BCH-USD
BNB-USD