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

Key characteristics


BCH-USDBNB-USD
YTD Return74.86%87.88%
1Y Return286.12%81.22%
3Y Return (Ann)-22.00%-1.34%
5Y Return (Ann)9.05%91.12%
Sharpe Ratio2.315.61
Daily Std Dev90.25%44.02%
Max Drawdown-98.03%-80.10%
Current Drawdown-88.44%-13.12%

Correlation

-0.50.00.51.00.6

The correlation between BCH-USD and BNB-USD is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BCH-USD vs. BNB-USD - Performance Comparison

In the year-to-date period, BCH-USD achieves a 74.86% return, which is significantly lower than BNB-USD's 87.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10,000.00%20,000.00%30,000.00%December2024FebruaryMarchAprilMay
-30.71%
29,386.60%
BCH-USD
BNB-USD

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Bitcoin Cash

Binance Coin

Risk-Adjusted Performance

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.


BCH-USD
Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 2.31, compared to the broader market0.002.004.006.008.0010.0012.002.31
Sortino ratio
The chart of Sortino ratio for BCH-USD, currently valued at 3.54, compared to the broader market1.002.003.004.005.003.54
Omega ratio
The chart of Omega ratio for BCH-USD, currently valued at 1.36, compared to the broader market1.101.201.301.401.501.36
Calmar ratio
The chart of Calmar ratio for BCH-USD, currently valued at 1.64, compared to the broader market2.004.006.008.0010.0012.0014.001.64
Martin ratio
The chart of Martin ratio for BCH-USD, currently valued at 18.55, compared to the broader market0.0020.0040.0060.0080.0018.55
BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.61, compared to the broader market0.002.004.006.008.0010.0012.005.61
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.98, compared to the broader market1.002.003.004.005.004.98
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.57, compared to the broader market1.101.201.301.401.501.57
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 3.07, compared to the broader market2.004.006.008.0010.0012.0014.003.07
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 50.53, compared to the broader market0.0020.0040.0060.0080.0050.53

BCH-USD vs. BNB-USD - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is 2.31, which is lower than the BNB-USD Sharpe Ratio of 5.61. The chart below compares the 12-month rolling Sharpe Ratio of BCH-USD and BNB-USD.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00December2024FebruaryMarchAprilMay
2.31
5.61
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%December2024FebruaryMarchAprilMay
-88.44%
-13.12%
BCH-USD
BNB-USD

Volatility

BCH-USD vs. BNB-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 30.05% compared to Binance Coin (BNB-USD) at 14.66%. 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%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
30.05%
14.66%
BCH-USD
BNB-USD