BCH-USD vs. BNB-USD
BCH-USD (Bitcoin Cash) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -12.92%/yr vs 13.42%/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 -63.35% return, which is significantly lower than BNB-USD's -34.27% return.
BCH-USD
- 1D
- -1.02%
- 1M
- 3.32%
- 6M
- -63.39%
- YTD
- -63.35%
- 1Y
- -56.13%
- 3Y*
- -3.42%
- 5Y*
- -12.92%
- 10Y*
- —
BNB-USD
- 1D
- -0.79%
- 1M
- -5.52%
- 6M
- -39.46%
- YTD
- -34.27%
- 1Y
- -21.28%
- 3Y*
- 33.19%
- 5Y*
- 13.42%
- 10Y*
- —
BCH-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.35% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 279.75% |
BNB-USD BNB | -34.27% | 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 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
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 0.58 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 | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.97 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.37 | -0.43 |
| Martin ratioReturn relative to average drawdown | -1.80 | -0.54 | -1.26 |
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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% | -58.25% | -12.67% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -58.25% | -14.35% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -69.89% | -18.75% |
Current DrawdownCurrent decline from peak | -94.14% | -56.58% | -37.56% |
Average DrawdownAverage peak-to-trough decline | -86.16% | -38.89% | -47.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.27% | 31.46% | +4.81% |
Volatility
BCH-USD vs. BNB-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 15.70% compared to BNB (BNB-USD) at 8.80%. 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 | 15.70% | 8.80% | +6.90% |
Volatility (6M)Calculated over the trailing 6-month period | 49.99% | 34.51% | +15.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.68% | 44.57% | +13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.71% | 49.22% | +20.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.50% | 79.67% | +17.83% |
Frequently Asked Questions
BCH-USD and BNB-USD have a correlation of 0.60, 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 (15.70%) compared to BNB-USD (8.80%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.40 vs -0.81), 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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