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BCH-USD vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, BCH-USD achieves a -64.13% return, which is significantly lower than BNB-USD's -33.24% return.


BCH-USD

1D
-12.43%
1M
-53.88%
YTD
-64.13%
6M
-61.64%
1Y
-44.28%
3Y*
23.19%
5Y*
-20.02%
10Y*

BNB-USD

1D
-4.55%
1M
-10.96%
YTD
-33.24%
6M
-34.77%
1Y
-9.00%
3Y*
27.00%
5Y*
7.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-64.13%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%258.52%
BNB-USD
Binance Coin
-33.24%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%333.78%

Correlation

The correlation between BCH-USD and BNB-USD is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.60

The correlation between BCH-USD and BNB-USD has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

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Return for Risk

BCH-USD vs. BNB-USD — Risk / Return Rank

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

BCH-USD
BCH-USD Risk / Return Rank: 4444
Overall Rank
BCH-USD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 5353
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8282
Overall Rank
BNB-USD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8181
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8080
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 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-USDBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

0.93

1.01

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.16

-0.50

Martin ratioReturn relative to average drawdown

-2.08

-0.26

-1.82

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

The current BCH-USD Sharpe Ratio is -0.65, which is lower than the BNB-USD Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of BCH-USD and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCH-USDBNB-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

-0.17

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.13

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.97

-1.06

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-USDBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-79.74%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-67.18%

-55.90%

-11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-69.07%

-55.90%

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-69.89%

-18.75%

Current Drawdown

Current decline from peak

-94.27%

-55.90%

-38.37%

Average Drawdown

Average peak-to-trough decline

-86.08%

-38.66%

-47.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.88%

41.15%

-16.27%

Volatility

BCH-USD vs. BNB-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 21.41% compared to Binance Coin (BNB-USD) at 16.20%. 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-USDBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.41%

16.20%

+5.21%

Volatility (6M)

Calculated over the trailing 6-month period

48.08%

34.07%

+14.01%

Volatility (1Y)

Calculated over the trailing 1-year period

56.68%

44.26%

+12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.10%

50.64%

+19.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.92%

80.14%

+17.78%

Frequently Asked Questions


BCH-USD and BNB-USD have a correlation of 0.57, 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 (21.41%) compared to BNB-USD (16.20%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs BNB-USD's -79.74%.

BNB-USD currently has the higher Sharpe Ratio (-0.17 vs -0.65), 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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