BCH-USD vs. BTC-USD
BCH-USD (Bitcoin Cash) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -13.70%/yr vs 13.47%/yr for BTC-USD. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -60.23% return, which is significantly lower than BTC-USD's -27.93% return.
BCH-USD
- 1D
- 1.24%
- 1M
- 16.92%
- 6M
- -62.29%
- YTD
- -60.23%
- 1Y
- -53.73%
- 3Y*
- -4.68%
- 5Y*
- -13.70%
- 10Y*
- —
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
BCH-USD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -60.23% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
BTC-USD Bitcoin | -27.93% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 421.67% |
Correlation
The correlation between BCH-USD and BTC-USD is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.69 |
The correlation between BCH-USD and BTC-USD has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.
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Return for Risk
BCH-USD vs. BTC-USD — Risk / Return Rank
BCH-USD
BTC-USD
BCH-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Bitcoin (BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.85 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.82 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.81 | -1.34 | -0.47 |
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Drawdowns
BCH-USD vs. BTC-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BCH-USD and BTC-USD.
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Drawdown Indicators
| BCH-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -85.30% | -12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -53.08% | -17.84% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -53.08% | -19.52% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -76.67% | -11.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -93.64% | -49.44% | -44.20% |
Average DrawdownAverage peak-to-trough decline | -86.14% | -42.53% | -43.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.51% | 31.20% | +3.31% |
Volatility
BCH-USD vs. BTC-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 17.85% compared to Bitcoin (BTC-USD) at 9.25%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.85% | 9.25% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 49.86% | 34.87% | +14.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.63% | 35.75% | +21.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.70% | 43.96% | +25.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.59% | 56.32% | +41.27% |
Frequently Asked Questions
BCH-USD and BTC-USD have a correlation of 0.64, 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 (17.85%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs BTC-USD's -85.30%.
BCH-USD currently has the higher Sharpe Ratio (-0.78 vs -1.01), 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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