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

Performance

BCH-USD vs. BTC-USD - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-25.76%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%329.48%
BTC-USD
Bitcoin
-23.70%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%390.68%

Returns By Period

In the year-to-date period, BCH-USD achieves a -25.76% return, which is significantly lower than BTC-USD's -23.70% return.


BCH-USD

1D
-2.35%
1M
0.13%
YTD
-25.76%
6M
-25.33%
1Y
51.80%
3Y*
51.50%
5Y*
-3.51%
10Y*

BTC-USD

1D
-1.99%
1M
-2.31%
YTD
-23.70%
6M
-44.66%
1Y
-19.07%
3Y*
33.89%
5Y*
3.18%
10Y*
66.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BCH-USD vs. BTC-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: 8585
Overall Rank
BCH-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8989
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 7777
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7373
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 6060
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 5959
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 1212
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 00
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. 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.


BCH-USDBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

0.73

-0.43

+1.16

Sortino ratio

Return per unit of downside risk

1.47

-0.36

+1.83

Omega ratio

Gain probability vs. loss probability

1.15

0.96

+0.19

Calmar ratio

Return relative to maximum drawdown

-0.58

-1.14

+0.55

Martin ratio

Return relative to average drawdown

-1.16

-2.03

+0.87

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

The current BCH-USD Sharpe Ratio is 0.73, which is higher than the BTC-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of BCH-USD and BTC-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.


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Sharpe Ratios by Period


BCH-USDBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.43

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.06

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

1.18

-1.20

Correlation

The correlation between BCH-USD and BTC-USD is 0.69, 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.


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-USDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-85.30%

-12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

-49.65%

+17.18%

Max Drawdown (5Y)

Largest decline over 5 years

-94.25%

-76.67%

-17.58%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-88.13%

-46.47%

-41.66%

Average Drawdown

Average peak-to-trough decline

-86.02%

-42.00%

-44.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

27.75%

-11.49%

Volatility

BCH-USD vs. BTC-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 12.72%, while Bitcoin (BTC-USD) has a volatility of 13.70%. This indicates that BCH-USD experiences smaller price fluctuations and is considered to be less risky 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-USDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

13.70%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

52.41%

35.96%

+16.45%

Volatility (1Y)

Calculated over the trailing 1-year period

59.03%

36.69%

+22.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.60%

46.91%

+31.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.61%

56.71%

+41.90%