BCH-USD vs. BTC-USD
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or BTC-USD.
Key characteristics
| BCH-USD | BTC-USD | |
|---|---|---|
| YTD Return | 67.52% | 108.10% |
| 1Y Return | 85.04% | 140.96% |
| 3Y Return (Ann) | -13.32% | 10.91% |
| 5Y Return (Ann) | 9.21% | 58.81% |
| Sharpe Ratio | 0.14 | 1.10 |
| Sortino Ratio | 0.85 | 1.80 |
| Omega Ratio | 1.08 | 1.18 |
| Calmar Ratio | 0.03 | 0.94 |
| Martin Ratio | 0.29 | 4.49 |
| Ulcer Index | 41.40% | 13.18% |
| Daily Std Dev | 82.26% | 44.51% |
| Max Drawdown | -98.03% | -93.07% |
| Current Drawdown | -88.93% | -0.84% |
Correlation
The correlation between BCH-USD and BTC-USD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BCH-USD vs. BTC-USD - Performance Comparison
In the year-to-date period, BCH-USD achieves a 67.52% return, which is significantly lower than BTC-USD's 108.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCH-USD vs. BTC-USD - Risk-Adjusted Performance 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.
Drawdowns
BCH-USD vs. BTC-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BCH-USD and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
BCH-USD vs. BTC-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 27.30% compared to Bitcoin (BTC-USD) at 16.08%. 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.