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BCH-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.7

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.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-9.56%
56.17%
BCH-USD
BTC-USD

Key characteristics

Sharpe Ratio

BCH-USD:

-0.51

BTC-USD:

1.35

Sortino Ratio

BCH-USD:

-0.37

BTC-USD:

2.06

Omega Ratio

BCH-USD:

0.96

BTC-USD:

1.20

Calmar Ratio

BCH-USD:

0.01

BTC-USD:

1.08

Martin Ratio

BCH-USD:

-1.58

BTC-USD:

7.46

Ulcer Index

BCH-USD:

24.91%

BTC-USD:

8.84%

Daily Std Dev

BCH-USD:

84.07%

BTC-USD:

43.77%

Max Drawdown

BCH-USD:

-98.03%

BTC-USD:

-93.07%

Current Drawdown

BCH-USD:

-91.95%

BTC-USD:

-9.99%

Returns By Period

In the year-to-date period, BCH-USD achieves a -27.20% return, which is significantly lower than BTC-USD's 2.26% return.


BCH-USD

YTD

-27.20%

1M

-25.91%

6M

-5.85%

1Y

15.65%

5Y*

-3.25%

10Y*

N/A

BTC-USD

YTD

2.26%

1M

-5.49%

6M

61.90%

1Y

84.51%

5Y*

58.31%

10Y*

81.63%

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 2626
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 2323
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 1818
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.511.35
The chart of Sortino ratio for BCH-USD, currently valued at -0.37, compared to the broader market-1.000.001.002.003.004.005.00-0.372.06
The chart of Omega ratio for BCH-USD, currently valued at 0.96, compared to the broader market0.901.001.101.201.301.401.500.961.20
The chart of Calmar ratio for BCH-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.011.08
The chart of Martin ratio for BCH-USD, currently valued at -1.58, compared to the broader market0.0010.0020.0030.0040.0050.00-1.587.46
BCH-USD
BTC-USD

The current BCH-USD Sharpe Ratio is -0.51, which is lower than the BTC-USD Sharpe Ratio of 1.35. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.51
1.35
BCH-USD
BTC-USD

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.95%
-9.99%
BCH-USD
BTC-USD

Volatility

BCH-USD vs. BTC-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 18.50% compared to Bitcoin (BTC-USD) at 9.75%. 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.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
18.50%
9.75%
BCH-USD
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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