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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 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-45.52%
1,215.08%
BCH-USD
BTC-USD

Key characteristics

Sharpe Ratio

BCH-USD:

0.12

BTC-USD:

2.03

Sortino Ratio

BCH-USD:

0.77

BTC-USD:

2.63

Omega Ratio

BCH-USD:

1.08

BTC-USD:

1.27

Calmar Ratio

BCH-USD:

0.02

BTC-USD:

1.83

Martin Ratio

BCH-USD:

0.32

BTC-USD:

9.11

Ulcer Index

BCH-USD:

30.46%

BTC-USD:

11.34%

Daily Std Dev

BCH-USD:

65.48%

BTC-USD:

42.81%

Max Drawdown

BCH-USD:

-98.03%

BTC-USD:

-93.07%

Current Drawdown

BCH-USD:

-90.91%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, BCH-USD achieves a -17.83% return, which is significantly lower than BTC-USD's 0.55% return.


BCH-USD

YTD

-17.83%

1M

6.54%

6M

2.41%

1Y

-25.54%

5Y*

7.68%

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*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 5555
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
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.


The chart of Sharpe ratio for BCH-USD, currently valued at 0.12, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.12
BTC-USD: 2.03
The chart of Sortino ratio for BCH-USD, currently valued at 0.77, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.77
BTC-USD: 2.63
The chart of Omega ratio for BCH-USD, currently valued at 1.08, compared to the broader market1.001.101.201.301.40
BCH-USD: 1.08
BTC-USD: 1.27
The chart of Calmar ratio for BCH-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
BCH-USD: 0.02
BTC-USD: 1.83
The chart of Martin ratio for BCH-USD, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.00
BCH-USD: 0.32
BTC-USD: 9.11

The current BCH-USD Sharpe Ratio is 0.12, which is lower than the BTC-USD Sharpe Ratio of 2.03. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.12
2.03
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%NovemberDecember2025FebruaryMarchApril
-90.91%
-11.50%
BCH-USD
BTC-USD

Volatility

BCH-USD vs. BTC-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 24.53% compared to Bitcoin (BTC-USD) at 16.26%. 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%NovemberDecember2025FebruaryMarchApril
24.53%
16.26%
BCH-USD
BTC-USD