BCH-USD vs. BTG-USD
BCH-USD (Bitcoin Cash) and BTG-USD (Bitcoin Gold) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -12.92%/yr vs -63.51%/yr for BTG-USD. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. BTG-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BCH-USD having a -63.35% return and BTG-USD slightly lower at -65.06%.
BCH-USD
- 1D
- -1.02%
- 1M
- 3.32%
- 6M
- -63.39%
- YTD
- -63.35%
- 1Y
- -56.13%
- 3Y*
- -3.42%
- 5Y*
- -12.92%
- 10Y*
- —
BTG-USD
- 1D
- -30.55%
- 1M
- -16.98%
- 6M
- -84.94%
- YTD
- -65.06%
- 1Y
- -64.05%
- 3Y*
- -73.56%
- 5Y*
- -63.51%
- 10Y*
- —
BCH-USD vs. BTG-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.35% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 602.60% |
BTG-USD Bitcoin Gold | -65.06% | -92.37% | -56.73% | 85.84% | -70.99% | 382.62% | 56.48% | -57.33% | -94.85% | 55.62% |
Correlation
The correlation between BCH-USD and BTG-USD is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.53 |
The correlation between BCH-USD and BTG-USD shifts across timeframes, from -0.00 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCH-USD vs. BTG-USD — Risk / Return Rank
BCH-USD
BTG-USD
BCH-USD vs. BTG-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Bitcoin Gold (BTG-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 | BTG-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -7.80 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.70 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.69 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.80 | -1.01 | -0.79 |
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Drawdowns
BCH-USD vs. BTG-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum BTG-USD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for BCH-USD and BTG-USD.
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Drawdown Indicators
| BCH-USD | BTG-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -99.96% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -93.25% | +22.33% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -99.71% | +27.11% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -99.79% | +11.15% |
Current DrawdownCurrent decline from peak | -94.14% | -99.94% | +5.80% |
Average DrawdownAverage peak-to-trough decline | -86.16% | -93.39% | +7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.27% | 67.80% | -31.53% |
Volatility
BCH-USD vs. BTG-USD - Volatility Comparison
The current volatility for Bitcoin Cash (BCH-USD) is 15.70%, while Bitcoin Gold (BTG-USD) has a volatility of 124.70%. This indicates that BCH-USD experiences smaller price fluctuations and is considered to be less risky than BTG-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 | BTG-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.70% | 124.70% | -109.00% |
Volatility (6M)Calculated over the trailing 6-month period | 49.99% | 575.50% | -525.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.68% | 681.37% | -623.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.71% | 380.15% | -310.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.50% | 301.18% | -203.68% |
Frequently Asked Questions
BCH-USD and BTG-USD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTG-USD has higher volatility (124.70%) compared to BCH-USD (15.70%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs BTG-USD's -99.96%.
BTG-USD currently has the higher Sharpe Ratio (-0.08 vs -0.81), 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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