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

Performance

BCH-USD vs. BTG-USD - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-24.09%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%646.30%
BTG-USD
Bitcoin Gold
101.62%-92.37%-56.73%85.84%-70.99%382.62%56.48%-57.33%-94.85%30.01%

Returns By Period

In the year-to-date period, BCH-USD achieves a -24.09% return, which is significantly lower than BTG-USD's 101.62% return.


BCH-USD

1D
-2.48%
1M
2.07%
YTD
-24.09%
6M
-23.36%
1Y
47.46%
3Y*
54.59%
5Y*
-4.78%
10Y*

BTG-USD

1D
70.19%
1M
55.09%
YTD
101.62%
6M
-10.95%
1Y
198.19%
3Y*
-54.08%
5Y*
-48.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BCH-USD vs. BTG-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: 9393
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8888
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7878
Martin Ratio Rank

BTG-USD
BTG-USD Risk / Return Rank: 9696
Overall Rank
BTG-USD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 100100
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 100100
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 9797
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 9696
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. 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.


BCH-USDBTG-USDDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.19

+0.48

Sortino ratio

Return per unit of downside risk

1.40

9.33

-7.93

Omega ratio

Gain probability vs. loss probability

1.14

2.06

-0.92

Calmar ratio

Return relative to maximum drawdown

-0.49

2.59

-3.08

Martin ratio

Return relative to average drawdown

-0.99

4.07

-5.06

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

The current BCH-USD Sharpe Ratio is 0.67, which is higher than the BTG-USD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of BCH-USD and BTG-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-USDBTG-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.19

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.10

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.11

+0.09

Correlation

The correlation between BCH-USD and BTG-USD is 0.55, 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. BTG-USD - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum BTG-USD drawdown of -99.93%. 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-USDBTG-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-99.93%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

-91.49%

+59.02%

Max Drawdown (5Y)

Largest decline over 5 years

-94.25%

-99.77%

+5.52%

Current Drawdown

Current decline from peak

-87.87%

-99.68%

+11.81%

Average Drawdown

Average peak-to-trough decline

-86.01%

-93.20%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.14%

54.69%

-38.55%

Volatility

BCH-USD vs. BTG-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 12.52%, while Bitcoin Gold (BTG-USD) has a volatility of 331.80%. 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-USDBTG-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.52%

331.80%

-319.28%

Volatility (6M)

Calculated over the trailing 6-month period

52.37%

529.96%

-477.59%

Volatility (1Y)

Calculated over the trailing 1-year period

59.01%

860.46%

-801.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.61%

405.31%

-326.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.62%

323.33%

-224.71%