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

Correlation

The correlation between BCH-USD and ETH-USD is 0.26, 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.


Performance

BCH-USD vs. ETH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BCH-USD:

-0.08

ETH-USD:

-0.12

Sortino Ratio

BCH-USD:

1.28

ETH-USD:

0.77

Omega Ratio

BCH-USD:

1.13

ETH-USD:

1.08

Calmar Ratio

BCH-USD:

0.17

ETH-USD:

0.03

Martin Ratio

BCH-USD:

1.33

ETH-USD:

0.30

Ulcer Index

BCH-USD:

32.10%

ETH-USD:

31.90%

Daily Std Dev

BCH-USD:

66.30%

ETH-USD:

62.65%

Max Drawdown

BCH-USD:

-98.03%

ETH-USD:

-93.96%

Current Drawdown

BCH-USD:

-89.74%

ETH-USD:

-45.76%

Returns By Period

In the year-to-date period, BCH-USD achieves a -7.18% return, which is significantly higher than ETH-USD's -21.68% return.


BCH-USD

YTD

-7.18%

1M

26.18%

6M

-2.87%

1Y

-13.24%

5Y*

11.22%

10Y*

N/A

ETH-USD

YTD

-21.68%

1M

64.30%

6M

-14.67%

1Y

-14.06%

5Y*

67.09%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. ETH-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 5858
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 3838
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 3636
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Ethereum (ETH-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 current BCH-USD Sharpe Ratio is -0.08, which is higher than the ETH-USD Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BCH-USD and ETH-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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Drawdowns

BCH-USD vs. ETH-USD - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -98.03%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ETH-USD. For additional features, visit the drawdowns tool.


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Volatility

BCH-USD vs. ETH-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 19.49%, while Ethereum (ETH-USD) has a volatility of 26.06%. This indicates that BCH-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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