BCH-USD vs. ETH-USD
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or ETH-USD.
Key characteristics
| BCH-USD | ETH-USD | |
|---|---|---|
| YTD Return | 82.57% | 47.92% |
| 1Y Return | 100.13% | 65.01% |
| 3Y Return (Ann) | -10.86% | -10.24% |
| 5Y Return (Ann) | 10.56% | 78.11% |
| Sharpe Ratio | 0.01 | -0.15 |
| Sortino Ratio | 0.66 | 0.27 |
| Omega Ratio | 1.06 | 1.03 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | 0.02 | -0.37 |
| Ulcer Index | 41.33% | 27.41% |
| Daily Std Dev | 81.95% | 52.35% |
| Max Drawdown | -98.03% | -93.96% |
| Current Drawdown | -87.93% | -29.87% |
Correlation
The correlation between BCH-USD and ETH-USD is 0.77, 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.
Performance
BCH-USD vs. ETH-USD - Performance Comparison
In the year-to-date period, BCH-USD achieves a 82.57% return, which is significantly higher than ETH-USD's 47.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
BCH-USD vs. ETH-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 25.72% compared to Ethereum (ETH-USD) at 19.70%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.