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 | 82.58% | 34.24% |
| 1Y Return | 306.70% | 63.51% |
| 3Y Return (Ann) | -29.37% | -4.21% |
| 5Y Return (Ann) | 10.58% | 78.09% |
| Sharpe Ratio | 2.56 | 2.61 |
| Daily Std Dev | 90.19% | 41.71% |
| Max Drawdown | -98.03% | -93.96% |
| Current Drawdown | -87.93% | -36.35% |
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 82.58% return, which is significantly higher than ETH-USD's 34.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 26.62% compared to Ethereum (ETH-USD) at 19.02%. 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.