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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 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
-45.25%
459.74%
BCH-USD
ETH-USD

Key characteristics

Sharpe Ratio

BCH-USD:

0.11

ETH-USD:

-0.60

Sortino Ratio

BCH-USD:

0.75

ETH-USD:

-0.59

Omega Ratio

BCH-USD:

1.08

ETH-USD:

0.94

Calmar Ratio

BCH-USD:

0.02

ETH-USD:

0.03

Martin Ratio

BCH-USD:

0.29

ETH-USD:

-1.51

Ulcer Index

BCH-USD:

30.34%

ETH-USD:

28.86%

Daily Std Dev

BCH-USD:

65.54%

ETH-USD:

59.30%

Max Drawdown

BCH-USD:

-98.03%

ETH-USD:

-93.96%

Current Drawdown

BCH-USD:

-90.87%

ETH-USD:

-62.68%

Returns By Period

In the year-to-date period, BCH-USD achieves a -17.43% return, which is significantly higher than ETH-USD's -46.10% return.


BCH-USD

YTD

-17.43%

1M

6.72%

6M

-2.50%

1Y

-25.22%

5Y*

8.37%

10Y*

N/A

ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

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 6060
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6666
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
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 chart of Sharpe ratio for BCH-USD, currently valued at 0.11, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.11
ETH-USD: -0.60
The chart of Sortino ratio for BCH-USD, currently valued at 0.75, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.75
ETH-USD: -0.59
The chart of Omega ratio for BCH-USD, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.40
BCH-USD: 1.08
ETH-USD: 0.94
The chart of Calmar ratio for BCH-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
BCH-USD: 0.02
ETH-USD: 0.03
The chart of Martin ratio for BCH-USD, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.0025.00
BCH-USD: 0.29
ETH-USD: -1.51

The current BCH-USD Sharpe Ratio is 0.11, which is higher than the ETH-USD Sharpe Ratio of -0.60. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.11
-0.60
BCH-USD
ETH-USD

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.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-90.87%
-62.68%
BCH-USD
ETH-USD

Volatility

BCH-USD vs. ETH-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 24.53%, while Ethereum (ETH-USD) has a volatility of 27.46%. 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.


15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.53%
27.46%
BCH-USD
ETH-USD