BCH-USD vs. ETH-USD
BCH-USD (Bitcoin Cash) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -12.92%/yr vs -0.55%/yr for ETH-USD. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -63.35% return, which is significantly lower than ETH-USD's -37.99% return.
BCH-USD
- 1D
- -1.02%
- 1M
- 3.32%
- 6M
- -63.39%
- YTD
- -63.35%
- 1Y
- -56.13%
- 3Y*
- -3.42%
- 5Y*
- -12.92%
- 10Y*
- —
ETH-USD
- 1D
- -1.26%
- 1M
- 5.18%
- 6M
- -44.17%
- YTD
- -37.99%
- 1Y
- -47.13%
- 3Y*
- -1.03%
- 5Y*
- -0.55%
- 10Y*
- 65.76%
BCH-USD vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.35% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
ETH-USD Ethereum | -37.99% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 242.23% |
Correlation
The correlation between BCH-USD and ETH-USD is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.73 |
The correlation between BCH-USD and ETH-USD has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
BCH-USD vs. ETH-USD — Risk / Return Rank
BCH-USD
ETH-USD
BCH-USD vs. ETH-USD - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCH-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.91 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.70 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.80 | -1.07 | -0.73 |
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Drawdowns
BCH-USD vs. ETH-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ETH-USD.
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Drawdown Indicators
| BCH-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -94.01% | -3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -67.60% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -67.60% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -79.35% | -9.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -94.14% | -61.92% | -32.22% |
Average DrawdownAverage peak-to-trough decline | -86.16% | -51.01% | -35.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.27% | 36.94% | -0.67% |
Volatility
BCH-USD vs. ETH-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 15.70% compared to Ethereum (ETH-USD) at 13.59%. 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.
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Volatility by Period
| BCH-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.70% | 13.59% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 49.99% | 46.66% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.68% | 55.03% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.71% | 58.72% | +10.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.50% | 76.80% | +20.70% |
Frequently Asked Questions
BCH-USD and ETH-USD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH-USD has higher volatility (15.70%) compared to ETH-USD (13.59%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.71 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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