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BCH-USD vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

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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BCH-USD vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-25.76%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%329.48%
ETH-USD
Ethereum
-30.81%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%221.33%

Returns By Period

In the year-to-date period, BCH-USD achieves a -25.76% return, which is significantly higher than ETH-USD's -30.81% return.


BCH-USD

1D
-2.35%
1M
0.13%
YTD
-25.76%
6M
-25.33%
1Y
51.80%
3Y*
51.50%
5Y*
-3.51%
10Y*

ETH-USD

1D
-4.09%
1M
3.52%
YTD
-30.81%
6M
-54.26%
1Y
14.38%
3Y*
4.27%
5Y*
0.43%
10Y*
68.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BCH-USD vs. ETH-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCH-USD
BCH-USD Risk / Return Rank: 8585
Overall Rank
BCH-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8989
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 7777
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7373
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7474
Overall Rank
ETH-USD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 8585
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 8484
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BCH-USDETH-USDDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.19

+0.54

Sortino ratio

Return per unit of downside risk

1.47

0.85

+0.62

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.58

-0.92

+0.34

Martin ratio

Return relative to average drawdown

-1.16

-1.58

+0.42

BCH-USD vs. ETH-USD - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is 0.73, which is higher than the ETH-USD Sharpe Ratio of 0.19. 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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Sharpe Ratios by Period


BCH-USDETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.19

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.01

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.79

-0.81

Correlation

The correlation between BCH-USD and ETH-USD is 0.73, 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.


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-USDETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-94.01%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

-62.26%

+29.79%

Max Drawdown (5Y)

Largest decline over 5 years

-94.25%

-79.35%

-14.90%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-88.13%

-57.51%

-30.62%

Average Drawdown

Average peak-to-trough decline

-86.02%

-50.82%

-35.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

36.50%

-20.24%

Volatility

BCH-USD vs. ETH-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 12.72%, while Ethereum (ETH-USD) has a volatility of 18.12%. 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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Volatility by Period


BCH-USDETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

18.12%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

52.41%

51.50%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

59.03%

62.47%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.60%

63.54%

+15.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.61%

78.86%

+19.75%