BCH-USD vs. GBPUSD=X
BCH-USD (Bitcoin Cash) is a cryptocurrency, while GBPUSD=X (GBP/USD) is a currency. Over the past 5 years, BCH-USD returned -20.02%/yr vs -1.19%/yr for GBPUSD=X. At a 0.10 correlation, their price movements are largely independent.
Performance
BCH-USD vs. GBPUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -64.13% return, which is significantly lower than GBPUSD=X's -0.93% return.
BCH-USD
- 1D
- -12.43%
- 1M
- -53.88%
- YTD
- -64.13%
- 6M
- -61.64%
- 1Y
- -44.28%
- 3Y*
- 23.19%
- 5Y*
- -20.02%
- 10Y*
- —
GBPUSD=X
- 1D
- -0.70%
- 1M
- -1.93%
- YTD
- -0.93%
- 6M
- -0.00%
- 1Y
- -1.76%
- 3Y*
- 2.37%
- 5Y*
- -1.19%
- 10Y*
- -0.87%
BCH-USD vs. GBPUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -64.13% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 329.48% |
GBPUSD=X GBP/USD | -0.93% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 3.93% |
Correlation
The correlation between BCH-USD and GBPUSD=X is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2017 | 0.10 |
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Return for Risk
BCH-USD vs. GBPUSD=X — Risk / Return Rank
BCH-USD
GBPUSD=X
BCH-USD vs. GBPUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and GBP/USD (GBPUSD=X). 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-USD | GBPUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.97 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.27 | -0.39 |
| Martin ratioReturn relative to average drawdown | -2.08 | -0.53 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCH-USD | GBPUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | -0.23 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.13 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.22 | +0.14 |
Drawdowns
BCH-USD vs. GBPUSD=X - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than GBPUSD=X's maximum drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for BCH-USD and GBPUSD=X.
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Drawdown Indicators
| BCH-USD | GBPUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -49.29% | -48.67% |
Max Drawdown (1Y)Largest decline over 1 year | -67.18% | -5.26% | -61.92% |
Max Drawdown (3Y)Largest decline over 3 years | -69.07% | -9.34% | -59.73% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -24.62% | -64.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.99% | — |
Current DrawdownCurrent decline from peak | -94.27% | -36.75% | -57.52% |
Average DrawdownAverage peak-to-trough decline | -86.08% | -31.14% | -54.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.88% | 2.51% | +22.37% |
Volatility
BCH-USD vs. GBPUSD=X - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 21.41% compared to GBP/USD (GBPUSD=X) at 1.80%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X 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 | GBPUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.41% | 1.80% | +19.61% |
Volatility (6M)Calculated over the trailing 6-month period | 48.08% | 4.97% | +43.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.68% | 6.26% | +50.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.10% | 8.25% | +61.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.92% | 9.10% | +88.82% |
Frequently Asked Questions
BCH-USD and GBPUSD=X have a correlation of 0.13, 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 (21.41%) compared to GBPUSD=X (1.80%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs GBPUSD=X's -49.29%.
GBPUSD=X currently has the higher Sharpe Ratio (-0.23 vs -0.65), 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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