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 -15.97%/yr vs -1.00%/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 -67.78% return, which is significantly lower than GBPUSD=X's -1.95% return.
BCH-USD
- 1D
- 1.40%
- 1M
- -43.75%
- YTD
- -67.78%
- 6M
- -67.27%
- 1Y
- -60.05%
- 3Y*
- -4.84%
- 5Y*
- -15.97%
- 10Y*
- —
GBPUSD=X
- 1D
- 0.21%
- 1M
- -1.88%
- YTD
- -1.95%
- 6M
- -2.33%
- 1Y
- -3.43%
- 3Y*
- 1.25%
- 5Y*
- -1.00%
- 10Y*
- -0.02%
BCH-USD vs. GBPUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -67.78% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
GBPUSD=X GBP/USD | -1.95% | 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 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 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.
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 | GBPUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.93 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.53 | -0.32 |
| Martin ratioReturn relative to average drawdown | -2.25 | -0.98 | -1.28 |
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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 | -70.92% | -5.26% | -65.66% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -9.34% | -63.26% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -23.41% | -65.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.46% | — |
Current DrawdownCurrent decline from peak | -94.85% | -37.39% | -57.46% |
Average DrawdownAverage peak-to-trough decline | -86.11% | -31.26% | -54.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.78% | 2.70% | +28.08% |
Volatility
BCH-USD vs. GBPUSD=X - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 28.22% compared to GBP/USD (GBPUSD=X) at 1.68%. 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 | 28.22% | 1.68% | +26.54% |
Volatility (6M)Calculated over the trailing 6-month period | 49.46% | 4.84% | +44.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.33% | 6.19% | +51.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.73% | 8.23% | +61.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.75% | 8.71% | +89.04% |
Frequently Asked Questions
BCH-USD and GBPUSD=X have a correlation of 0.16, 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 (28.22%) compared to GBPUSD=X (1.68%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs GBPUSD=X's -49.29%.
GBPUSD=X currently has the higher Sharpe Ratio (-0.45 vs -0.87), 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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