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BCH-USD vs. GBPUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and GBP/USD (GBPUSD=X). The values are adjusted to include any dividend payments, if applicable.

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BCH-USD vs. GBPUSD=X - 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%
GBPUSD=X
GBP/USD
-1.65%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%3.93%

Returns By Period

In the year-to-date period, BCH-USD achieves a -25.76% return, which is significantly lower than GBPUSD=X's -1.65% 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*

GBPUSD=X

1D
-0.48%
1M
-0.90%
YTD
-1.65%
6M
-1.51%
1Y
1.82%
3Y*
2.17%
5Y*
-0.86%
10Y*
-0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BCH-USD vs. GBPUSD=X — 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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3838
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 5151
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 5050
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 2020
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 1717
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. 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-USDGBPUSD=XDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.22

+0.51

Sortino ratio

Return per unit of downside risk

1.47

0.36

+1.11

Omega ratio

Gain probability vs. loss probability

1.15

1.04

+0.10

Calmar ratio

Return relative to maximum drawdown

-0.58

-0.53

-0.05

Martin ratio

Return relative to average drawdown

-1.16

-1.03

-0.13

BCH-USD vs. GBPUSD=X - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is 0.73, which is higher than the GBPUSD=X Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of BCH-USD and GBPUSD=X, 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-USDGBPUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.22

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.10

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.22

+0.20

Correlation

The correlation between BCH-USD and GBPUSD=X is 0.10, 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.


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-USDGBPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-49.29%

-48.67%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

-5.26%

-27.21%

Max Drawdown (5Y)

Largest decline over 5 years

-94.25%

-24.78%

-69.47%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

Current Drawdown

Current decline from peak

-88.13%

-37.20%

-50.93%

Average Drawdown

Average peak-to-trough decline

-86.02%

-30.76%

-55.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

2.69%

+13.57%

Volatility

BCH-USD vs. GBPUSD=X - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 12.72% compared to GBP/USD (GBPUSD=X) at 2.56%. 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-USDGBPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

2.56%

+10.16%

Volatility (6M)

Calculated over the trailing 6-month period

52.41%

4.64%

+47.77%

Volatility (1Y)

Calculated over the trailing 1-year period

59.03%

6.79%

+52.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.60%

8.28%

+70.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.61%

9.14%

+89.47%