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

Performance

BCH-USD vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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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 GBTC's -32.86% 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*

GBTC

1D
-1.10%
1M
-22.12%
YTD
-32.86%
6M
-32.70%
1Y
-45.93%
3Y*
36.17%
5Y*
10.64%
10Y*
44.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-67.78%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%325.79%
GBTC
Grayscale Bitcoin Trust ETF
-32.86%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%479.90%

Correlation

The correlation between BCH-USD and GBTC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2017

0.44

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Return for Risk

BCH-USD vs. GBTC — 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: 2626
Overall Rank
BCH-USD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 4040
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 11
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 11
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 11
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. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Grayscale Bitcoin Trust ETF (GBTC). 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-USDGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

0.86

0.83

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.86

+0.02

Martin ratioReturn relative to average drawdown

-2.25

-1.48

-0.78

BCH-USD vs. GBTC - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.87, which is comparable to the GBTC Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of BCH-USD and GBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCH-USD vs. GBTC - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than GBTC's maximum drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for BCH-USD and GBTC.


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Drawdown Indicators


BCH-USDGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-89.91%

-8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-70.92%

-53.37%

-17.55%

Max Drawdown (3Y)

Largest decline over 3 years

-72.60%

-53.37%

-19.23%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-85.42%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-94.85%

-53.37%

-41.48%

Average Drawdown

Average peak-to-trough decline

-86.11%

-43.45%

-42.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.78%

31.15%

-0.37%

Volatility

BCH-USD vs. GBTC - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 28.22% compared to Grayscale Bitcoin Trust ETF (GBTC) at 13.27%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCH-USDGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.22%

13.27%

+14.95%

Volatility (6M)

Calculated over the trailing 6-month period

49.46%

34.52%

+14.94%

Volatility (1Y)

Calculated over the trailing 1-year period

57.33%

44.31%

+13.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.73%

62.02%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.75%

81.44%

+16.31%

Frequently Asked Questions


BCH-USD and GBTC have a correlation of 0.48, 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 GBTC (13.27%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs GBTC's -89.91%.

BCH-USD currently has the higher Sharpe Ratio (-0.87 vs -1.04), 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.

Portfolio Optimizer

Find the right allocation for BCH-USD and GBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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