BCH-USD vs. HBAR-USD
BCH-USD (Bitcoin Cash) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -12.52%/yr vs -16.90%/yr for HBAR-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -63.12% return, which is significantly lower than HBAR-USD's -36.90% return.
BCH-USD
- 1D
- 2.68%
- 1M
- 10.43%
- 6M
- -62.16%
- YTD
- -63.12%
- 1Y
- -59.72%
- 3Y*
- -3.56%
- 5Y*
- -12.52%
- 10Y*
- —
- ALL TIME*
- -9.76%
HBAR-USD
- 1D
- 0.71%
- 1M
- -16.91%
- 6M
- -39.53%
- YTD
- -36.90%
- 1Y
- -75.28%
- 3Y*
- 6.54%
- 5Y*
- -16.90%
- 10Y*
- —
- ALL TIME*
- -23.43%
BCH-USD vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.12% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | -33.86% |
HBAR-USD HederaHashgraph | -36.90% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between BCH-USD and HBAR-USD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.57 |
The correlation between BCH-USD and HBAR-USD has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
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Return for Risk
BCH-USD vs. HBAR-USD — Risk / Return Rank
BCH-USD
HBAR-USD
BCH-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and HederaHashgraph (HBAR-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.
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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.79 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.97 | +0.13 |
| Martin ratioReturn relative to average drawdown | -1.88 | -1.32 | -0.56 |
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Drawdowns
BCH-USD vs. HBAR-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for BCH-USD and HBAR-USD.
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Drawdown Indicators
| BCH-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -97.58% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -77.42% | +6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -82.42% | +9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -92.79% | +4.15% |
Current DrawdownCurrent decline from peak | -94.11% | -86.76% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -86.17% | -74.67% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.98% | 45.53% | -8.55% |
Volatility
BCH-USD vs. HBAR-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 14.67% compared to HederaHashgraph (HBAR-USD) at 12.68%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-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-USD | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.67% | 12.68% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 50.12% | 40.17% | +9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.69% | 58.08% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.67% | 84.51% | -14.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.46% | 107.86% | -10.40% |
Frequently Asked Questions
BCH-USD and HBAR-USD have a correlation of 0.57, 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 (14.67%) compared to HBAR-USD (12.68%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs HBAR-USD's -97.58%.
BCH-USD currently has the higher Sharpe Ratio (-0.86 vs -1.08), 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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