BCH-USD vs. LINK-USD
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and ChainLink (LINK-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or LINK-USD.
Key characteristics
BCH-USD | LINK-USD | |
---|---|---|
YTD Return | 45.58% | -8.21% |
1Y Return | 57.42% | -6.27% |
3Y Return (Ann) | -19.23% | -26.02% |
5Y Return (Ann) | 5.16% | 37.57% |
Sharpe Ratio | 0.27 | -0.54 |
Sortino Ratio | 1.39 | -0.44 |
Omega Ratio | 1.13 | 0.96 |
Calmar Ratio | 0.10 | 0.04 |
Martin Ratio | 0.71 | -1.10 |
Ulcer Index | 41.34% | 38.46% |
Daily Std Dev | 81.26% | 65.68% |
Max Drawdown | -98.03% | -90.17% |
Current Drawdown | -90.38% | -73.67% |
Correlation
The correlation between BCH-USD and LINK-USD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BCH-USD vs. LINK-USD - Performance Comparison
In the year-to-date period, BCH-USD achieves a 45.58% return, which is significantly higher than LINK-USD's -8.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCH-USD vs. LINK-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and ChainLink (LINK-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.
Drawdowns
BCH-USD vs. LINK-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than LINK-USD's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for BCH-USD and LINK-USD. For additional features, visit the drawdowns tool.
Volatility
BCH-USD vs. LINK-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) and ChainLink (LINK-USD) have volatilities of 22.85% and 23.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.