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BCH-USD vs. LINK-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BCH-USD and LINK-USD is 0.23, 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.


Performance

BCH-USD vs. LINK-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BCH-USD:

-0.08

LINK-USD:

0.31

Sortino Ratio

BCH-USD:

1.28

LINK-USD:

1.96

Omega Ratio

BCH-USD:

1.13

LINK-USD:

1.19

Calmar Ratio

BCH-USD:

0.17

LINK-USD:

0.65

Martin Ratio

BCH-USD:

1.33

LINK-USD:

3.21

Ulcer Index

BCH-USD:

32.10%

LINK-USD:

32.98%

Daily Std Dev

BCH-USD:

66.30%

LINK-USD:

82.14%

Max Drawdown

BCH-USD:

-98.03%

LINK-USD:

-90.19%

Current Drawdown

BCH-USD:

-89.74%

LINK-USD:

-67.41%

Returns By Period

In the year-to-date period, BCH-USD achieves a -7.18% return, which is significantly higher than LINK-USD's -14.94% return.


BCH-USD

YTD

-7.18%

1M

26.18%

6M

-2.87%

1Y

-13.24%

5Y*

11.22%

10Y*

N/A

LINK-USD

YTD

-14.94%

1M

39.04%

6M

31.16%

1Y

22.50%

5Y*

35.27%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. LINK-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 5858
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7474
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BCH-USD Sharpe Ratio is -0.08, which is lower than the LINK-USD Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BCH-USD and LINK-USD, 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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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 -90.19%. 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.


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Volatility

BCH-USD vs. LINK-USD - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 19.49%, while ChainLink (LINK-USD) has a volatility of 21.09%. This indicates that BCH-USD experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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