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

Key characteristics


BCH-USDLINK-USD
YTD Return82.58%-5.60%
1Y Return306.70%101.63%
3Y Return (Ann)-29.37%-32.39%
5Y Return (Ann)10.58%94.41%
Sharpe Ratio2.563.02
Daily Std Dev90.19%65.26%
Max Drawdown-98.03%-90.17%
Current Drawdown-87.93%-72.92%

Correlation

-0.50.00.51.00.6

The correlation between BCH-USD and LINK-USD is 0.59, 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 82.58% return, which is significantly higher than LINK-USD's -5.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2024FebruaryMarchAprilMay
-27.65%
6,199.74%
BCH-USD
LINK-USD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Bitcoin Cash

ChainLink

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.


BCH-USD
Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 2.56, compared to the broader market0.002.004.006.008.0010.0012.002.56
Sortino ratio
The chart of Sortino ratio for BCH-USD, currently valued at 3.70, compared to the broader market1.002.003.004.005.003.70
Omega ratio
The chart of Omega ratio for BCH-USD, currently valued at 1.38, compared to the broader market1.101.201.301.401.501.38
Calmar ratio
The chart of Calmar ratio for BCH-USD, currently valued at 1.86, compared to the broader market2.004.006.008.0010.0012.0014.001.86
Martin ratio
The chart of Martin ratio for BCH-USD, currently valued at 19.89, compared to the broader market0.0020.0040.0060.0080.0019.89
LINK-USD
Sharpe ratio
The chart of Sharpe ratio for LINK-USD, currently valued at 3.05, compared to the broader market0.002.004.006.008.0010.0012.003.05
Sortino ratio
The chart of Sortino ratio for LINK-USD, currently valued at 3.11, compared to the broader market1.002.003.004.005.003.11
Omega ratio
The chart of Omega ratio for LINK-USD, currently valued at 1.31, compared to the broader market1.101.201.301.401.501.31
Calmar ratio
The chart of Calmar ratio for LINK-USD, currently valued at 1.76, compared to the broader market2.004.006.008.0010.0012.0014.001.76
Martin ratio
The chart of Martin ratio for LINK-USD, currently valued at 16.91, compared to the broader market0.0020.0040.0060.0080.0016.91

BCH-USD vs. LINK-USD - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is 2.56, which roughly equals the LINK-USD Sharpe Ratio of 3.02. The chart below compares the 12-month rolling Sharpe Ratio of BCH-USD and LINK-USD.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00December2024FebruaryMarchAprilMay
2.56
3.05
BCH-USD
LINK-USD

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.


-90.00%-80.00%-70.00%-60.00%December2024FebruaryMarchAprilMay
-87.93%
-72.92%
BCH-USD
LINK-USD

Volatility

BCH-USD vs. LINK-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) and ChainLink (LINK-USD) have volatilities of 26.62% and 25.56%, 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.


10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
26.62%
25.56%
BCH-USD
LINK-USD