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BCH-USD vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. PHSP.L - Performance Comparison

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

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Different Trading Currencies

BCH-USD is traded in USD, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCH-USD achieves a -66.18% return, which is significantly lower than PHSP.L's -5.94% return.


BCH-USD

1D
-1.33%
1M
-53.36%
YTD
-66.18%
6M
-65.21%
1Y
-52.28%
3Y*
24.32%
5Y*
-19.90%
10Y*

PHSP.L

1D
4.98%
1M
-23.79%
YTD
-5.94%
6M
9.23%
1Y
84.71%
3Y*
40.82%
5Y*
18.64%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. PHSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-66.18%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%325.79%
PHSP.L
WisdomTree Physical Silver
-5.94%147.01%20.80%-1.58%3.15%-12.90%45.17%17.09%-9.01%1.94%

Correlation

The correlation between BCH-USD and PHSP.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.04

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

0.09

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

0.09

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Return for Risk

BCH-USD vs. PHSP.L — 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: 4040
Overall Rank
BCH-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 11
Martin Ratio Rank

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3535
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. PHSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and WisdomTree Physical Silver (PHSP.L). 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-USDPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.90

1.29

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.74

1.92

-2.67

Martin ratioReturn relative to average drawdown

-2.25

4.25

-6.50

BCH-USD vs. PHSP.L - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.75, which is lower than the PHSP.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BCH-USD and PHSP.L, 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. PHSP.L - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than PHSP.L's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for BCH-USD and PHSP.L.


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Drawdown Indicators


BCH-USDPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-77.00%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-70.31%

-43.79%

-26.52%

Max Drawdown (3Y)

Largest decline over 3 years

-72.02%

-43.79%

-28.23%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-43.79%

-44.85%

Max Drawdown (10Y)

Largest decline over 10 years

-43.79%

Current Drawdown

Current decline from peak

-94.59%

-40.99%

-53.60%

Average Drawdown

Average peak-to-trough decline

-86.07%

-52.73%

-33.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.17%

19.87%

+7.30%

Volatility

BCH-USD vs. PHSP.L - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 26.34% compared to WisdomTree Physical Silver (PHSP.L) at 15.36%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than PHSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCH-USDPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.34%

15.36%

+10.98%

Volatility (6M)

Calculated over the trailing 6-month period

50.21%

53.31%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

57.78%

56.19%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.17%

38.04%

+32.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.90%

32.28%

+65.62%

Frequently Asked Questions


BCH-USD and PHSP.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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