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BCH-USD vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, BCH-USD achieves a -59.43% return, which is significantly lower than QQQ's 20.71% return.


BCH-USD

1D
-0.09%
1M
-47.35%
YTD
-59.43%
6M
-57.75%
1Y
-39.36%
3Y*
30.71%
5Y*
-17.86%
10Y*

QQQ

1D
-0.48%
1M
8.66%
YTD
20.71%
6M
19.19%
1Y
40.74%
3Y*
28.54%
5Y*
17.86%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-59.43%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%329.48%
QQQ
Invesco QQQ ETF
20.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%8.55%

Correlation

The correlation between BCH-USD and QQQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2017

0.18

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Return for Risk

BCH-USD vs. QQQ — 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: 4848
Overall Rank
BCH-USD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5959
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 5959
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 11
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 7474
Overall Rank
QQQ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7676
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7575
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Invesco QQQ ETF (QQQ). 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-USDQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-3.96

Omega ratioGain probability vs. loss probability

0.94

1.44

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.63

3.42

-4.05

Martin ratioReturn relative to average drawdown

-1.88

13.14

-15.02

BCH-USD vs. QQQ - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.59, which is lower than the QQQ Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BCH-USD and QQQ, 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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Sharpe Ratios by Period


BCH-USDQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

2.57

-3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.80

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.41

-0.48

Drawdowns

BCH-USD vs. QQQ - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BCH-USD and QQQ.


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Drawdown Indicators


BCH-USDQQQDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-82.97%

-14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-62.87%

-11.96%

-50.91%

Max Drawdown (3Y)

Largest decline over 3 years

-65.01%

-22.77%

-42.24%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-35.12%

-53.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-93.52%

-0.74%

-92.78%

Average Drawdown

Average peak-to-trough decline

-86.07%

-32.78%

-53.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.52%

3.11%

+21.41%

Volatility

BCH-USD vs. QQQ - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 18.47% compared to Invesco QQQ ETF (QQQ) at 4.51%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCH-USDQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.47%

4.51%

+13.96%

Volatility (6M)

Calculated over the trailing 6-month period

46.38%

12.10%

+34.28%

Volatility (1Y)

Calculated over the trailing 1-year period

55.74%

15.94%

+39.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.96%

22.37%

+47.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.87%

22.29%

+75.58%

Frequently Asked Questions


BCH-USD and QQQ have a correlation of 0.26, 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 (18.47%) compared to QQQ (4.51%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.57 vs -0.59), 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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