BCH-USD vs. QQQ
BCH-USD (Bitcoin Cash) is a cryptocurrency, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, BCH-USD returned -17.86%/yr vs 17.86%/yr for QQQ. At a 0.18 correlation, their price movements are largely independent.
Performance
BCH-USD vs. QQQ - Performance Comparison
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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%
BCH-USD vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BCH-USD
QQQ
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-USD | QQQ | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCH-USD | QQQ | Difference | |
|---|---|---|---|
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-USD | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -93.52% | -0.74% | -92.78% |
Average DrawdownAverage peak-to-trough decline | -86.07% | -32.78% | -53.29% |
Ulcer IndexDepth 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-USD | QQQ | Difference | |
|---|---|---|---|
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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