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

Correlation

The correlation between BCH-USD and QQQ is 0.17, 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.


-0.50.00.51.00.2

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 (QQQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
17.83%
10.12%
BCH-USD
QQQ

Key characteristics

Sharpe Ratio

BCH-USD:

0.17

QQQ:

1.58

Sortino Ratio

BCH-USD:

0.79

QQQ:

2.13

Omega Ratio

BCH-USD:

1.08

QQQ:

1.28

Calmar Ratio

BCH-USD:

0.03

QQQ:

2.13

Martin Ratio

BCH-USD:

0.47

QQQ:

7.44

Ulcer Index

BCH-USD:

26.93%

QQQ:

3.88%

Daily Std Dev

BCH-USD:

83.29%

QQQ:

18.24%

Max Drawdown

BCH-USD:

-98.03%

QQQ:

-82.98%

Current Drawdown

BCH-USD:

-88.12%

QQQ:

-2.90%

Returns By Period

In the year-to-date period, BCH-USD achieves a 7.45% return, which is significantly higher than QQQ's 2.06% return.


BCH-USD

YTD

7.45%

1M

5.93%

6M

17.82%

1Y

97.15%

5Y*

6.28%

10Y*

N/A

QQQ

YTD

2.06%

1M

1.18%

6M

10.12%

1Y

27.08%

5Y*

19.30%

10Y*

18.75%

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. QQQ — 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 4444
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 4646
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6161
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Invesco QQQ (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.


Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.000.171.48
The chart of Sortino ratio for BCH-USD, currently valued at 0.79, compared to the broader market0.002.004.006.000.791.97
The chart of Omega ratio for BCH-USD, currently valued at 1.08, compared to the broader market1.001.201.401.601.081.27
The chart of Calmar ratio for BCH-USD, currently valued at 0.03, compared to the broader market2.004.006.008.000.030.64
The chart of Martin ratio for BCH-USD, currently valued at 0.47, compared to the broader market0.0020.0040.0060.000.476.39
BCH-USD
QQQ

The current BCH-USD Sharpe Ratio is 0.17, which is lower than the QQQ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BCH-USD and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.17
1.48
BCH-USD
QQQ

Drawdowns

BCH-USD vs. QQQ - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BCH-USD and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-88.12%
-2.90%
BCH-USD
QQQ

Volatility

BCH-USD vs. QQQ - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 20.06% compared to Invesco QQQ (QQQ) at 5.19%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
20.06%
5.19%
BCH-USD
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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