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

BCH-USD vs. SPY

Last updated May 16, 2025

Compare and contrast key facts about Bitcoin Cash (BCH-USD) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or SPY.

Correlation

The correlation between BCH-USD and SPY is 0.23, 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.

Performance

BCH-USD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCH-USD:

-0.08

SPY:

0.64

Sortino Ratio

BCH-USD:

1.28

SPY:

1.16

Omega Ratio

BCH-USD:

1.13

SPY:

1.17

Calmar Ratio

BCH-USD:

0.17

SPY:

0.79

Martin Ratio

BCH-USD:

1.33

SPY:

3.04

Ulcer Index

BCH-USD:

32.10%

SPY:

4.87%

Daily Std Dev

BCH-USD:

66.30%

SPY:

20.29%

Max Drawdown

BCH-USD:

-98.03%

SPY:

-55.19%

Current Drawdown

BCH-USD:

-89.74%

SPY:

-3.38%

Returns By Period

In the year-to-date period, BCH-USD achieves a -7.18% return, which is significantly lower than SPY's 1.05% return.

BCH-USD

YTD

-7.18%

1M

26.18%

6M

-2.87%

1Y

-13.24%

5Y*

11.22%

10Y*

N/A

SPY

YTD

1.05%

1M

9.83%

6M

0.15%

1Y

12.87%

5Y*

17.33%

10Y*

12.69%

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. SPY — 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 5858
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 7171
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7373
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and SPDR S&P 500 ETF (SPY). 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.

The current BCH-USD Sharpe Ratio is -0.08, which is lower than the SPY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BCH-USD and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

BCH-USD vs. SPY - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BCH-USD and SPY. For additional features, visit the drawdowns tool.

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Volatility

BCH-USD vs. SPY - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 19.49% compared to SPDR S&P 500 ETF (SPY) at 6.19%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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