BCH-USD vs. UVXY
BCH-USD (Bitcoin Cash) is a cryptocurrency, while UVXY (ProShares Ultra VIX Short-Term Futures ETF) is Volatility fund tracking the S&P 500 VIX SHORT-TERM FUTURES TR (150%). Over the past 5 years, BCH-USD returned -15.45%/yr vs -67.45%/yr for UVXY. At a correlation of -0.17, they often move in opposite directions.
Performance
BCH-USD vs. UVXY - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -61.98% return, which is significantly lower than UVXY's -30.98% return.
BCH-USD
- 1D
- 3.41%
- 1M
- -6.37%
- 6M
- -62.65%
- YTD
- -61.98%
- 1Y
- -54.15%
- 3Y*
- -5.81%
- 5Y*
- -15.45%
- 10Y*
- —
UVXY
- 1D
- -1.55%
- 1M
- -14.72%
- 6M
- -29.08%
- YTD
- -30.98%
- 1Y
- -73.12%
- 3Y*
- -62.19%
- 5Y*
- -67.45%
- 10Y*
- -72.77%
BCH-USD vs. UVXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -61.98% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
UVXY ProShares Ultra VIX Short-Term Futures ETF | -30.98% | -65.32% | -50.90% | -87.70% | -44.81% | -88.33% | -17.38% | -84.23% | 60.10% | -65.73% |
Correlation
The correlation between BCH-USD and UVXY is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | -0.17 |
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Return for Risk
BCH-USD vs. UVXY — Risk / Return Rank
BCH-USD
UVXY
BCH-USD vs. UVXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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-USD | UVXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.82 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -1.00 | +0.24 |
| Martin ratioReturn relative to average drawdown | -1.90 | -1.45 | -0.45 |
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Drawdowns
BCH-USD vs. UVXY - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BCH-USD and UVXY.
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Drawdown Indicators
| BCH-USD | UVXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -100.00% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -70.92% | -73.43% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -95.10% | +22.50% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -99.72% | +11.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -93.92% | -100.00% | +6.08% |
Average DrawdownAverage peak-to-trough decline | -86.13% | -98.75% | +12.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.12% | 50.64% | -17.52% |
Volatility
BCH-USD vs. UVXY - Volatility Comparison
Bitcoin Cash (BCH-USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY) have volatilities of 26.24% and 25.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCH-USD | UVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.24% | 25.49% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 50.15% | 66.37% | -16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.53% | 85.15% | -27.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.73% | 103.97% | -34.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.67% | 112.06% | -14.39% |
Frequently Asked Questions
BCH-USD and UVXY have a correlation of -0.25, 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 (26.24%) compared to UVXY (25.49%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs UVXY's -100.00%.
BCH-USD currently has the higher Sharpe Ratio (-0.78 vs -0.86), 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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