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 -16.94%/yr vs -67.90%/yr for UVXY. Their -0.17 correlation means they have often moved in opposite directions in the past.
Performance
BCH-USD vs. UVXY - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -63.95% return, which is significantly lower than UVXY's -32.37% return.
BCH-USD
- 1D
- 2.19%
- 1M
- 8.14%
- 6M
- -60.99%
- YTD
- -63.95%
- 1Y
- -63.40%
- 3Y*
- -4.51%
- 5Y*
- -16.94%
- 10Y*
- —
- ALL TIME*
- -9.96%
UVXY
- 1D
- -9.80%
- 1M
- -2.37%
- 6M
- -33.72%
- YTD
- -32.37%
- 1Y
- -68.48%
- 3Y*
- -60.62%
- 5Y*
- -67.90%
- 10Y*
- -71.16%
- ALL TIME*
- -80.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BCH-USD Bitcoin Cash | $21.49B | $28.45B | $66.00B |
| $202.13M | $188.03M | $240.47M |
BCH-USD vs. UVXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -63.95% | 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 | -32.37% | -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 -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | -0.17 |
The correlation between BCH-USD and UVXY shifts across timeframes, from -0.28 (1 year) to -0.17 (all time), reflecting how their relationship changes across market environments.
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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 | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.86 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.93 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.89 | -1.33 | -0.56 |
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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% | -73.88% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -72.60% | -95.42% | +22.82% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -99.70% | +11.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -94.24% | -100.00% | +5.76% |
Average DrawdownAverage peak-to-trough decline | -86.19% | -98.76% | +12.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.32% | 51.40% | -12.08% |
Volatility
BCH-USD vs. UVXY - Volatility Comparison
The current volatility for Bitcoin Cash (BCH-USD) is 14.36%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.96%. This indicates that BCH-USD experiences smaller price fluctuations and is considered to be less risky than UVXY 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 | UVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.36% | 21.96% | -7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 49.74% | 65.44% | -15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.79% | 87.20% | -30.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.55% | 103.41% | -33.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.33% | 112.09% | -14.76% |
Frequently Asked Questions
BCH-USD and UVXY have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVXY has higher volatility (21.96%) compared to BCH-USD (14.36%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs UVXY's -100.00%.
UVXY currently has the higher Sharpe Ratio (-0.79 vs -0.93), 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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