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BCH-USD vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.49B$28.45B$66.00B
$202.13M$188.03M$240.47M

BCH-USD vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

BCH-USD
BCH-USD Risk / Return Rank: 3434
Overall Rank
BCH-USD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4646
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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-USDUVXYDifference
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

BCH-USD vs. UVXY - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.93, which is comparable to the UVXY Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of BCH-USD and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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-USDUVXYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.24%

-100.00%

+5.76%

Average Drawdown

Average peak-to-trough decline

-86.19%

-98.76%

+12.57%

Ulcer Index

Depth 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-USDUVXYDifference

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.

Portfolio Optimizer

Find the right allocation for BCH-USD and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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