BCH-USD vs. UVXY
Compare and contrast key facts about Bitcoin Cash (BCH-USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY).
UVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX SHORT-TERM FUTURES TR (150%). It was launched on Oct 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCH-USD or UVXY.
Key characteristics
| BCH-USD | UVXY | |
|---|---|---|
| YTD Return | 82.57% | -50.59% |
| 1Y Return | 100.13% | -66.34% |
| 3Y Return (Ann) | -10.86% | -70.06% |
| 5Y Return (Ann) | 10.56% | -70.27% |
| Sharpe Ratio | 0.01 | -0.62 |
| Sortino Ratio | 0.66 | -0.97 |
| Omega Ratio | 1.06 | 0.89 |
| Calmar Ratio | 0.00 | -0.68 |
| Martin Ratio | 0.02 | -1.39 |
| Ulcer Index | 41.33% | 49.41% |
| Daily Std Dev | 81.95% | 110.32% |
| Max Drawdown | -98.03% | -100.00% |
| Current Drawdown | -87.93% | -100.00% |
Correlation
The correlation between BCH-USD and UVXY is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BCH-USD vs. UVXY - Performance Comparison
In the year-to-date period, BCH-USD achieves a 82.57% return, which is significantly higher than UVXY's -50.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCH-USD vs. UVXY - Risk-Adjusted Performance 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.
Drawdowns
BCH-USD vs. UVXY - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -98.03%, 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. For additional features, visit the drawdowns tool.
Volatility
BCH-USD vs. UVXY - Volatility Comparison
The current volatility for Bitcoin Cash (BCH-USD) is 25.72%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 27.64%. 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.