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

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.


-0.50.00.51.0-0.2

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.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
17.83%
-28.57%
BCH-USD
UVXY

Key characteristics

Sharpe Ratio

BCH-USD:

0.17

UVXY:

-0.47

Sortino Ratio

BCH-USD:

0.79

UVXY:

-0.25

Omega Ratio

BCH-USD:

1.08

UVXY:

0.97

Calmar Ratio

BCH-USD:

0.03

UVXY:

-0.56

Martin Ratio

BCH-USD:

0.47

UVXY:

-1.20

Ulcer Index

BCH-USD:

26.93%

UVXY:

46.46%

Daily Std Dev

BCH-USD:

83.29%

UVXY:

117.96%

Max Drawdown

BCH-USD:

-98.03%

UVXY:

-100.00%

Current Drawdown

BCH-USD:

-88.12%

UVXY:

-100.00%

Returns By Period

In the year-to-date period, BCH-USD achieves a 7.45% return, which is significantly higher than UVXY's -6.81% return.


BCH-USD

YTD

7.45%

1M

5.93%

6M

17.82%

1Y

97.15%

5Y*

6.28%

10Y*

N/A

UVXY

YTD

-6.81%

1M

-23.49%

6M

-24.01%

1Y

-53.19%

5Y*

-67.57%

10Y*

-66.30%

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. UVXY — 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 4444
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 4646
Martin Ratio Rank

UVXY
The Risk-Adjusted Performance Rank of UVXY is 33
Overall Rank
The Sharpe Ratio Rank of UVXY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of UVXY is 44
Sortino Ratio Rank
The Omega Ratio Rank of UVXY is 44
Omega Ratio Rank
The Calmar Ratio Rank of UVXY is 11
Calmar Ratio Rank
The Martin Ratio Rank of UVXY is 22
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. 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.


Sharpe ratio
The chart of Sharpe ratio for BCH-USD, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.000.17-0.30
The chart of Sortino ratio for BCH-USD, currently valued at 0.79, compared to the broader market0.002.004.006.000.790.41
The chart of Omega ratio for BCH-USD, currently valued at 1.08, compared to the broader market1.001.201.401.601.081.05
The chart of Calmar ratio for BCH-USD, currently valued at 0.03, compared to the broader market02.004.006.008.000.03
The chart of Martin ratio for BCH-USD, currently valued at 0.47, compared to the broader market0.0020.0040.0060.000.47-0.80
BCH-USD
UVXY

The current BCH-USD Sharpe Ratio is 0.17, which is higher than the UVXY Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BCH-USD and UVXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.17
-0.30
BCH-USD
UVXY

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.


-100.00%-95.00%-90.00%-85.00%AugustSeptemberOctoberNovemberDecember2025
-88.12%
-99.97%
BCH-USD
UVXY

Volatility

BCH-USD vs. UVXY - Volatility Comparison

The current volatility for Bitcoin Cash (BCH-USD) is 20.06%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 35.84%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%AugustSeptemberOctoberNovemberDecember2025
20.06%
35.84%
BCH-USD
UVXY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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