BCH-USD vs. XRP-USD
BCH-USD (Bitcoin Cash) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -20.31%/yr vs 4.64%/yr for XRP-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
BCH-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -65.92% return, which is significantly lower than XRP-USD's -37.24% return.
BCH-USD
- 1D
- -11.36%
- 1M
- -54.62%
- YTD
- -65.92%
- 6M
- -64.76%
- 1Y
- -50.34%
- 3Y*
- 22.57%
- 5Y*
- -20.31%
- 10Y*
- —
XRP-USD
- 1D
- -0.09%
- 1M
- -18.75%
- YTD
- -37.24%
- 6M
- -44.31%
- 1Y
- -49.12%
- 3Y*
- 28.98%
- 5Y*
- 4.64%
- 10Y*
- —
BCH-USD vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -65.92% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
XRP-USD XRP | -37.24% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 1,153.65% |
Correlation
The correlation between BCH-USD and XRP-USD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.63 |
The correlation between BCH-USD and XRP-USD has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
BCH-USD vs. XRP-USD — Risk / Return Rank
BCH-USD
XRP-USD
BCH-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and XRP (XRP-USD). 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.
| BCH-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.90 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.71 | -0.02 |
| Martin ratioReturn relative to average drawdown | -2.28 | -1.13 | -1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCH-USD | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | -0.73 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.05 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.54 | -0.63 |
Drawdowns
BCH-USD vs. XRP-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for BCH-USD and XRP-USD.
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Drawdown Indicators
| BCH-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -95.87% | -2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -68.81% | -69.23% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -70.61% | -69.23% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -77.83% | -10.81% |
Current DrawdownCurrent decline from peak | -94.55% | -67.51% | -27.04% |
Average DrawdownAverage peak-to-trough decline | -86.08% | -71.01% | -15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.93% | 43.98% | -18.05% |
Volatility
BCH-USD vs. XRP-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 26.40% compared to XRP (XRP-USD) at 14.20%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than XRP-USD 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 | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.40% | 14.20% | +12.20% |
Volatility (6M)Calculated over the trailing 6-month period | 50.19% | 46.00% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.83% | 56.17% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.24% | 72.40% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.96% | 111.80% | -13.84% |
Frequently Asked Questions
BCH-USD and XRP-USD have a correlation of 0.57, 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 (26.40%) compared to XRP-USD (14.20%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs XRP-USD's -95.87%.
BCH-USD currently has the higher Sharpe Ratio (-0.72 vs -0.73), 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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