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BCH-USD vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BCH-USD and ^HSI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BCH-USD vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCH-USD:

-0.19

^HSI:

0.73

Sortino Ratio

BCH-USD:

1.31

^HSI:

1.31

Omega Ratio

BCH-USD:

1.13

^HSI:

1.20

Calmar Ratio

BCH-USD:

0.18

^HSI:

0.53

Martin Ratio

BCH-USD:

1.37

^HSI:

2.51

Ulcer Index

BCH-USD:

32.18%

^HSI:

10.51%

Daily Std Dev

BCH-USD:

66.29%

^HSI:

28.94%

Max Drawdown

BCH-USD:

-98.03%

^HSI:

-65.18%

Current Drawdown

BCH-USD:

-89.91%

^HSI:

-29.59%

Returns By Period

In the year-to-date period, BCH-USD achieves a -8.79% return, which is significantly lower than ^HSI's 16.38% return.


BCH-USD

YTD

-8.79%

1M

22.93%

6M

-8.66%

1Y

-11.05%

5Y*

10.41%

10Y*

N/A

^HSI

YTD

16.38%

1M

10.87%

6M

20.17%

1Y

20.48%

5Y*

-0.39%

10Y*

-1.74%

*Annualized

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Risk-Adjusted Performance

BCH-USD vs. ^HSI — 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 5959
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6464
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 7878
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 7474
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. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Hang Seng Index (^HSI). 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.


The current BCH-USD Sharpe Ratio is -0.19, which is lower than the ^HSI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BCH-USD and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

BCH-USD vs. ^HSI - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -98.03%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ^HSI. For additional features, visit the drawdowns tool.


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Volatility

BCH-USD vs. ^HSI - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 19.53% compared to Hang Seng Index (^HSI) at 6.08%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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