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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.


-0.50.00.51.0
Correlation: 0.2

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.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.52%
-24.15%
BCH-USD
^HSI

Key characteristics

Sharpe Ratio

BCH-USD:

0.12

^HSI:

1.13

Sortino Ratio

BCH-USD:

0.77

^HSI:

1.53

Omega Ratio

BCH-USD:

1.08

^HSI:

1.23

Calmar Ratio

BCH-USD:

0.02

^HSI:

0.63

Martin Ratio

BCH-USD:

0.32

^HSI:

3.13

Ulcer Index

BCH-USD:

30.46%

^HSI:

10.35%

Daily Std Dev

BCH-USD:

65.48%

^HSI:

28.91%

Max Drawdown

BCH-USD:

-98.03%

^HSI:

-91.54%

Current Drawdown

BCH-USD:

-90.91%

^HSI:

-33.70%

Returns By Period

In the year-to-date period, BCH-USD achieves a -17.83% return, which is significantly lower than ^HSI's 9.58% return.


BCH-USD

YTD

-17.83%

1M

6.54%

6M

2.41%

1Y

-25.54%

5Y*

7.68%

10Y*

N/A

^HSI

YTD

9.58%

1M

-6.40%

6M

6.75%

1Y

27.17%

5Y*

-1.65%

10Y*

-2.61%

*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 5555
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8787
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 chart of Sharpe ratio for BCH-USD, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.10
^HSI: 1.28
The chart of Sortino ratio for BCH-USD, currently valued at 0.74, compared to the broader market0.001.002.003.004.00
BCH-USD: 0.74
^HSI: 1.66
The chart of Omega ratio for BCH-USD, currently valued at 1.07, compared to the broader market1.001.101.201.301.40
BCH-USD: 1.07
^HSI: 1.27
The chart of Calmar ratio for BCH-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
BCH-USD: 0.02
^HSI: 0.31
The chart of Martin ratio for BCH-USD, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.00
BCH-USD: 0.25
^HSI: 3.87

The current BCH-USD Sharpe Ratio is 0.12, which is lower than the ^HSI Sharpe Ratio of 1.13. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
1.28
BCH-USD
^HSI

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 -91.54%. Use the drawdown chart below to compare losses from any high point for BCH-USD and ^HSI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-90.91%
-33.18%
BCH-USD
^HSI

Volatility

BCH-USD vs. ^HSI - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 24.53% compared to Hang Seng Index (^HSI) at 15.41%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.53%
15.41%
BCH-USD
^HSI