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BCHG vs. BITC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCHG vs. BITC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Cash Trust (BCHG) and Bitwise Bitcoin Strategy Optimum Roll ETF (BITC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCHG achieves a -58.88% return, which is significantly lower than BITC's 6.98% return.


BCHG

1D
-11.79%
1M
-42.88%
YTD
-58.88%
6M
-61.63%
1Y
-42.88%
3Y*
27.85%
5Y*
-38.75%
10Y*

BITC

1D
-0.00%
1M
-4.31%
YTD
6.98%
6M
-1.22%
1Y
-15.09%
3Y*
36.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCHG vs. BITC - Yearly Performance Comparison


2026 (YTD)202520242023
BCHG
Grayscale Bitcoin Cash Trust
-58.88%-17.71%24.56%390.12%
BITC
Bitwise Bitcoin Strategy Optimum Roll ETF
6.98%-20.46%97.86%42.29%

Correlation

The correlation between BCHG and BITC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2023

0.44

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Return for Risk

BCHG vs. BITC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCHG
BCHG Risk / Return Rank: 1313
Overall Rank
BCHG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BCHG Sortino Ratio Rank: 1616
Sortino Ratio Rank
BCHG Omega Ratio Rank: 1818
Omega Ratio Rank
BCHG Calmar Ratio Rank: 1616
Calmar Ratio Rank
BCHG Martin Ratio Rank: 22
Martin Ratio Rank

BITC
BITC Risk / Return Rank: 44
Overall Rank
BITC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITC Sortino Ratio Rank: 44
Sortino Ratio Rank
BITC Omega Ratio Rank: 33
Omega Ratio Rank
BITC Calmar Ratio Rank: 44
Calmar Ratio Rank
BITC Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCHG vs. BITC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Cash Trust (BCHG) and Bitwise Bitcoin Strategy Optimum Roll ETF (BITC). 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.


BCHGBITCDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

0.93

0.90

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.57

-0.10

Martin ratioReturn relative to average drawdown

-1.77

-0.82

-0.95

BCHG vs. BITC - Sharpe Ratio Comparison

The current BCHG Sharpe Ratio is -0.62, which is comparable to the BITC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of BCHG and BITC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCHGBITCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.59

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.68

-0.90

Drawdowns

BCHG vs. BITC - Drawdown Comparison

The maximum BCHG drawdown since its inception was -99.36%, which is greater than BITC's maximum drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for BCHG and BITC.


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Drawdown Indicators


BCHGBITCDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-38.51%

-60.85%

Max Drawdown (1Y)

Largest decline over 1 year

-64.18%

-26.51%

-37.67%

Max Drawdown (3Y)

Largest decline over 3 years

-91.79%

-38.51%

-53.28%

Max Drawdown (5Y)

Largest decline over 5 years

-98.25%

Current Drawdown

Current decline from peak

-96.84%

-26.48%

-70.36%

Average Drawdown

Average peak-to-trough decline

-86.50%

-16.37%

-70.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.21%

18.37%

+5.84%

Volatility

BCHG vs. BITC - Volatility Comparison

Grayscale Bitcoin Cash Trust (BCHG) has a higher volatility of 21.32% compared to Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) at 6.39%. This indicates that BCHG's price experiences larger fluctuations and is considered to be riskier than BITC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCHGBITCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.32%

6.39%

+14.93%

Volatility (6M)

Calculated over the trailing 6-month period

49.29%

19.98%

+29.31%

Volatility (1Y)

Calculated over the trailing 1-year period

69.91%

25.54%

+44.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.72%

46.65%

+62.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

132.16%

46.65%

+85.51%

Dividends

BCHG vs. BITC - Dividend Comparison

BCHG has not paid dividends to shareholders, while BITC's dividend yield for the trailing twelve months is around 3.14%.


PositionTTM202520242023
BCHG
Grayscale Bitcoin Cash Trust
0.00%0.00%0.00%0.00%
BITC
Bitwise Bitcoin Strategy Optimum Roll ETF
3.14%3.36%42.68%5.82%

Frequently Asked Questions


BCHG and BITC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCHG has higher volatility (21.32%) compared to BITC (6.39%). In terms of maximum drawdown, BCHG dropped -99.36% vs BITC's -38.51%.

BITC currently has the higher Sharpe Ratio (-0.59 vs -0.62), 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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