BCHG vs. BITC

In the year-to-date period, BCHG achieves a -40.38% return, which is significantly lower than BITC's 0.40% return.

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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.

The current BCHG Sharpe Ratio is -0.69, which is lower than the BITC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BCHG and BITC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BCHG has not paid dividends to shareholders, while BITC's dividend yield for the trailing twelve months is around 42.51%.

The maximum BCHG drawdown since its inception was -99.36%, which is greater than BITC's maximum drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for BCHG and BITC.

Grayscale Bitcoin Cash Trust (BCHG) has a higher volatility of 21.98% compared to Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) at 9.19%. 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.