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BCHG vs. BITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCHG vs. BITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Cash Trust (BCHG) and 2x Bitcoin Strategy ETF (BITX). 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 -58.45% return, which is significantly lower than BITX's -54.95% return.


BCHG

1D
1.04%
1M
-43.55%
YTD
-58.45%
6M
-59.48%
1Y
-42.19%
3Y*
30.68%
5Y*
-38.62%
10Y*

BITX

1D
-5.55%
1M
-40.63%
YTD
-54.95%
6M
-60.56%
1Y
-74.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCHG vs. BITX - Yearly Performance Comparison


2026 (YTD)202520242023
BCHG
Grayscale Bitcoin Cash Trust
-58.45%-17.71%24.56%134.17%
BITX
2x Bitcoin Strategy ETF
-54.95%-38.71%163.41%47.23%

Correlation

The correlation between BCHG and BITX is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.57

The correlation between BCHG and BITX has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

BCHG vs. BITX — Risk / Return Rank

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

BCHG
BCHG Risk / Return Rank: 1414
Overall Rank
BCHG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BCHG Sortino Ratio Rank: 1717
Sortino Ratio Rank
BCHG Omega Ratio Rank: 1919
Omega Ratio Rank
BCHG Calmar Ratio Rank: 1818
Calmar Ratio Rank
BCHG Martin Ratio Rank: 22
Martin Ratio Rank

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 22
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 11
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. BITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Cash Trust (BCHG) and 2x Bitcoin Strategy ETF (BITX). 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.


BCHGBITXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

0.93

0.83

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.93

+0.27

Martin ratioReturn relative to average drawdown

-1.72

-1.47

-0.25

BCHG vs. BITX - Sharpe Ratio Comparison

The current BCHG Sharpe Ratio is -0.61, which is comparable to the BITX Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of BCHG and BITX, 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


BCHGBITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

-0.85

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.02

-0.25

Drawdowns

BCHG vs. BITX - Drawdown Comparison

The maximum BCHG drawdown since its inception was -99.36%, which is greater than BITX's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for BCHG and BITX.


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Drawdown Indicators


BCHGBITXDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-80.09%

-19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-64.18%

-80.09%

+15.91%

Max Drawdown (3Y)

Largest decline over 3 years

-91.79%

Max Drawdown (5Y)

Largest decline over 5 years

-98.25%

Current Drawdown

Current decline from peak

-96.81%

-80.09%

-16.72%

Average Drawdown

Average peak-to-trough decline

-86.50%

-31.77%

-54.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.54%

50.28%

-25.74%

Volatility

BCHG vs. BITX - Volatility Comparison

Grayscale Bitcoin Cash Trust (BCHG) has a higher volatility of 21.07% compared to 2x Bitcoin Strategy ETF (BITX) at 18.52%. This indicates that BCHG's price experiences larger fluctuations and is considered to be riskier than BITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCHGBITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

18.52%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

48.78%

68.11%

-19.33%

Volatility (1Y)

Calculated over the trailing 1-year period

69.91%

86.90%

-16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.69%

98.26%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

132.12%

98.26%

+33.86%

Dividends

BCHG vs. BITX - Dividend Comparison

BCHG has not paid dividends to shareholders, while BITX's dividend yield for the trailing twelve months is around 35.20%.


PositionTTM20252024
BCHG
Grayscale Bitcoin Cash Trust
0.00%0.00%0.00%
BITX
2x Bitcoin Strategy ETF
35.20%21.69%10.70%

Frequently Asked Questions


BCHG and BITX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCHG has higher volatility (21.07%) compared to BITX (18.52%). In terms of maximum drawdown, BCHG dropped -99.36% vs BITX's -80.09%.

BCHG currently has the higher Sharpe Ratio (-0.61 vs -0.85), 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.

Portfolio Optimizer

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