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BCHG vs. BTCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCHG and BTCE.DE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BCHG vs. BTCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Cash Trust (BCHG) and ETC Group Physical Bitcoin (BTCE.DE). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-45.60%
58.46%
BCHG
BTCE.DE

Key characteristics

Sharpe Ratio

BCHG:

-0.02

BTCE.DE:

1.93

Sortino Ratio

BCHG:

1.08

BTCE.DE:

2.56

Omega Ratio

BCHG:

1.11

BTCE.DE:

1.31

Calmar Ratio

BCHG:

-0.02

BTCE.DE:

3.72

Martin Ratio

BCHG:

-0.04

BTCE.DE:

8.80

Ulcer Index

BCHG:

59.45%

BTCE.DE:

11.50%

Daily Std Dev

BCHG:

136.92%

BTCE.DE:

52.51%

Max Drawdown

BCHG:

-99.36%

BTCE.DE:

-74.62%

Current Drawdown

BCHG:

-94.09%

BTCE.DE:

-8.63%

Returns By Period

In the year-to-date period, BCHG achieves a -36.57% return, which is significantly lower than BTCE.DE's 3.98% return.


BCHG

YTD

-36.57%

1M

-27.21%

6M

-45.61%

1Y

0.00%

5Y*

N/A

10Y*

N/A

BTCE.DE

YTD

3.98%

1M

-7.91%

6M

69.94%

1Y

93.54%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BCHG vs. BTCE.DE — Risk-Adjusted Performance Rank

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

BCHG
The Risk-Adjusted Performance Rank of BCHG is 5050
Overall Rank
The Sharpe Ratio Rank of BCHG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BCHG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BCHG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BCHG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BCHG is 4444
Martin Ratio Rank

BTCE.DE
The Risk-Adjusted Performance Rank of BTCE.DE is 7777
Overall Rank
The Sharpe Ratio Rank of BTCE.DE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCE.DE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BTCE.DE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BTCE.DE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BTCE.DE is 7070
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.

BCHG vs. BTCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Cash Trust (BCHG) and ETC Group Physical Bitcoin (BTCE.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for BCHG, currently valued at -0.08, compared to the broader market-2.000.002.00-0.081.06
The chart of Sortino ratio for BCHG, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.006.000.951.70
The chart of Omega ratio for BCHG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.21
The chart of Calmar ratio for BCHG, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.122.05
The chart of Martin ratio for BCHG, currently valued at -0.19, compared to the broader market-10.000.0010.0020.0030.00-0.194.48
BCHG
BTCE.DE

The current BCHG Sharpe Ratio is -0.02, which is lower than the BTCE.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BCHG and BTCE.DE, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.08
1.06
BCHG
BTCE.DE

Dividends

BCHG vs. BTCE.DE - Dividend Comparison

Neither BCHG nor BTCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BCHG vs. BTCE.DE - Drawdown Comparison

The maximum BCHG drawdown since its inception was -99.36%, which is greater than BTCE.DE's maximum drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for BCHG and BTCE.DE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-94.09%
-9.79%
BCHG
BTCE.DE

Volatility

BCHG vs. BTCE.DE - Volatility Comparison

Grayscale Bitcoin Cash Trust (BCHG) has a higher volatility of 21.86% compared to ETC Group Physical Bitcoin (BTCE.DE) at 9.37%. This indicates that BCHG's price experiences larger fluctuations and is considered to be riskier than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.86%
9.37%
BCHG
BTCE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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