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BKCH vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BKCH vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKCH achieves a 43.25% return, which is significantly higher than BTC-USD's -23.17% return.


BKCH

1D
-1.32%
1M
23.30%
YTD
43.25%
6M
24.50%
1Y
116.23%
3Y*
57.79%
5Y*
10Y*

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKCH vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKCH
Global X Blockchain ETF
43.25%27.14%18.81%267.06%-85.10%-1.24%
BTC-USD
Bitcoin
-23.17%-6.27%120.76%155.82%-64.23%40.82%

Correlation

The correlation between BKCH and BTC-USD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.54

The correlation between BKCH and BTC-USD has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

BKCH vs. BTC-USD — Risk / Return Rank

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

BKCH
BKCH Risk / Return Rank: 4141
Overall Rank
BKCH Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 4444
Sortino Ratio Rank
BKCH Omega Ratio Rank: 4040
Omega Ratio Rank
BKCH Calmar Ratio Rank: 4545
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2828
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
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.

BKCH vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and Bitcoin (BTC-USD). 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.


BKCHBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

1.67

-0.85

+2.53

Sortino ratio

Return per unit of downside risk

2.22

-1.14

+3.35

Omega ratio

Gain probability vs. loss probability

1.26

0.88

+0.38

Calmar ratio

Return relative to maximum drawdown

2.24

-1.07

+3.31

Martin ratio

Return relative to average drawdown

4.18

-1.57

+5.75

BKCH vs. BTC-USD - Sharpe Ratio Comparison

The current BKCH Sharpe Ratio is 1.67, which is higher than the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of BKCH and BTC-USD, 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


BKCHBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

-0.85

+2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.14

-1.10

Drawdowns

BKCH vs. BTC-USD - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BKCH and BTC-USD.


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Drawdown Indicators


BKCHBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-85.30%

-6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-56.28%

-49.65%

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-57.99%

-49.65%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-31.32%

-46.10%

+14.78%

Average Drawdown

Average peak-to-trough decline

-62.15%

-42.27%

-19.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.21%

33.71%

-3.50%

Volatility

BKCH vs. BTC-USD - Volatility Comparison

Global X Blockchain ETF (BKCH) has a higher volatility of 17.99% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that BKCH's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCHBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.99%

9.90%

+8.09%

Volatility (6M)

Calculated over the trailing 6-month period

51.47%

33.98%

+17.49%

Volatility (1Y)

Calculated over the trailing 1-year period

69.93%

35.37%

+34.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.44%

45.01%

+30.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.44%

56.68%

+18.76%

Frequently Asked Questions


BKCH and BTC-USD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKCH has higher volatility (17.99%) compared to BTC-USD (9.90%). In terms of maximum drawdown, BKCH dropped -91.80% vs BTC-USD's -85.30%.

BKCH currently has the higher Sharpe Ratio (1.67 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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