BNB-USD vs. BCH-USD
BNB-USD (BNB) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 11.51%/yr vs -18.48%/yr for BCH-USD. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
BNB-USD vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -32.99% return, which is significantly higher than BCH-USD's -66.79% return.
BNB-USD
- 1D
- -3.68%
- 1M
- -9.52%
- YTD
- -32.99%
- 6M
- -30.28%
- 1Y
- -10.25%
- 3Y*
- 33.56%
- 5Y*
- 11.51%
- 10Y*
- —
BCH-USD
- 1D
- -6.43%
- 1M
- -46.29%
- YTD
- -66.79%
- 6M
- -64.85%
- 1Y
- -56.78%
- 3Y*
- 23.00%
- 5Y*
- -18.48%
- 10Y*
- —
BNB-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNB-USD BNB | -32.99% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
BCH-USD Bitcoin Cash | -66.79% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 279.75% |
Correlation
The correlation between BNB-USD and BCH-USD is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.60 |
The correlation between BNB-USD and BCH-USD has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
BNB-USD vs. BCH-USD — Risk / Return Rank
BNB-USD
BCH-USD
BNB-USD vs. BCH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Bitcoin Cash (BCH-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNB-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.88 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.81 | +0.63 |
| Martin ratioReturn relative to average drawdown | -0.29 | -2.29 | +2.00 |
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Drawdowns
BNB-USD vs. BCH-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for BNB-USD and BCH-USD.
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Drawdown Indicators
| BNB-USD | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -97.96% | +18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -56.24% | -70.31% | +14.07% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -72.02% | +15.78% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -88.64% | +18.75% |
Current DrawdownCurrent decline from peak | -55.74% | -94.69% | +38.95% |
Average DrawdownAverage peak-to-trough decline | -38.73% | -86.09% | +47.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.81% | 28.57% | +14.24% |
Volatility
BNB-USD vs. BCH-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 17.63%, while Bitcoin Cash (BCH-USD) has a volatility of 28.55%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNB-USD | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.63% | 28.55% | -10.92% |
Volatility (6M)Calculated over the trailing 6-month period | 34.62% | 50.94% | -16.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.52% | 57.88% | -13.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.34% | 70.16% | -19.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.01% | 97.85% | -17.84% |
Frequently Asked Questions
BNB-USD and BCH-USD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH-USD has higher volatility (28.55%) compared to BNB-USD (17.63%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs BCH-USD's -97.96%.
BNB-USD currently has the higher Sharpe Ratio (-0.19 vs -0.82), 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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