PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNB-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BNB-USD and BTC-USD is 0.67, 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.


-0.50.00.51.00.7

Performance

BNB-USD vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
9.31%
49.97%
BNB-USD
BTC-USD

Key characteristics

Sharpe Ratio

BNB-USD:

0.20

BTC-USD:

1.48

Sortino Ratio

BNB-USD:

0.68

BTC-USD:

2.19

Omega Ratio

BNB-USD:

1.07

BTC-USD:

1.22

Calmar Ratio

BNB-USD:

0.06

BTC-USD:

1.23

Martin Ratio

BNB-USD:

1.11

BTC-USD:

8.41

Ulcer Index

BNB-USD:

9.65%

BTC-USD:

8.60%

Daily Std Dev

BNB-USD:

49.26%

BTC-USD:

43.82%

Max Drawdown

BNB-USD:

-80.10%

BTC-USD:

-93.07%

Current Drawdown

BNB-USD:

-13.78%

BTC-USD:

-9.44%

Returns By Period

In the year-to-date period, BNB-USD achieves a -7.72% return, which is significantly lower than BTC-USD's 2.89% return.


BNB-USD

YTD

-7.72%

1M

-6.92%

6M

9.31%

1Y

69.34%

5Y*

95.20%

10Y*

N/A

BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

*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

BNB-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6464
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7070
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.

BNB-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) 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.


Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 0.20, compared to the broader market0.002.004.006.000.201.48
The chart of Sortino ratio for BNB-USD, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.005.000.682.19
The chart of Omega ratio for BNB-USD, currently valued at 1.07, compared to the broader market0.901.001.101.201.301.401.501.071.22
The chart of Calmar ratio for BNB-USD, currently valued at 0.06, compared to the broader market1.002.003.004.005.006.000.061.23
The chart of Martin ratio for BNB-USD, currently valued at 1.11, compared to the broader market0.0010.0020.0030.0040.0050.001.118.41
BNB-USD
BTC-USD

The current BNB-USD Sharpe Ratio is 0.20, which is lower than the BTC-USD Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of BNB-USD and BTC-USD, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.20
1.48
BNB-USD
BTC-USD

Drawdowns

BNB-USD vs. BTC-USD - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BNB-USD and BTC-USD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.78%
-9.44%
BNB-USD
BTC-USD

Volatility

BNB-USD vs. BTC-USD - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 17.09% compared to Bitcoin (BTC-USD) at 9.00%. This indicates that BNB-USD'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.


10.00%12.00%14.00%16.00%18.00%20.00%22.00%SeptemberOctoberNovemberDecember2025February
17.09%
9.00%
BNB-USD
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab