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BNB-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BNB-USD and BTC-USD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%December2025FebruaryMarchAprilMay
29,335.60%
1,220.29%
BNB-USD
BTC-USD

Key characteristics

Sharpe Ratio

BNB-USD:

0.06

BTC-USD:

1.48

Sortino Ratio

BNB-USD:

0.45

BTC-USD:

2.13

Omega Ratio

BNB-USD:

1.05

BTC-USD:

1.22

Calmar Ratio

BNB-USD:

0.01

BTC-USD:

1.18

Martin Ratio

BNB-USD:

0.23

BTC-USD:

6.50

Ulcer Index

BNB-USD:

12.74%

BTC-USD:

11.39%

Daily Std Dev

BNB-USD:

43.24%

BTC-USD:

42.12%

Max Drawdown

BNB-USD:

-80.10%

BTC-USD:

-93.07%

Current Drawdown

BNB-USD:

-21.90%

BTC-USD:

-11.15%

Returns By Period

In the year-to-date period, BNB-USD achieves a -16.40% return, which is significantly lower than BTC-USD's 0.95% return.


BNB-USD

YTD

-16.40%

1M

-1.20%

6M

6.14%

1Y

-1.04%

5Y*

103.91%

10Y*

N/A

BTC-USD

YTD

0.95%

1M

12.95%

6M

39.09%

1Y

47.30%

5Y*

59.08%

10Y*

81.47%

*Annualized

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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 6060
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 5252
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 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9292
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.


The chart of Sharpe ratio for BNB-USD, currently valued at 0.06, compared to the broader market0.001.002.003.00
BNB-USD: 0.06
BTC-USD: 1.48
The chart of Sortino ratio for BNB-USD, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
BNB-USD: 0.45
BTC-USD: 2.13
The chart of Omega ratio for BNB-USD, currently valued at 1.05, compared to the broader market0.901.001.101.201.301.40
BNB-USD: 1.05
BTC-USD: 1.22
The chart of Calmar ratio for BNB-USD, currently valued at 0.01, compared to the broader market1.002.003.00
BNB-USD: 0.01
BTC-USD: 1.18
The chart of Martin ratio for BNB-USD, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.00
BNB-USD: 0.23
BTC-USD: 6.50

The current BNB-USD Sharpe Ratio is 0.06, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.06
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.90%
-11.15%
BNB-USD
BTC-USD

Volatility

BNB-USD vs. BTC-USD - Volatility Comparison

The current volatility for Binance Coin (BNB-USD) is 10.75%, while Bitcoin (BTC-USD) has a volatility of 15.39%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%December2025FebruaryMarchAprilMay
10.75%
15.39%
BNB-USD
BTC-USD