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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 0.67, 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%AugustSeptemberOctoberNovemberDecember2025
19.52%
55.45%
BNB-USD
BTC-USD

Key characteristics

Sharpe Ratio

BNB-USD:

0.57

BTC-USD:

2.37

Sortino Ratio

BNB-USD:

1.16

BTC-USD:

3.04

Omega Ratio

BNB-USD:

1.12

BTC-USD:

1.30

Calmar Ratio

BNB-USD:

0.28

BTC-USD:

2.36

Martin Ratio

BNB-USD:

1.74

BTC-USD:

10.80

Ulcer Index

BNB-USD:

17.25%

BTC-USD:

11.01%

Daily Std Dev

BNB-USD:

48.30%

BTC-USD:

43.83%

Max Drawdown

BNB-USD:

-80.10%

BTC-USD:

-93.07%

Current Drawdown

BNB-USD:

-5.44%

BTC-USD:

-1.63%

Returns By Period

In the year-to-date period, BNB-USD achieves a 1.20% return, which is significantly lower than BTC-USD's 11.75% return.


BNB-USD

YTD

1.20%

1M

6.43%

6M

19.52%

1Y

125.72%

5Y*

110.11%

10Y*

N/A

BTC-USD

YTD

11.75%

1M

7.10%

6M

55.45%

1Y

150.87%

5Y*

64.54%

10Y*

84.63%

*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 6161
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 6363
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8585
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8585
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 0.57, compared to the broader market0.002.004.006.008.0010.000.572.37
The chart of Sortino ratio for BNB-USD, currently valued at 1.16, compared to the broader market0.002.004.006.001.163.04
The chart of Omega ratio for BNB-USD, currently valued at 1.12, compared to the broader market1.001.201.401.601.121.30
The chart of Calmar ratio for BNB-USD, currently valued at 0.28, compared to the broader market2.004.006.008.000.282.36
The chart of Martin ratio for BNB-USD, currently valued at 1.74, compared to the broader market0.0020.0040.0060.001.7410.80
BNB-USD
BTC-USD

The current BNB-USD Sharpe Ratio is 0.57, which is lower than the BTC-USD Sharpe Ratio of 2.37. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.57
2.37
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%AugustSeptemberOctoberNovemberDecember2025
-5.44%
-1.63%
BNB-USD
BTC-USD

Volatility

BNB-USD vs. BTC-USD - Volatility Comparison

Binance Coin (BNB-USD) and Bitcoin (BTC-USD) have volatilities of 12.27% and 12.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
12.27%
12.57%
BNB-USD
BTC-USD
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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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