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

Correlation

The correlation between BNB-USD and ETH-USD is 0.26, 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.


Performance

BNB-USD vs. ETH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BNB-USD:

0.21

ETH-USD:

-0.20

Sortino Ratio

BNB-USD:

1.36

ETH-USD:

0.53

Omega Ratio

BNB-USD:

1.14

ETH-USD:

1.05

Calmar Ratio

BNB-USD:

0.44

ETH-USD:

0.01

Martin Ratio

BNB-USD:

3.00

ETH-USD:

-0.07

Ulcer Index

BNB-USD:

12.96%

ETH-USD:

31.77%

Daily Std Dev

BNB-USD:

43.64%

ETH-USD:

62.32%

Max Drawdown

BNB-USD:

-80.10%

ETH-USD:

-93.96%

Current Drawdown

BNB-USD:

-11.97%

ETH-USD:

-48.12%

Returns By Period

In the year-to-date period, BNB-USD achieves a -5.78% return, which is significantly higher than ETH-USD's -25.09% return.


BNB-USD

YTD

-5.78%

1M

10.61%

6M

-0.21%

1Y

11.11%

5Y*

110.09%

10Y*

N/A

ETH-USD

YTD

-25.09%

1M

51.89%

6M

-26.03%

1Y

-14.76%

5Y*

65.81%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BNB-USD vs. ETH-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 6767
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7272
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 3131
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 2525
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) and Ethereum (ETH-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 current BNB-USD Sharpe Ratio is 0.21, which is higher than the ETH-USD Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of BNB-USD and ETH-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.


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Drawdowns

BNB-USD vs. ETH-USD - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for BNB-USD and ETH-USD. For additional features, visit the drawdowns tool.


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Volatility

BNB-USD vs. ETH-USD - Volatility Comparison

The current volatility for Binance Coin (BNB-USD) is 9.82%, while Ethereum (ETH-USD) has a volatility of 25.47%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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