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

Correlation

The correlation between BNB-USD and GOLD is 0.12, 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.


-0.50.00.51.00.1

Performance

BNB-USD vs. GOLD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
21.17%
-18.20%
BNB-USD
GOLD

Key characteristics

Sharpe Ratio

BNB-USD:

0.60

GOLD:

-0.21

Sortino Ratio

BNB-USD:

1.19

GOLD:

-0.07

Omega Ratio

BNB-USD:

1.12

GOLD:

0.99

Calmar Ratio

BNB-USD:

0.30

GOLD:

-0.10

Martin Ratio

BNB-USD:

1.84

GOLD:

-0.60

Ulcer Index

BNB-USD:

17.24%

GOLD:

11.75%

Daily Std Dev

BNB-USD:

48.52%

GOLD:

33.52%

Max Drawdown

BNB-USD:

-80.10%

GOLD:

-88.51%

Current Drawdown

BNB-USD:

-6.88%

GOLD:

-64.17%

Returns By Period

In the year-to-date period, BNB-USD achieves a -0.34% return, which is significantly lower than GOLD's 0.52% return.


BNB-USD

YTD

-0.34%

1M

-2.85%

6M

21.17%

1Y

119.99%

5Y*

110.07%

10Y*

N/A

GOLD

YTD

0.52%

1M

-7.15%

6M

-18.20%

1Y

-9.59%

5Y*

-0.29%

10Y*

4.79%

*Annualized

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Risk-Adjusted Performance

BNB-USD vs. GOLD — 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 7575
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7878
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 3737
Overall Rank
The Sharpe Ratio Rank of GOLD is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 3333
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 3737
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. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) and Barrick Gold Corporation (GOLD). 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 0.60, compared to the broader market0.002.004.006.000.60-0.23
The chart of Sortino ratio for BNB-USD, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.005.001.19-0.11
The chart of Omega ratio for BNB-USD, currently valued at 1.12, compared to the broader market1.001.201.401.601.120.99
The chart of Calmar ratio for BNB-USD, currently valued at 0.30, compared to the broader market01.002.003.004.005.006.000.30
The chart of Martin ratio for BNB-USD, currently valued at 1.84, compared to the broader market0.0010.0020.0030.0040.0050.001.84-0.63
BNB-USD
GOLD

The current BNB-USD Sharpe Ratio is 0.60, which is higher than the GOLD Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of BNB-USD and GOLD, 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 Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.60
-0.23
BNB-USD
GOLD

Drawdowns

BNB-USD vs. GOLD - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for BNB-USD and GOLD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.88%
-42.00%
BNB-USD
GOLD

Volatility

BNB-USD vs. GOLD - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 12.93% compared to Barrick Gold Corporation (GOLD) at 7.70%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.93%
7.70%
BNB-USD
GOLD
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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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