BNB-USD vs. LINK-USD
BNB-USD (BNB) and LINK-USD (Chainlink) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 14.40%/yr vs -10.87%/yr for LINK-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
BNB-USD vs. LINK-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -33.63% return, which is significantly lower than LINK-USD's -29.37% return.
BNB-USD
- 1D
- 0.41%
- 1M
- -2.44%
- 6M
- -37.91%
- YTD
- -33.63%
- 1Y
- -24.28%
- 3Y*
- 32.97%
- 5Y*
- 14.40%
- 10Y*
- —
- ALL TIME*
- 91.15%
LINK-USD
- 1D
- 2.70%
- 1M
- 7.83%
- 6M
- -33.17%
- YTD
- -29.37%
- 1Y
- -55.39%
- 3Y*
- 1.92%
- 5Y*
- -10.87%
- 10Y*
- —
- ALL TIME*
- 57.41%
BNB-USD vs. LINK-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and LINK-USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.57 |
Over the past year, BNB-USD and LINK-USD have become more correlated (0.81) than their long-term average of 0.57, meaning their price movements have been converging.
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Return for Risk
BNB-USD vs. LINK-USD — Risk / Return Rank
BNB-USD
LINK-USD
BNB-USD vs. LINK-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Chainlink (LINK-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNB-USD | LINK-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.76 | +0.34 |
| Martin ratioReturn relative to average drawdown | -0.62 | -1.04 | +0.42 |
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Drawdowns
BNB-USD vs. LINK-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum LINK-USD drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for BNB-USD and LINK-USD.
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Drawdown Indicators
| BNB-USD | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -90.19% | +10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -73.15% | +14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -75.42% | +17.17% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -85.26% | +15.37% |
Current DrawdownCurrent decline from peak | -56.16% | -83.56% | +27.40% |
Average DrawdownAverage peak-to-trough decline | -38.91% | -60.70% | +21.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.47% | 36.24% | -6.77% |
Volatility
BNB-USD vs. LINK-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 7.83%, while Chainlink (LINK-USD) has a volatility of 12.90%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNB-USD | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 12.90% | -5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 44.57% | -10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 63.39% | -18.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.10% | 74.29% | -25.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.64% | 100.40% | -20.76% |
Frequently Asked Questions
BNB-USD and LINK-USD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LINK-USD has higher volatility (12.90%) compared to BNB-USD (7.83%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs LINK-USD's -90.19%.
BNB-USD currently has the higher Sharpe Ratio (-0.45 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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