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

Key characteristics


BNB-USDRIOT
YTD Return86.02%-34.97%
1Y Return87.81%-9.12%
3Y Return (Ann)4.59%-26.75%
5Y Return (Ann)81.62%19.86%
Sharpe Ratio5.67-0.14
Daily Std Dev44.27%91.86%
Max Drawdown-80.10%-99.98%
Current Drawdown-13.99%-99.69%

Correlation

-0.50.00.51.00.3

The correlation between BNB-USD and RIOT is 0.33, 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. RIOT - Performance Comparison

In the year-to-date period, BNB-USD achieves a 86.02% return, which is significantly higher than RIOT's -34.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%December2024FebruaryMarchAprilMay
29,093.64%
34.13%
BNB-USD
RIOT

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Binance Coin

Riot Blockchain, Inc.

Risk-Adjusted Performance

BNB-USD vs. RIOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) and Riot Blockchain, Inc. (RIOT). 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.


BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.67, compared to the broader market0.005.0010.0015.005.67
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.97, compared to the broader market0.001.002.003.004.005.004.97
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.56, compared to the broader market1.001.101.201.301.401.501.601.56
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 3.07, compared to the broader market5.0010.0015.003.07
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 54.11, compared to the broader market0.0020.0040.0060.0080.00100.0054.11
RIOT
Sharpe ratio
The chart of Sharpe ratio for RIOT, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.12
Sortino ratio
The chart of Sortino ratio for RIOT, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.000.51
Omega ratio
The chart of Omega ratio for RIOT, currently valued at 1.06, compared to the broader market1.001.101.201.301.401.501.601.06
Calmar ratio
The chart of Calmar ratio for RIOT, currently valued at 0.01, compared to the broader market5.0010.0015.000.01
Martin ratio
The chart of Martin ratio for RIOT, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00100.00-0.41

BNB-USD vs. RIOT - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is 5.67, which is higher than the RIOT Sharpe Ratio of -0.14. The chart below compares the 12-month rolling Sharpe Ratio of BNB-USD and RIOT.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00December2024FebruaryMarchAprilMay
5.67
-0.12
BNB-USD
RIOT

Drawdowns

BNB-USD vs. RIOT - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, smaller than the maximum RIOT drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for BNB-USD and RIOT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-13.99%
-87.09%
BNB-USD
RIOT

Volatility

BNB-USD vs. RIOT - Volatility Comparison

The current volatility for Binance Coin (BNB-USD) is 11.81%, while Riot Blockchain, Inc. (RIOT) has a volatility of 31.63%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than RIOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
11.81%
31.63%
BNB-USD
RIOT