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

Correlation

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.


-0.50.00.51.00.3

Performance

BNB-USD vs. RIOT - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
18.97%
19.06%
BNB-USD
RIOT

Key characteristics

Sharpe Ratio

BNB-USD:

0.66

RIOT:

-0.16

Sortino Ratio

BNB-USD:

1.26

RIOT:

0.45

Omega Ratio

BNB-USD:

1.13

RIOT:

1.05

Calmar Ratio

BNB-USD:

0.35

RIOT:

-0.15

Martin Ratio

BNB-USD:

2.04

RIOT:

-0.34

Ulcer Index

BNB-USD:

17.20%

RIOT:

43.92%

Daily Std Dev

BNB-USD:

49.58%

RIOT:

93.66%

Max Drawdown

BNB-USD:

-80.10%

RIOT:

-99.98%

Current Drawdown

BNB-USD:

-4.15%

RIOT:

-99.59%

Returns By Period

In the year-to-date period, BNB-USD achieves a 130.17% return, which is significantly higher than RIOT's -16.03% return.


BNB-USD

YTD

130.17%

1M

16.20%

6M

17.88%

1Y

194.30%

5Y (annualized)

125.30%

10Y (annualized)

N/A

RIOT

YTD

-16.03%

1M

5.01%

6M

23.36%

1Y

-16.89%

5Y (annualized)

58.70%

10Y (annualized)

0.63%

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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.


Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 0.66, compared to the broader market0.001.002.003.004.005.000.660.46
The chart of Sortino ratio for BNB-USD, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.005.001.261.35
The chart of Omega ratio for BNB-USD, currently valued at 1.13, compared to the broader market1.001.201.401.601.131.15
The chart of Calmar ratio for BNB-USD, currently valued at 0.35, compared to the broader market1.002.003.004.000.350.17
The chart of Martin ratio for BNB-USD, currently valued at 2.04, compared to the broader market0.0010.0020.0030.002.041.61
BNB-USD
RIOT

The current BNB-USD Sharpe Ratio is 0.66, which is higher than the RIOT Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of BNB-USD and RIOT, 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 Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.46
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.15%
-83.32%
BNB-USD
RIOT

Volatility

BNB-USD vs. RIOT - Volatility Comparison

The current volatility for Binance Coin (BNB-USD) is 19.33%, while Riot Blockchain, Inc. (RIOT) has a volatility of 25.15%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.33%
25.15%
BNB-USD
RIOT
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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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