BNB-USD vs. V
BNB-USD (BNB) is a cryptocurrency, while V (Visa Inc.) is a stock. Over the past 5 years, BNB-USD returned 10.55%/yr vs 7.33%/yr for V. At a 0.11 correlation, their price movements are largely independent.
Performance
BNB-USD vs. V - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than V's -7.69% return.
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
V
- 1D
- 1.05%
- 1M
- -0.04%
- YTD
- -7.69%
- 6M
- -6.93%
- 1Y
- -7.91%
- 3Y*
- 13.87%
- 5Y*
- 7.33%
- 10Y*
- 15.98%
BNB-USD vs. V - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and V is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.11 |
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Return for Risk
BNB-USD vs. V — Risk / Return Rank
BNB-USD
V
BNB-USD vs. V - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Visa Inc. (V). 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 | V | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | -0.73 | +0.60 |
| Martin ratioReturn relative to average drawdown | -0.20 | -1.57 | +1.37 |
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Drawdowns
BNB-USD vs. V - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for BNB-USD and V.
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Drawdown Indicators
| BNB-USD | V | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -51.90% | -27.84% |
Max Drawdown (1Y)Largest decline over 1 year | -56.24% | -17.18% | -39.06% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -20.38% | -35.86% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -28.60% | -41.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | -53.42% | -12.96% | -40.46% |
Average DrawdownAverage peak-to-trough decline | -38.71% | -8.26% | -30.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.27% | 10.73% | +31.54% |
Volatility
BNB-USD vs. V - Volatility Comparison
BNB (BNB-USD) has a higher volatility of 17.28% compared to Visa Inc. (V) at 5.57%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier than V 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 | V | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.28% | 5.57% | +11.71% |
Volatility (6M)Calculated over the trailing 6-month period | 34.73% | 17.57% | +17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.38% | 22.35% | +22.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.42% | 22.82% | +27.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.06% | 24.45% | +55.61% |
Frequently Asked Questions
BNB-USD and V have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to V (5.57%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs V's -51.90%.
BNB-USD currently has the higher Sharpe Ratio (-0.13 vs -0.56), 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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