BNB-USD vs. XAUUSD=X
BNB-USD (BNB) is a cryptocurrency, while XAUUSD=X (Gold Spot Price US Dollar) is a currency. Over the past 5 years, BNB-USD returned 12.14%/yr vs 19.00%/yr for XAUUSD=X. At a 0.08 correlation, their price movements are largely independent.
Performance
BNB-USD vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -28.73% return, which is significantly lower than XAUUSD=X's -0.05% return.
BNB-USD
- 1D
- -0.12%
- 1M
- -6.15%
- YTD
- -28.73%
- 6M
- -28.37%
- 1Y
- -5.06%
- 3Y*
- 37.05%
- 5Y*
- 12.14%
- 10Y*
- —
XAUUSD=X
- 1D
- -0.12%
- 1M
- -4.85%
- YTD
- -0.05%
- 6M
- 0.36%
- 1Y
- 25.89%
- 3Y*
- 30.22%
- 5Y*
- 19.00%
- 10Y*
- 12.78%
BNB-USD vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNB-USD BNB | -28.73% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
XAUUSD=X Gold Spot Price US Dollar | -0.05% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 1.70% |
Correlation
The correlation between BNB-USD and XAUUSD=X is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.08 |
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Return for Risk
BNB-USD vs. XAUUSD=X — Risk / Return Rank
BNB-USD
XAUUSD=X
BNB-USD vs. XAUUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Gold Spot Price US Dollar (XAUUSD=X). 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 | XAUUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.82 | -0.91 |
| Martin ratioReturn relative to average drawdown | -0.14 | 2.36 | -2.51 |
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Drawdowns
BNB-USD vs. XAUUSD=X - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for BNB-USD and XAUUSD=X.
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Drawdown Indicators
| BNB-USD | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -44.69% | -35.05% |
Max Drawdown (1Y)Largest decline over 1 year | -56.24% | -24.85% | -31.39% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -24.85% | -31.39% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -24.85% | -45.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.85% | — |
Current DrawdownCurrent decline from peak | -52.92% | -20.26% | -32.66% |
Average DrawdownAverage peak-to-trough decline | -38.71% | -16.45% | -22.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.54% | 9.57% | +32.97% |
Volatility
BNB-USD vs. XAUUSD=X - Volatility Comparison
BNB (BNB-USD) has a higher volatility of 17.20% compared to Gold Spot Price US Dollar (XAUUSD=X) at 7.99%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X 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 | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 7.99% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 34.65% | 22.47% | +12.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.38% | 23.51% | +20.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.42% | 16.78% | +33.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.03% | 15.22% | +64.81% |
Frequently Asked Questions
BNB-USD and XAUUSD=X have a correlation of 0.17, 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 (17.20%) compared to XAUUSD=X (7.99%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs XAUUSD=X's -44.69%.
XAUUSD=X currently has the higher Sharpe Ratio (0.87 vs -0.09), 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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