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BSV-USD vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSV-USD vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BitcoinSV (BSV-USD) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSV-USD achieves a -23.10% return, which is significantly higher than BCH-USD's -63.35% return.


BSV-USD

1D
-0.41%
1M
8.61%
6M
-32.15%
YTD
-23.10%
1Y
-54.24%
3Y*
-28.22%
5Y*
-35.95%
10Y*

BCH-USD

1D
-1.02%
1M
3.32%
6M
-63.39%
YTD
-63.35%
1Y
-56.13%
3Y*
-3.42%
5Y*
-12.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV-USD vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSV-USD
BitcoinSV
-23.10%-65.61%-47.41%131.66%-65.89%-25.82%68.22%14.75%-4.22%
BCH-USD
Bitcoin Cash
-63.35%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-74.18%

Correlation

The correlation between BSV-USD and BCH-USD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.72

Over the past year, the correlation between BSV-USD and BCH-USD has dropped to 0.47 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

BSV-USD vs. BCH-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSV-USD
BSV-USD Risk / Return Rank: 5050
Overall Rank
BSV-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 5555
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 3333
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 4444
Overall Rank
BCH-USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 5656
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 6464
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSV-USD vs. BCH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-USD) and Bitcoin Cash (BCH-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.


BSV-USDBCH-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.88

0.88

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.79

-0.04

Martin ratioReturn relative to average drawdown

-1.29

-1.80

+0.51

BSV-USD vs. BCH-USD - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.79, which is comparable to the BCH-USD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of BSV-USD and BCH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSV-USD vs. BCH-USD - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.53%, roughly equal to the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for BSV-USD and BCH-USD.


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Drawdown Indicators


BSV-USDBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-97.96%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-65.37%

-70.92%

+5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-90.64%

-72.60%

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

-88.64%

-5.78%

Current Drawdown

Current decline from peak

-96.97%

-94.14%

-2.83%

Average Drawdown

Average peak-to-trough decline

-75.32%

-86.16%

+10.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.76%

36.27%

+0.49%

Volatility

BSV-USD vs. BCH-USD - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 20.89% compared to Bitcoin Cash (BCH-USD) at 15.70%. This indicates that BSV-USD's price experiences larger fluctuations and is considered to be riskier than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSV-USDBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.89%

15.70%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

49.02%

49.99%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

57.22%

57.68%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.14%

69.71%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.39%

97.50%

+10.89%

Frequently Asked Questions


BSV-USD and BCH-USD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV-USD has higher volatility (20.89%) compared to BCH-USD (15.70%). In terms of maximum drawdown, BSV-USD dropped -97.53% vs BCH-USD's -97.96%.

BSV-USD currently has the higher Sharpe Ratio (-0.79 vs -0.81), 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.

Portfolio Optimizer

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