PortfoliosLab logo
BTG-USD vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTG-USD and BCH-USD is 0.23, 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

BTG-USD vs. BCH-USD - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

BTG-USD:

-0.39

BCH-USD:

-0.24

Sortino Ratio

BTG-USD:

-0.53

BCH-USD:

1.15

Omega Ratio

BTG-USD:

0.94

BCH-USD:

1.12

Calmar Ratio

BTG-USD:

0.01

BCH-USD:

0.12

Martin Ratio

BTG-USD:

-1.43

BCH-USD:

1.02

Ulcer Index

BTG-USD:

69.46%

BCH-USD:

32.50%

Daily Std Dev

BTG-USD:

207.98%

BCH-USD:

65.85%

Max Drawdown

BTG-USD:

-99.93%

BCH-USD:

-98.03%

Current Drawdown

BTG-USD:

-99.84%

BCH-USD:

-89.99%

Returns By Period

In the year-to-date period, BTG-USD achieves a -92.20% return, which is significantly lower than BCH-USD's -9.43% return.


BTG-USD

YTD

-92.20%

1M

31.93%

6M

-97.78%

1Y

-98.09%

3Y*

-65.80%

5Y*

-39.48%

10Y*

N/A

BCH-USD

YTD

-9.43%

1M

16.95%

6M

-12.12%

1Y

-23.97%

3Y*

27.20%

5Y*

10.40%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Bitcoin Gold

Bitcoin Cash

Risk-Adjusted Performance

BTG-USD vs. BCH-USD — Risk-Adjusted Performance Rank

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

BTG-USD
The Risk-Adjusted Performance Rank of BTG-USD is 1616
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 00
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 00
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 22
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 5656
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTG-USD vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-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.


The current BTG-USD Sharpe Ratio is -0.39, which is lower than the BCH-USD Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of BTG-USD and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Drawdowns

BTG-USD vs. BCH-USD - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.93%, roughly equal to the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for BTG-USD and BCH-USD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BTG-USD vs. BCH-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 68.79% compared to Bitcoin Cash (BCH-USD) at 20.08%. This indicates that BTG-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.


Loading data...