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

Correlation

The correlation between BTG-USD and BCH-USD is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

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.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.32%
-45.52%
BTG-USD
BCH-USD

Key characteristics

Sharpe Ratio

BTG-USD:

-0.34

BCH-USD:

0.12

Sortino Ratio

BTG-USD:

-0.36

BCH-USD:

0.77

Omega Ratio

BTG-USD:

0.96

BCH-USD:

1.08

Calmar Ratio

BTG-USD:

0.01

BCH-USD:

0.02

Martin Ratio

BTG-USD:

-1.58

BCH-USD:

0.32

Ulcer Index

BTG-USD:

62.61%

BCH-USD:

30.46%

Daily Std Dev

BTG-USD:

204.45%

BCH-USD:

65.48%

Max Drawdown

BTG-USD:

-99.93%

BCH-USD:

-98.03%

Current Drawdown

BTG-USD:

-99.76%

BCH-USD:

-90.91%

Returns By Period

In the year-to-date period, BTG-USD achieves a -88.56% return, which is significantly lower than BCH-USD's -17.83% return.


BTG-USD

YTD

-88.56%

1M

168.42%

6M

-95.05%

1Y

-96.90%

5Y*

-35.68%

10Y*

N/A

BCH-USD

YTD

-17.83%

1M

6.54%

6M

2.41%

1Y

-25.54%

5Y*

7.68%

10Y*

N/A

*Annualized

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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 1515
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 33
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 5555
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 5454
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 chart of Sharpe ratio for BTG-USD, currently valued at -0.34, compared to the broader market0.001.002.003.004.00
BTG-USD: -0.34
BCH-USD: 0.10
The chart of Sortino ratio for BTG-USD, currently valued at -0.36, compared to the broader market0.001.002.003.004.00
BTG-USD: -0.36
BCH-USD: 0.74
The chart of Omega ratio for BTG-USD, currently valued at 0.96, compared to the broader market1.001.101.201.301.40
BTG-USD: 0.96
BCH-USD: 1.07
The chart of Calmar ratio for BTG-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
BTG-USD: 0.01
BCH-USD: 0.02
The chart of Martin ratio for BTG-USD, currently valued at -1.58, compared to the broader market0.005.0010.0015.0020.00
BTG-USD: -1.58
BCH-USD: 0.25

The current BTG-USD Sharpe Ratio is -0.34, which is lower than the BCH-USD Sharpe Ratio of 0.12. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.34
0.10
BTG-USD
BCH-USD

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.


-100.00%-95.00%-90.00%-85.00%NovemberDecember2025FebruaryMarchApril
-99.76%
-90.91%
BTG-USD
BCH-USD

Volatility

BTG-USD vs. BCH-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 80.71% compared to Bitcoin Cash (BCH-USD) at 24.53%. 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.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
80.71%
24.53%
BTG-USD
BCH-USD