BTG-USD vs. BCH-USD
BTG-USD (Bitcoin Gold) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, BTG-USD returned -67.20%/yr vs -20.02%/yr for BCH-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
BTG-USD vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTG-USD achieves a -69.73% return, which is significantly lower than BCH-USD's -64.13% return.
BTG-USD
- 1D
- -32.45%
- 1M
- -64.54%
- YTD
- -69.73%
- 6M
- -44.71%
- 1Y
- -69.06%
- 3Y*
- -73.49%
- 5Y*
- -67.20%
- 10Y*
- —
BCH-USD
- 1D
- -12.43%
- 1M
- -53.88%
- YTD
- -64.13%
- 6M
- -61.64%
- 1Y
- -44.28%
- 3Y*
- 23.19%
- 5Y*
- -20.02%
- 10Y*
- —
BTG-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTG-USD Bitcoin Gold | -69.73% | -92.37% | -56.73% | 85.84% | -70.99% | 382.62% | 56.48% | -57.33% | -94.85% | 30.01% |
BCH-USD Bitcoin Cash | -64.13% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 646.30% |
Correlation
The correlation between BTG-USD and BCH-USD is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017 | 0.54 |
Over the past year, the correlation between BTG-USD and BCH-USD has dropped to 0.02 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
BTG-USD vs. BCH-USD — Risk / Return Rank
BTG-USD
BCH-USD
BTG-USD vs. BCH-USD - Risk-Adjusted Trends 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.
| BTG-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +8.68 | ||
| Omega ratioGain probability vs. loss probability | 1.85 | 0.93 | +0.93 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.66 | -0.08 |
| Martin ratioReturn relative to average drawdown | -0.95 | -2.08 | +1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTG-USD | BCH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.65 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | -0.24 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | -0.09 | -0.06 |
Drawdowns
BTG-USD vs. BCH-USD - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -99.96%, roughly equal to the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for BTG-USD and BCH-USD.
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Drawdown Indicators
| BTG-USD | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -97.96% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -93.80% | -67.18% | -26.62% |
Max Drawdown (3Y)Largest decline over 3 years | -99.67% | -69.07% | -30.60% |
Max Drawdown (5Y)Largest decline over 5 years | -99.77% | -88.64% | -11.13% |
Current DrawdownCurrent decline from peak | -99.95% | -94.27% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -93.34% | -86.08% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.69% | 24.88% | +39.81% |
Volatility
BTG-USD vs. BCH-USD - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 117.63% compared to Bitcoin Cash (BCH-USD) at 21.41%. 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.
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Volatility by Period
| BTG-USD | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 117.63% | 21.41% | +96.22% |
Volatility (6M)Calculated over the trailing 6-month period | 594.15% | 48.08% | +546.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 792.69% | 56.68% | +736.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 376.47% | 70.10% | +306.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 300.06% | 97.92% | +202.14% |
Frequently Asked Questions
BTG-USD and BCH-USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTG-USD has higher volatility (117.63%) compared to BCH-USD (21.41%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs BCH-USD's -97.96%.
BTG-USD currently has the higher Sharpe Ratio (-0.07 vs -0.65), 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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