BTG-USD vs. BCH-USD
Compare and contrast key facts about Bitcoin Gold (BTG-USD) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTG-USD or BCH-USD.
Key characteristics
| BTG-USD | BCH-USD | |
|---|---|---|
| YTD Return | 40.57% | 69.43% |
| 1Y Return | 98.14% | 89.62% |
| 3Y Return (Ann) | -23.37% | -13.50% |
| 5Y Return (Ann) | 30.85% | 10.66% |
| Sharpe Ratio | -0.70 | 0.10 |
| Sortino Ratio | -0.95 | 0.79 |
| Omega Ratio | 0.91 | 1.07 |
| Calmar Ratio | 0.01 | 0.02 |
| Martin Ratio | -1.00 | 0.21 |
| Ulcer Index | 52.67% | 41.46% |
| Daily Std Dev | 70.36% | 82.26% |
| Max Drawdown | -98.91% | -98.03% |
| Current Drawdown | -93.31% | -88.80% |
Correlation
The correlation between BTG-USD and BCH-USD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BTG-USD vs. BCH-USD - Performance Comparison
In the year-to-date period, BTG-USD achieves a 40.57% return, which is significantly lower than BCH-USD's 69.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
BTG-USD vs. BCH-USD - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -98.91%, 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.
Volatility
BTG-USD vs. BCH-USD - Volatility Comparison
The current volatility for Bitcoin Gold (BTG-USD) is 21.48%, while Bitcoin Cash (BCH-USD) has a volatility of 23.59%. This indicates that BTG-USD experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.