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 -63.51%/yr vs -12.92%/yr for BCH-USD. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
BTG-USD vs. BCH-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BTG-USD having a -65.06% return and BCH-USD slightly higher at -63.35%.
BTG-USD
- 1D
- -30.55%
- 1M
- -16.98%
- 6M
- -84.94%
- YTD
- -65.06%
- 1Y
- -64.05%
- 3Y*
- -73.56%
- 5Y*
- -63.51%
- 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*
- —
BTG-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTG-USD Bitcoin Gold | -65.06% | -92.37% | -56.73% | 85.84% | -70.99% | 382.62% | 56.48% | -57.33% | -94.85% | 55.62% |
BCH-USD Bitcoin Cash | -63.35% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 602.60% |
Correlation
The correlation between BTG-USD and BCH-USD is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.53 |
The correlation between BTG-USD and BCH-USD shifts across timeframes, from -0.00 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| BTG-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +7.80 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 0.88 | +0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.79 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.01 | -1.80 | +0.79 |
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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 | -93.25% | -70.92% | -22.33% |
Max Drawdown (3Y)Largest decline over 3 years | -99.71% | -72.60% | -27.11% |
Max Drawdown (5Y)Largest decline over 5 years | -99.79% | -88.64% | -11.15% |
Current DrawdownCurrent decline from peak | -99.94% | -94.14% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -93.39% | -86.16% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.80% | 36.27% | +31.53% |
Volatility
BTG-USD vs. BCH-USD - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 124.70% compared to Bitcoin Cash (BCH-USD) at 15.70%. 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 | 124.70% | 15.70% | +109.00% |
Volatility (6M)Calculated over the trailing 6-month period | 575.50% | 49.99% | +525.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 681.37% | 57.68% | +623.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 380.15% | 69.71% | +310.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 301.18% | 97.50% | +203.68% |
Frequently Asked Questions
BTG-USD and BCH-USD have a correlation of -0.00, 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 (124.70%) compared to BCH-USD (15.70%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs BCH-USD's -97.96%.
BTG-USD currently has the higher Sharpe Ratio (-0.08 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.
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