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ETC-USD vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ETC-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum Classic (ETC-USD) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETC-USD achieves a -39.13% return, which is significantly lower than BNB-USD's -30.99% return.


ETC-USD

1D
-1.97%
1M
-27.32%
YTD
-39.13%
6M
-48.14%
1Y
-58.85%
3Y*
-25.64%
5Y*
-35.49%
10Y*

BNB-USD

1D
-1.40%
1M
-8.25%
YTD
-30.99%
6M
-33.59%
1Y
-8.63%
3Y*
31.73%
5Y*
9.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETC-USD vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETC-USD
Ethereum Classic
-39.13%-54.13%13.87%39.62%-53.90%499.54%27.01%-10.00%-82.30%100.33%
BNB-USD
BNB
-30.99%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between ETC-USD and BNB-USD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.61

The correlation between ETC-USD and BNB-USD shifts across timeframes, from 0.61 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ETC-USD vs. BNB-USD — Risk / Return Rank

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

ETC-USD
ETC-USD Risk / Return Rank: 4242
Overall Rank
ETC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4545
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8282
Overall Rank
BNB-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8080
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8686
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETC-USD vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and BNB (BNB-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.


ETC-USDBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

0.88

1.02

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.15

-0.66

Martin ratioReturn relative to average drawdown

-1.25

-0.25

-1.00

ETC-USD vs. BNB-USD - Sharpe Ratio Comparison

The current ETC-USD Sharpe Ratio is -0.80, which is lower than the BNB-USD Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ETC-USD and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ETC-USDBNB-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-0.16

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.16

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.98

-0.83

Drawdowns

ETC-USD vs. BNB-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -95.18%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for ETC-USD and BNB-USD.


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Drawdown Indicators


ETC-USDBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.18%

-79.74%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-72.46%

-56.24%

-16.22%

Max Drawdown (3Y)

Largest decline over 3 years

-82.26%

-56.24%

-26.02%

Max Drawdown (5Y)

Largest decline over 5 years

-90.94%

-69.89%

-21.05%

Current Drawdown

Current decline from peak

-95.06%

-54.42%

-40.64%

Average Drawdown

Average peak-to-trough decline

-73.68%

-38.68%

-35.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

41.58%

+4.97%

Volatility

ETC-USD vs. BNB-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 14.41%, while BNB (BNB-USD) has a volatility of 17.17%. This indicates that ETC-USD experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETC-USDBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

17.17%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

43.99%

34.59%

+9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

60.87%

44.36%

+16.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.44%

50.57%

+22.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.89%

80.12%

+49.77%

Frequently Asked Questions


ETC-USD and BNB-USD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.17%) compared to ETC-USD (14.41%). In terms of maximum drawdown, ETC-USD dropped -95.18% vs BNB-USD's -79.74%.

BNB-USD currently has the higher Sharpe Ratio (-0.16 vs -0.80), 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.

Portfolio Optimizer

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