ETH-USD vs. BCH-USD
ETH-USD (Ethereum) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, ETH-USD returned -0.85%/yr vs -12.52%/yr for BCH-USD. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
ETH-USD vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -35.51% return, which is significantly higher than BCH-USD's -63.12% return.
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
BCH-USD
- 1D
- 2.68%
- 1M
- 10.43%
- 6M
- -62.16%
- YTD
- -63.12%
- 1Y
- -59.72%
- 3Y*
- -3.56%
- 5Y*
- -12.52%
- 10Y*
- —
- ALL TIME*
- -9.76%
ETH-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 242.23% |
BCH-USD Bitcoin Cash | -63.12% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
Correlation
The correlation between ETH-USD and BCH-USD is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.73 |
The correlation between ETH-USD and BCH-USD has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.
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Return for Risk
ETH-USD vs. BCH-USD — Risk / Return Rank
ETH-USD
BCH-USD
ETH-USD vs. BCH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.87 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.84 | +0.12 |
| Martin ratioReturn relative to average drawdown | -1.11 | -1.88 | +0.77 |
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Drawdowns
ETH-USD vs. BCH-USD - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for ETH-USD and BCH-USD.
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Drawdown Indicators
| ETH-USD | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -97.96% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -70.92% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -72.60% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -88.64% | +9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -60.40% | -94.11% | +33.71% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -86.17% | +35.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 36.98% | -2.29% |
Volatility
ETH-USD vs. BCH-USD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 13.43%, while Bitcoin Cash (BCH-USD) has a volatility of 14.67%. This indicates that ETH-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.
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Volatility by Period
| ETH-USD | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 14.67% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 50.12% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 57.69% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 69.67% | -10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 97.46% | -20.69% |
Frequently Asked Questions
ETH-USD and BCH-USD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH-USD has higher volatility (14.67%) compared to ETH-USD (13.43%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs BCH-USD's -97.96%.
ETH-USD currently has the higher Sharpe Ratio (-0.74 vs -0.86), 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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