ETH-USD vs. BCH-USD
ETH-USD (Ethereum) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, ETH-USD returned -7.86%/yr vs -19.90%/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 -43.80% return, which is significantly higher than BCH-USD's -66.18% return.
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
BCH-USD
- 1D
- -1.33%
- 1M
- -53.36%
- YTD
- -66.18%
- 6M
- -65.21%
- 1Y
- -52.28%
- 3Y*
- 24.32%
- 5Y*
- -19.90%
- 10Y*
- —
ETH-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 242.23% |
BCH-USD Bitcoin Cash | -66.18% | 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 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.73 |
The correlation between ETH-USD and BCH-USD shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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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 | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.90 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.74 | +0.20 |
| Martin ratioReturn relative to average drawdown | -0.94 | -2.25 | +1.30 |
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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 | -67.53% | -70.31% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -72.02% | +4.49% |
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 | -65.49% | -94.59% | +29.10% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -86.07% | +35.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 27.17% | +18.14% |
Volatility
ETH-USD vs. BCH-USD - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 17.22%, while Bitcoin Cash (BCH-USD) has a volatility of 26.34%. 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 | 17.22% | 26.34% | -9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 50.21% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.20% | 57.78% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.59% | 70.17% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.89% | 97.90% | -20.01% |
Frequently Asked Questions
ETH-USD and BCH-USD have a correlation of 0.61, 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 (26.34%) compared to ETH-USD (17.22%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs BCH-USD's -97.96%.
ETH-USD currently has the higher Sharpe Ratio (-0.55 vs -0.75), 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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