GBPUSD=X vs. BCH-USD
Compare and contrast key facts about GBP/USD (GBPUSD=X) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPUSD=X or BCH-USD.
Performance
GBPUSD=X vs. BCH-USD - Performance Comparison
Returns By Period
In the year-to-date period, GBPUSD=X achieves a -0.36% return, which is significantly lower than BCH-USD's 69.84% return.
GBPUSD=X
-0.36%
-2.75%
-0.19%
1.44%
-0.35%
-2.01%
BCH-USD
69.84%
21.04%
-11.72%
102.82%
16.08%
N/A
Key characteristics
| GBPUSD=X | BCH-USD | |
|---|---|---|
| Sharpe Ratio | 0.16 | -0.01 |
| Sortino Ratio | 0.26 | 0.63 |
| Omega Ratio | 1.03 | 1.06 |
| Calmar Ratio | 0.02 | 0.01 |
| Martin Ratio | 0.49 | -0.02 |
| Ulcer Index | 1.96% | 41.90% |
| Daily Std Dev | 6.13% | 82.84% |
| Max Drawdown | -49.30% | -98.03% |
| Current Drawdown | -39.82% | -88.78% |
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Correlation
The correlation between GBPUSD=X and BCH-USD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
GBPUSD=X vs. BCH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) 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
GBPUSD=X vs. BCH-USD - Drawdown Comparison
The maximum GBPUSD=X drawdown since its inception was -49.30%, smaller than the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and BCH-USD. For additional features, visit the drawdowns tool.
Volatility
GBPUSD=X vs. BCH-USD - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 2.36%, while Bitcoin Cash (BCH-USD) has a volatility of 26.68%. This indicates that GBPUSD=X 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.