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GBPUSD=X vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GBPUSD=X and BCH-USD is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

GBPUSD=X vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
1.09%
-45.60%
GBPUSD=X
BCH-USD

Key characteristics

Sharpe Ratio

GBPUSD=X:

0.61

BCH-USD:

0.08

Sortino Ratio

GBPUSD=X:

0.92

BCH-USD:

0.72

Omega Ratio

GBPUSD=X:

1.11

BCH-USD:

1.07

Calmar Ratio

GBPUSD=X:

0.10

BCH-USD:

0.01

Martin Ratio

GBPUSD=X:

1.02

BCH-USD:

0.21

Ulcer Index

GBPUSD=X:

4.34%

BCH-USD:

30.68%

Daily Std Dev

GBPUSD=X:

7.08%

BCH-USD:

65.57%

Max Drawdown

GBPUSD=X:

-49.30%

BCH-USD:

-98.03%

Current Drawdown

GBPUSD=X:

-36.92%

BCH-USD:

-90.93%

Returns By Period

In the year-to-date period, GBPUSD=X achieves a 6.24% return, which is significantly higher than BCH-USD's -17.95% return.


GBPUSD=X

YTD

6.24%

1M

2.73%

6M

2.57%

1Y

6.44%

5Y*

1.30%

10Y*

-1.37%

BCH-USD

YTD

-17.95%

1M

15.77%

6M

1.08%

1Y

-25.44%

5Y*

7.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GBPUSD=X vs. BCH-USD — Risk-Adjusted Performance Rank

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

GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 6767
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6363
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 4848
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for GBPUSD=X, currently valued at 0.42, compared to the broader market-1.000.001.002.00
GBPUSD=X: 0.42
BCH-USD: 0.10
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
GBPUSD=X: 0.66
BCH-USD: 0.74
The chart of Omega ratio for GBPUSD=X, currently valued at 1.07, compared to the broader market1.001.502.002.50
GBPUSD=X: 1.07
BCH-USD: 1.07
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.03, compared to the broader market0.001.002.003.004.00
GBPUSD=X: 0.03
BCH-USD: 0.02
The chart of Martin ratio for GBPUSD=X, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.0025.00
GBPUSD=X: 0.70
BCH-USD: 0.25

The current GBPUSD=X Sharpe Ratio is 0.61, which is higher than the BCH-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of GBPUSD=X and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.42
0.10
GBPUSD=X
BCH-USD

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.27%
-90.93%
GBPUSD=X
BCH-USD

Volatility

GBPUSD=X vs. BCH-USD - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 3.05%, while Bitcoin Cash (BCH-USD) has a volatility of 24.44%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
3.05%
24.44%
GBPUSD=X
BCH-USD