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

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.

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GBPUSD=X vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD
-1.65%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%3.93%
BCH-USD
Bitcoin Cash
-25.76%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%329.48%

Returns By Period

In the year-to-date period, GBPUSD=X achieves a -1.65% return, which is significantly higher than BCH-USD's -25.76% return.


GBPUSD=X

1D
-0.48%
1M
-0.90%
YTD
-1.65%
6M
-1.51%
1Y
1.82%
3Y*
2.17%
5Y*
-0.86%
10Y*
-0.75%

BCH-USD

1D
-2.35%
1M
0.13%
YTD
-25.76%
6M
-25.33%
1Y
51.80%
3Y*
51.50%
5Y*
-3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GBPUSD=X vs. BCH-USD — Risk / Return Rank

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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3838
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 5151
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 5050
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 2020
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 1717
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 8585
Overall Rank
BCH-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8989
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 7777
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7373
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.

GBPUSD=X vs. BCH-USD - Risk-Adjusted Trends 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.


GBPUSD=XBCH-USDDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.73

-0.51

Sortino ratio

Return per unit of downside risk

0.36

1.47

-1.11

Omega ratio

Gain probability vs. loss probability

1.04

1.15

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.53

-0.58

+0.05

Martin ratio

Return relative to average drawdown

-1.03

-1.16

+0.13

GBPUSD=X vs. BCH-USD - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is 0.22, which is lower than the BCH-USD Sharpe Ratio of 0.73. 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.


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Sharpe Ratios by Period


GBPUSD=XBCH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.73

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.04

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.02

-0.20

Correlation

The correlation between GBPUSD=X and BCH-USD is 0.10, 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.


Drawdowns

GBPUSD=X vs. BCH-USD - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, smaller than the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and BCH-USD.


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Drawdown Indicators


GBPUSD=XBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-97.96%

+48.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-32.47%

+27.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-94.25%

+69.47%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

Current Drawdown

Current decline from peak

-37.20%

-88.13%

+50.93%

Average Drawdown

Average peak-to-trough decline

-30.76%

-86.02%

+55.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

16.26%

-13.57%

Volatility

GBPUSD=X vs. BCH-USD - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 2.56%, while Bitcoin Cash (BCH-USD) has a volatility of 12.72%. 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.


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Volatility by Period


GBPUSD=XBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

12.72%

-10.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.64%

52.41%

-47.77%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

59.03%

-52.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.28%

78.60%

-70.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.14%

98.61%

-89.47%