GBPUSD=X vs. BCH-USD
GBPUSD=X (GBP/USD) is a currency, while BCH-USD (Bitcoin Cash) is a cryptocurrency. Over the past 5 years, GBPUSD=X returned -0.62%/yr vs -16.98%/yr for BCH-USD. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
GBPUSD=X vs. BCH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GBPUSD=X achieves a 0.22% return, which is significantly higher than BCH-USD's -64.52% return.
GBPUSD=X
- 1D
- 0.08%
- 1M
- 1.06%
- 6M
- -1.43%
- YTD
- 0.22%
- 1Y
- 1.61%
- 3Y*
- 2.00%
- 5Y*
- -0.62%
- 10Y*
- 0.29%
- ALL TIME*
- -2.14%
BCH-USD
- 1D
- 2.15%
- 1M
- -7.31%
- 6M
- -58.81%
- YTD
- -64.52%
- 1Y
- -59.16%
- 3Y*
- -1.91%
- 5Y*
- -16.98%
- 10Y*
- —
- ALL TIME*
- -10.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BCH-USD Bitcoin Cash | $19.95B | $26.19B | $63.73B |
GBPUSD=X GBP/USD | $352.83K | $353.27K | $351.43K |
GBPUSD=X vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | 0.22% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 3.93% |
BCH-USD Bitcoin Cash | -64.52% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
Correlation
The correlation between GBPUSD=X and BCH-USD is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.10 |
The correlation between GBPUSD=X and BCH-USD shifts across timeframes, from 0.09 (3 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GBPUSD=X vs. BCH-USD — Risk / Return Rank
GBPUSD=X
BCH-USD
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.
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.
| GBPUSD=X | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.87 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.83 | +1.10 |
| Martin ratioReturn relative to average drawdown | 0.48 | -1.73 | +2.22 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GBPUSD=X | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | -97.96% | +48.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -70.92% | +66.03% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -72.60% | +63.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -88.64% | +65.37% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | — | — |
Current DrawdownCurrent decline from peak | -36.01% | -94.33% | +58.32% |
Average DrawdownAverage peak-to-trough decline | -31.48% | -86.20% | +54.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 40.01% | -37.38% |
Volatility
GBPUSD=X vs. BCH-USD - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.88%, while Bitcoin Cash (BCH-USD) has a volatility of 12.59%. 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.
Loading charts...
Volatility by Period
| GBPUSD=X | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 12.59% | -10.71% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 49.20% | -44.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.17% | 56.52% | -50.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.21% | 69.54% | -61.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.55% | 97.29% | -88.74% |
Frequently Asked Questions
GBPUSD=X and BCH-USD have a correlation of 0.20, 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 (12.59%) compared to GBPUSD=X (1.88%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs BCH-USD's -97.96%.
GBPUSD=X currently has the higher Sharpe Ratio (0.21 vs -0.87), 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.
Find the right allocation for GBPUSD=X and BCH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer