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 -0.92%/yr vs -17.81%/yr for BCH-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
GBPUSD=X vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, GBPUSD=X achieves a 0.07% return, which is significantly higher than BCH-USD's -54.97% return.
GBPUSD=X
- 1D
- 0.08%
- 1M
- -0.92%
- YTD
- 0.07%
- 6M
- 1.94%
- 1Y
- -0.57%
- 3Y*
- 2.66%
- 5Y*
- -0.92%
- 10Y*
- -0.75%
BCH-USD
- 1D
- -8.07%
- 1M
- -39.15%
- YTD
- -54.97%
- 6M
- -50.58%
- 1Y
- -33.26%
- 3Y*
- 32.84%
- 5Y*
- -17.81%
- 10Y*
- —
GBPUSD=X vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | 0.07% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 3.93% |
BCH-USD Bitcoin Cash | -54.97% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 329.48% |
Correlation
The correlation between GBPUSD=X and BCH-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2017 | 0.10 |
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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.
| GBPUSD=X | BCH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | -0.50 | +0.43 |
Sortino ratioReturn per unit of downside risk | -0.06 | -0.40 | +0.34 |
Omega ratioGain probability vs. loss probability | 0.99 | 0.96 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | -1.11 | +1.06 |
Martin ratioReturn relative to average drawdown | -0.10 | -2.72 | +2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBPUSD=X | BCH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.50 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | -0.21 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | -0.07 | -0.15 |
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=X | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | -97.96% | +48.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -58.79% | +53.53% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -61.27% | +51.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -88.64% | +64.02% |
Max Drawdown (10Y)Largest decline over 10 years | -27.99% | — | — |
Current DrawdownCurrent decline from peak | -36.10% | -92.80% | +56.70% |
Average DrawdownAverage peak-to-trough decline | -31.12% | -86.07% | +54.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 23.87% | -21.38% |
Volatility
GBPUSD=X vs. BCH-USD - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.73%, while Bitcoin Cash (BCH-USD) has a volatility of 17.45%. 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=X | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 17.45% | -15.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.93% | 46.15% | -41.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.24% | 55.16% | -48.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.25% | 69.91% | -61.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.10% | 97.86% | -88.76% |
Frequently Asked Questions
GBPUSD=X and BCH-USD have a correlation of 0.11, 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 (17.45%) compared to GBPUSD=X (1.73%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs BCH-USD's -97.96%.
GBPUSD=X currently has the higher Sharpe Ratio (-0.07 vs -0.50), 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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