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 -1.05%/yr vs -16.76%/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 -1.91% return, which is significantly higher than BCH-USD's -67.49% return.
GBPUSD=X
- 1D
- -0.38%
- 1M
- -2.06%
- YTD
- -1.91%
- 6M
- -2.36%
- 1Y
- -2.39%
- 3Y*
- 1.25%
- 5Y*
- -1.05%
- 10Y*
- -0.34%
BCH-USD
- 1D
- -1.44%
- 1M
- -43.89%
- YTD
- -67.49%
- 6M
- -66.01%
- 1Y
- -57.95%
- 3Y*
- -2.88%
- 5Y*
- -16.76%
- 10Y*
- —
GBPUSD=X vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | -1.91% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 3.93% |
BCH-USD Bitcoin Cash | -67.49% | 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 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 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.
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 | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.87 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.82 | +0.46 |
| Martin ratioReturn relative to average drawdown | -0.69 | -2.22 | +1.53 |
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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% | -70.31% | +65.05% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -72.02% | +62.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -88.64% | +65.23% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | — | — |
Current DrawdownCurrent decline from peak | -37.37% | -94.80% | +57.43% |
Average DrawdownAverage peak-to-trough decline | -31.25% | -86.10% | +54.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 30.17% | -27.50% |
Volatility
GBPUSD=X vs. BCH-USD - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.66%, while Bitcoin Cash (BCH-USD) has a volatility of 28.24%. 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 | 1.66% | 28.24% | -26.58% |
Volatility (6M)Calculated over the trailing 6-month period | 4.83% | 49.58% | -44.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.25% | 57.33% | -51.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.23% | 69.79% | -61.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.72% | 97.78% | -89.06% |
Frequently Asked Questions
GBPUSD=X and BCH-USD have a correlation of 0.15, 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 (28.24%) compared to GBPUSD=X (1.66%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs BCH-USD's -97.96%.
GBPUSD=X currently has the higher Sharpe Ratio (-0.31 vs -0.84), 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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