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HBAR-USD vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HederaHashgraph (HBAR-USD) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -26.59% return, which is significantly higher than BNB-USD's -29.98% return.


HBAR-USD

1D
-1.54%
1M
-16.53%
YTD
-26.59%
6M
-37.13%
1Y
-52.17%
3Y*
18.50%
5Y*
-16.90%
10Y*

BNB-USD

1D
-0.08%
1M
-9.92%
YTD
-29.98%
6M
-31.42%
1Y
-7.65%
3Y*
35.35%
5Y*
10.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-26.59%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
BNB-USD
BNB
-29.98%23.21%124.36%26.83%-51.86%1,277.47%170.06%-31.91%

Correlation

The correlation between HBAR-USD and BNB-USD is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.59

The correlation between HBAR-USD and BNB-USD shifts across timeframes, from 0.59 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HBAR-USD vs. BNB-USD — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6262
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5959
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8585
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8585
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.

HBAR-USD vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) and BNB (BNB-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.


HBAR-USDBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

0.92

1.02

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.14

-0.57

Martin ratioReturn relative to average drawdown

-1.01

-0.22

-0.79

HBAR-USD vs. BNB-USD - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.67, which is lower than the BNB-USD Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of HBAR-USD and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBAR-USD vs. BNB-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and BNB-USD.


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Drawdown Indicators


HBAR-USDBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-79.74%

-17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-56.24%

-17.15%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-56.24%

-23.05%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-69.89%

-22.90%

Current Drawdown

Current decline from peak

-84.59%

-53.75%

-30.84%

Average Drawdown

Average peak-to-trough decline

-74.50%

-38.70%

-35.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.63%

42.14%

+9.49%

Volatility

HBAR-USD vs. BNB-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) and BNB (BNB-USD) have volatilities of 16.49% and 17.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBAR-USDBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.49%

17.29%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

43.31%

34.77%

+8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

65.23%

44.40%

+20.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.18%

50.48%

+34.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.59%

80.07%

+28.52%

Frequently Asked Questions


HBAR-USD and BNB-USD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.29%) compared to HBAR-USD (16.49%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs BNB-USD's -79.74%.

BNB-USD currently has the higher Sharpe Ratio (-0.14 vs -0.67), 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.

Portfolio Optimizer

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