ICP-USD vs. BNB-USD
ICP-USD (Internet Computer) and BNB-USD (Binance Coin) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -53.31%/yr vs 7.92%/yr for BNB-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ICP-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -18.34% return, which is significantly higher than BNB-USD's -33.24% return.
ICP-USD
- 1D
- -15.01%
- 1M
- -27.40%
- YTD
- -18.34%
- 6M
- -33.54%
- 1Y
- -52.32%
- 3Y*
- -19.41%
- 5Y*
- -53.31%
- 10Y*
- —
BNB-USD
- 1D
- -4.55%
- 1M
- -10.96%
- YTD
- -33.24%
- 6M
- -34.77%
- 1Y
- -9.00%
- 3Y*
- 27.00%
- 5Y*
- 7.92%
- 10Y*
- —
ICP-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -18.34% | -71.20% | -25.93% | 237.58% | -83.87% | -94.28% |
BNB-USD Binance Coin | -33.24% | 23.21% | 124.36% | 26.83% | -51.86% | -22.70% |
Correlation
The correlation between ICP-USD and BNB-USD is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.61 |
The correlation between ICP-USD and BNB-USD has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.
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Return for Risk
ICP-USD vs. BNB-USD — Risk / Return Rank
ICP-USD
BNB-USD
ICP-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-USD) and Binance Coin (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.
| ICP-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.01 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.16 | -0.52 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.26 | -0.72 |
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
| ICP-USD | BNB-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.17 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.13 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | 0.97 | -1.55 |
Drawdowns
ICP-USD vs. BNB-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.51%, 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 ICP-USD and BNB-USD.
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Drawdown Indicators
| ICP-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.51% | -79.74% | -19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -55.90% | -20.80% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -55.90% | -33.13% |
Max Drawdown (5Y)Largest decline over 5 years | -97.72% | -69.89% | -27.83% |
Current DrawdownCurrent decline from peak | -99.46% | -55.90% | -43.56% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -38.66% | -57.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.79% | 41.15% | +20.64% |
Volatility
ICP-USD vs. BNB-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 34.26% compared to Binance Coin (BNB-USD) at 16.20%. This indicates that ICP-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICP-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.26% | 16.20% | +18.06% |
Volatility (6M)Calculated over the trailing 6-month period | 70.11% | 34.07% | +36.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.64% | 44.26% | +47.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.86% | 50.64% | +39.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.93% | 80.14% | +12.79% |
Frequently Asked Questions
ICP-USD and BNB-USD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICP-USD has higher volatility (34.26%) compared to BNB-USD (16.20%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.17 vs -0.48), 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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