ICP-USD vs. BNB-USD
ICP-USD (Internet Computer) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.90%/yr vs 13.42%/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 -24.44% return, which is significantly higher than BNB-USD's -34.27% return.
ICP-USD
- 1D
- 1.04%
- 1M
- -8.50%
- 6M
- -48.70%
- YTD
- -24.44%
- 1Y
- -62.76%
- 3Y*
- -19.26%
- 5Y*
- -41.90%
- 10Y*
- —
BNB-USD
- 1D
- -0.79%
- 1M
- -5.52%
- 6M
- -39.46%
- YTD
- -34.27%
- 1Y
- -21.28%
- 3Y*
- 33.19%
- 5Y*
- 13.42%
- 10Y*
- —
ICP-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -24.44% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
BNB-USD BNB | -34.27% | 23.21% | 124.36% | 26.83% | -51.86% | -20.86% |
Correlation
The correlation between ICP-USD and BNB-USD is 0.56, 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 | 0.56 |
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 9, 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 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.
| ICP-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.97 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.37 | -0.45 |
| Martin ratioReturn relative to average drawdown | -1.07 | -0.54 | -0.52 |
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Drawdowns
ICP-USD vs. BNB-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.67%, 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 | -99.67% | -79.74% | -19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -58.25% | -18.45% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -58.25% | -30.78% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -69.89% | -27.49% |
Current DrawdownCurrent decline from peak | -99.66% | -56.58% | -43.08% |
Average DrawdownAverage peak-to-trough decline | -97.72% | -38.89% | -58.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.25% | 31.46% | +36.79% |
Volatility
ICP-USD vs. BNB-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 12.49% compared to BNB (BNB-USD) at 8.80%. 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 | 12.49% | 8.80% | +3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 59.33% | 34.51% | +24.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.38% | 44.57% | +45.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.43% | 49.22% | +37.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.84% | 79.67% | +13.17% |
Frequently Asked Questions
ICP-USD and BNB-USD have a correlation of 0.56, 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 (12.49%) compared to BNB-USD (8.80%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.40 vs -0.58), 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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