ICP-USD vs. BNB-USD
ICP-USD (Internet Computer) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.05%/yr vs 14.92%/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 -23.84% return, which is significantly higher than BNB-USD's -35.14% return.
ICP-USD
- 1D
- -1.32%
- 1M
- -18.52%
- YTD
- -23.84%
- 6M
- -27.49%
- 1Y
- -55.20%
- 3Y*
- -20.25%
- 5Y*
- -41.05%
- 10Y*
- —
BNB-USD
- 1D
- -0.69%
- 1M
- -14.59%
- YTD
- -35.14%
- 6M
- -32.45%
- 1Y
- -13.34%
- 3Y*
- 33.37%
- 5Y*
- 14.92%
- 10Y*
- —
ICP-USD vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -23.84% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
BNB-USD BNB | -35.14% | 23.21% | 124.36% | 26.83% | -51.86% | -20.86% |
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 | 0.54 |
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 0.54 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 | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.00 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.23 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.99 | -0.36 | -0.62 |
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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% | -57.16% | -19.54% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -57.16% | -31.87% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -69.89% | -27.49% |
Current DrawdownCurrent decline from peak | -99.66% | -57.16% | -42.50% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -38.77% | -58.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.52% | 36.40% | +28.12% |
Volatility
ICP-USD vs. BNB-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 28.27% compared to BNB (BNB-USD) at 17.68%. 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 | 28.27% | 17.68% | +10.59% |
Volatility (6M)Calculated over the trailing 6-month period | 66.30% | 34.56% | +31.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.83% | 44.43% | +46.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.55% | 49.42% | +39.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.30% | 79.93% | +13.37% |
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 (28.27%) compared to BNB-USD (17.68%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.25 vs -0.51), 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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