KSM-USD vs. BCH-USD
KSM-USD (Kusama) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, KSM-USD returned -61.32%/yr vs -20.02%/yr for BCH-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
KSM-USD vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KSM-USD achieves a -46.77% return, which is significantly higher than BCH-USD's -64.13% return.
KSM-USD
- 1D
- -5.96%
- 1M
- -28.96%
- YTD
- -46.77%
- 6M
- -55.62%
- 1Y
- -76.12%
- 3Y*
- -48.88%
- 5Y*
- -61.32%
- 10Y*
- —
BCH-USD
- 1D
- -12.43%
- 1M
- -53.88%
- YTD
- -64.13%
- 6M
- -61.64%
- 1Y
- -44.28%
- 3Y*
- 23.19%
- 5Y*
- -20.02%
- 10Y*
- —
KSM-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KSM-USD Kusama | -46.77% | -79.28% | -27.33% | 96.53% | -91.70% | 285.71% | 6,044.36% | -35.71% |
BCH-USD Bitcoin Cash | -64.13% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | -1.32% |
Correlation
The correlation between KSM-USD and BCH-USD is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.54 |
The correlation between KSM-USD and BCH-USD shifts across timeframes, from 0.51 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KSM-USD vs. BCH-USD — Risk / Return Rank
KSM-USD
BCH-USD
KSM-USD vs. BCH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kusama (KSM-USD) 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.
| KSM-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.93 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.66 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.46 | -2.08 | +0.63 |
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
| KSM-USD | BCH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | -0.65 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.55 | -0.24 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.09 | +0.17 |
Drawdowns
KSM-USD vs. BCH-USD - Drawdown Comparison
The maximum KSM-USD drawdown since its inception was -99.39%, roughly equal to the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for KSM-USD and BCH-USD.
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Drawdown Indicators
| KSM-USD | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.39% | -97.96% | -1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -79.15% | -67.18% | -11.97% |
Max Drawdown (3Y)Largest decline over 3 years | -93.95% | -69.07% | -24.88% |
Max Drawdown (5Y)Largest decline over 5 years | -99.29% | -88.64% | -10.65% |
Current DrawdownCurrent decline from peak | -99.39% | -94.27% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -73.22% | -86.08% | +12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.09% | 24.88% | +33.21% |
Volatility
KSM-USD vs. BCH-USD - Volatility Comparison
Kusama (KSM-USD) and Bitcoin Cash (BCH-USD) have volatilities of 20.43% and 21.41%, 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
| KSM-USD | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.43% | 21.41% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 54.36% | 48.08% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.14% | 56.68% | +15.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.58% | 70.10% | +22.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.99% | 97.92% | +11.07% |
Frequently Asked Questions
KSM-USD and BCH-USD have a correlation of 0.51, 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 (21.41%) compared to KSM-USD (20.43%). In terms of maximum drawdown, KSM-USD dropped -99.39% vs BCH-USD's -97.96%.
BCH-USD currently has the higher Sharpe Ratio (-0.65 vs -0.88), 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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