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LINK-USD vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

LINK-USD vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChainLink (LINK-USD) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

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LINK-USD vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LINK-USD
ChainLink
-26.18%-39.00%33.73%168.18%-71.46%73.35%539.54%506.40%-52.70%228.38%
BCH-USD
Bitcoin Cash
-24.09%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%337.96%

Returns By Period

In the year-to-date period, LINK-USD achieves a -26.18% return, which is significantly lower than BCH-USD's -24.09% return.


LINK-USD

1D
2.51%
1M
0.45%
YTD
-26.18%
6M
-60.19%
1Y
-35.97%
3Y*
7.40%
5Y*
-22.65%
10Y*

BCH-USD

1D
-2.48%
1M
2.07%
YTD
-24.09%
6M
-23.36%
1Y
47.46%
3Y*
54.59%
5Y*
-4.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LINK-USD vs. BCH-USD — Risk / Return Rank

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

LINK-USD
LINK-USD Risk / Return Rank: 6868
Overall Rank
LINK-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6565
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7272
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 8585
Overall Rank
BCH-USD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8888
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7878
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.

LINK-USD vs. BCH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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.


LINK-USDBCH-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.67

-1.10

Sortino ratio

Return per unit of downside risk

-0.16

1.40

-1.56

Omega ratio

Gain probability vs. loss probability

0.98

1.14

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.49

-0.42

Martin ratio

Return relative to average drawdown

-1.38

-0.99

-0.39

LINK-USD vs. BCH-USD - Sharpe Ratio Comparison

The current LINK-USD Sharpe Ratio is -0.43, which is lower than the BCH-USD Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of LINK-USD and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LINK-USDBCH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

0.67

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.05

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

-0.02

+0.49

Correlation

The correlation between LINK-USD and BCH-USD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

LINK-USD vs. BCH-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.19%, smaller than the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for LINK-USD and BCH-USD.


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Drawdown Indicators


LINK-USDBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-97.96%

+7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-70.48%

-32.47%

-38.01%

Max Drawdown (5Y)

Largest decline over 5 years

-90.19%

-94.25%

+4.06%

Current Drawdown

Current decline from peak

-82.82%

-87.87%

+5.05%

Average Drawdown

Average peak-to-trough decline

-59.92%

-86.01%

+26.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.23%

16.14%

+30.09%

Volatility

LINK-USD vs. BCH-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 16.37% compared to Bitcoin Cash (BCH-USD) at 12.52%. This indicates that LINK-USD's price experiences larger fluctuations and is considered to be riskier than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LINK-USDBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.37%

12.52%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

58.08%

52.37%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

69.77%

59.01%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.70%

78.61%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.72%

98.62%

+3.10%