LINK-USD vs. BNB-USD
LINK-USD (Chainlink) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, LINK-USD returned -10.87%/yr vs 14.40%/yr for BNB-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
LINK-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LINK-USD achieves a -29.37% return, which is significantly higher than BNB-USD's -33.63% return.
LINK-USD
- 1D
- 2.70%
- 1M
- 7.83%
- 6M
- -33.17%
- YTD
- -29.37%
- 1Y
- -55.39%
- 3Y*
- 1.92%
- 5Y*
- -10.87%
- 10Y*
- —
- ALL TIME*
- 57.41%
BNB-USD
- 1D
- 0.41%
- 1M
- -2.44%
- 6M
- -37.91%
- YTD
- -33.63%
- 1Y
- -24.28%
- 3Y*
- 32.97%
- 5Y*
- 14.40%
- 10Y*
- —
- ALL TIME*
- 91.15%
LINK-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between LINK-USD and BNB-USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.57 |
Over the past year, LINK-USD and BNB-USD have become more correlated (0.81) than their long-term average of 0.57, meaning their price movements have been converging.
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Return for Risk
LINK-USD vs. BNB-USD — Risk / Return Rank
LINK-USD
BNB-USD
LINK-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chainlink (LINK-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.
| LINK-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.96 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.42 | -0.34 |
| Martin ratioReturn relative to average drawdown | -1.04 | -0.62 | -0.42 |
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Drawdowns
LINK-USD vs. BNB-USD - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.19%, 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 LINK-USD and BNB-USD.
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Drawdown Indicators
| LINK-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -79.74% | -10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -73.15% | -58.25% | -14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -75.42% | -58.25% | -17.17% |
Max Drawdown (5Y)Largest decline over 5 years | -85.26% | -69.89% | -15.37% |
Current DrawdownCurrent decline from peak | -83.56% | -56.16% | -27.40% |
Average DrawdownAverage peak-to-trough decline | -60.70% | -38.91% | -21.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.24% | 29.47% | +6.77% |
Volatility
LINK-USD vs. BNB-USD - Volatility Comparison
Chainlink (LINK-USD) has a higher volatility of 12.90% compared to BNB (BNB-USD) at 7.83%. This indicates that LINK-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
| LINK-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 7.83% | +5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 44.57% | 34.47% | +10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.39% | 44.53% | +18.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 49.10% | +25.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.40% | 79.64% | +20.76% |
Frequently Asked Questions
LINK-USD and BNB-USD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LINK-USD has higher volatility (12.90%) compared to BNB-USD (7.83%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.45 vs -0.73), 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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