MIOTA-USD vs. BCH-USD
MIOTA-USD (IOTA) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. Over the past 5 years, MIOTA-USD returned -42.33%/yr vs -20.02%/yr for BCH-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
MIOTA-USD vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MIOTA-USD achieves a -26.81% return, which is significantly higher than BCH-USD's -64.13% return.
MIOTA-USD
- 1D
- 1.60%
- 1M
- 0.03%
- YTD
- -26.81%
- 6M
- -41.79%
- 1Y
- -66.35%
- 3Y*
- -32.77%
- 5Y*
- -42.33%
- 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*
- —
MIOTA-USD vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIOTA-USD IOTA | -26.81% | -76.93% | 15.49% | 76.20% | -87.61% | 360.18% | 85.39% | -55.09% | -89.96% | 563.17% |
BCH-USD Bitcoin Cash | -64.13% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 258.52% |
Correlation
The correlation between MIOTA-USD and BCH-USD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.62 |
The correlation between MIOTA-USD and BCH-USD shifts across timeframes, from 0.46 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MIOTA-USD vs. BCH-USD — Risk / Return Rank
MIOTA-USD
BCH-USD
MIOTA-USD vs. BCH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-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.
| MIOTA-USD | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.93 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.66 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.41 | -2.08 | +0.68 |
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
| MIOTA-USD | BCH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.65 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | -0.24 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | -0.09 | -0.12 |
Drawdowns
MIOTA-USD vs. BCH-USD - Drawdown Comparison
The maximum MIOTA-USD drawdown since its inception was -98.99%, roughly equal to the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and BCH-USD.
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Drawdown Indicators
| MIOTA-USD | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.99% | -97.96% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -78.31% | -67.18% | -11.13% |
Max Drawdown (3Y)Largest decline over 3 years | -86.57% | -69.07% | -17.50% |
Max Drawdown (5Y)Largest decline over 5 years | -97.29% | -88.64% | -8.65% |
Current DrawdownCurrent decline from peak | -98.92% | -94.27% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -89.52% | -86.08% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.10% | 24.88% | +30.22% |
Volatility
MIOTA-USD vs. BCH-USD - Volatility Comparison
The current volatility for IOTA (MIOTA-USD) is 19.19%, while Bitcoin Cash (BCH-USD) has a volatility of 21.41%. This indicates that MIOTA-USD experiences smaller price fluctuations and is considered to be less risky 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
| MIOTA-USD | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.19% | 21.41% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 49.49% | 48.08% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.10% | 56.68% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.43% | 70.10% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.80% | 97.92% | -4.12% |
Frequently Asked Questions
MIOTA-USD and BCH-USD have a correlation of 0.46, 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 MIOTA-USD (19.19%). In terms of maximum drawdown, MIOTA-USD dropped -98.99% vs BCH-USD's -97.96%.
BCH-USD currently has the higher Sharpe Ratio (-0.65 vs -0.95), 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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