MIOTA-USD vs. BCH-USD

Last updated Jun 26, 2026

MIOTA-USD (IOTA) and BCH-USD (Bitcoin Cash) are both cryptocurrencies. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

MIOTA-USD vs. BCH-USD - Performance Comparison

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

Returns By Period

MIOTA-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BCH-USD

• 1D: 1.40%
• 1M: -43.75%
• YTD: -67.78%
• 6M: -67.27%
• 1Y: -60.05%
• 3Y*: -4.84%
• 5Y*: -15.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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%	646.04%
BCH-USD Bitcoin Cash	-67.78%	38.15%	66.88%	167.70%	-77.45%	25.69%	68.04%	37.94%	-93.76%	279.75%

Correlation

The correlation between MIOTA-USD and BCH-USD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.62

The correlation between MIOTA-USD and BCH-USD shifts across timeframes, from 0.43 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

MIOTA-USD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCH-USD

BCH-USD Risk / Return Rank: 26
BCH-USD Sharpe Ratio Rank: 25
BCH-USD Sortino Ratio Rank: 33
BCH-USD Omega Ratio Rank: 33
BCH-USD Calmar Ratio Rank: 40
BCH-USD Martin Ratio Rank: 0

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.

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.

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.

	MIOTA-USD	BCH-USD	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.87	—
Sortino ratio: Return per unit of downside risk	—	-1.36	—
Omega ratio: Gain probability vs. loss probability	—	0.86	—
Calmar ratio: Return relative to maximum drawdown	—	-0.85	—
Martin ratio: Return relative to average drawdown	—	-2.25	—

Drawdowns

Drawdown Indicators

	MIOTA-USD	BCH-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-97.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-70.92%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-72.60%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-88.64%	—
Current Drawdown Current decline from peak	—	-94.85%	—
Average Drawdown Average peak-to-trough decline	—	-86.11%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	30.78%	—

Volatility

Volatility by Period

	MIOTA-USD	BCH-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	28.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	49.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	57.33%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	69.73%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	97.75%	—

Frequently Asked Questions

Can I hold both MIOTA-USD and BCH-USD in my portfolio?

MIOTA-USD and BCH-USD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.