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MIOTA-USD vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIOTA-USD and BCH-USD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

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.

-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.82%
-45.60%
MIOTA-USD
BCH-USD

Key characteristics

Sharpe Ratio

MIOTA-USD:

0.99

BCH-USD:

0.08

Sortino Ratio

MIOTA-USD:

2.00

BCH-USD:

0.72

Omega Ratio

MIOTA-USD:

1.20

BCH-USD:

1.07

Calmar Ratio

MIOTA-USD:

0.61

BCH-USD:

0.01

Martin Ratio

MIOTA-USD:

2.93

BCH-USD:

0.21

Ulcer Index

MIOTA-USD:

39.65%

BCH-USD:

30.68%

Daily Std Dev

MIOTA-USD:

87.30%

BCH-USD:

65.57%

Max Drawdown

MIOTA-USD:

-98.08%

BCH-USD:

-98.03%

Current Drawdown

MIOTA-USD:

-95.89%

BCH-USD:

-90.93%

Returns By Period

In the year-to-date period, MIOTA-USD achieves a -21.37% return, which is significantly lower than BCH-USD's -17.95% return.


MIOTA-USD

YTD

-21.37%

1M

20.06%

6M

97.14%

1Y

-6.11%

5Y*

4.69%

10Y*

N/A

BCH-USD

YTD

-17.95%

1M

15.77%

6M

1.08%

1Y

-25.44%

5Y*

7.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MIOTA-USD vs. BCH-USD — Risk-Adjusted Performance Rank

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

MIOTA-USD
The Risk-Adjusted Performance Rank of MIOTA-USD is 8181
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 8181
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 4848
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIOTA-USD vs. BCH-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for MIOTA-USD, currently valued at 0.99, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 0.99
BCH-USD: 0.12
The chart of Sortino ratio for MIOTA-USD, currently valued at 2.00, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 2.00
BCH-USD: 0.78
The chart of Omega ratio for MIOTA-USD, currently valued at 1.20, compared to the broader market1.001.101.201.301.40
MIOTA-USD: 1.20
BCH-USD: 1.08
The chart of Calmar ratio for MIOTA-USD, currently valued at 0.61, compared to the broader market1.002.003.004.00
MIOTA-USD: 0.61
BCH-USD: 0.02
The chart of Martin ratio for MIOTA-USD, currently valued at 2.93, compared to the broader market0.005.0010.0015.0020.0025.00
MIOTA-USD: 2.93
BCH-USD: 0.32

The current MIOTA-USD Sharpe Ratio is 0.99, which is higher than the BCH-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MIOTA-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.99
0.12
MIOTA-USD
BCH-USD

Drawdowns

MIOTA-USD vs. BCH-USD - Drawdown Comparison

The maximum MIOTA-USD drawdown since its inception was -98.08%, roughly equal to the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and BCH-USD. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%NovemberDecember2025FebruaryMarchApril
-95.89%
-90.93%
MIOTA-USD
BCH-USD

Volatility

MIOTA-USD vs. BCH-USD - Volatility Comparison

IOTA (MIOTA-USD) has a higher volatility of 26.74% compared to Bitcoin Cash (BCH-USD) at 24.52%. This indicates that MIOTA-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.


20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
26.74%
24.52%
MIOTA-USD
BCH-USD