MIOTA-USD vs. BCH-USD
Compare and contrast key facts about IOTA (MIOTA-USD) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIOTA-USD or BCH-USD.
Key characteristics
| MIOTA-USD | BCH-USD | |
|---|---|---|
| YTD Return | -52.85% | 82.57% |
| 1Y Return | -26.75% | 100.13% |
| 3Y Return (Ann) | -51.54% | -10.86% |
| 5Y Return (Ann) | -10.76% | 10.56% |
| Sharpe Ratio | -0.88 | 0.01 |
| Sortino Ratio | -1.48 | 0.66 |
| Omega Ratio | 0.86 | 1.06 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -1.23 | 0.02 |
| Ulcer Index | 56.95% | 41.33% |
| Daily Std Dev | 81.16% | 81.95% |
| Max Drawdown | -98.08% | -98.03% |
| Current Drawdown | -97.27% | -87.93% |
Correlation
The correlation between MIOTA-USD and BCH-USD is 0.67, 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.
Performance
MIOTA-USD vs. BCH-USD - Performance Comparison
In the year-to-date period, MIOTA-USD achieves a -52.85% return, which is significantly lower than BCH-USD's 82.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
MIOTA-USD vs. BCH-USD - Volatility Comparison
The current volatility for IOTA (MIOTA-USD) is 22.29%, while Bitcoin Cash (BCH-USD) has a volatility of 25.72%. 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.