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TIT.MI vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TIT.MI and BCH-USD is 0.22, 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.


Performance

TIT.MI vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telecom Italia S.p.A. (TIT.MI) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TIT.MI:

1.56

BCH-USD:

-0.14

Sortino Ratio

TIT.MI:

2.13

BCH-USD:

1.31

Omega Ratio

TIT.MI:

1.29

BCH-USD:

1.13

Calmar Ratio

TIT.MI:

0.60

BCH-USD:

0.18

Martin Ratio

TIT.MI:

7.31

BCH-USD:

1.34

Ulcer Index

TIT.MI:

7.68%

BCH-USD:

33.08%

Daily Std Dev

TIT.MI:

36.01%

BCH-USD:

66.10%

Max Drawdown

TIT.MI:

-94.85%

BCH-USD:

-98.03%

Current Drawdown

TIT.MI:

-88.48%

BCH-USD:

-89.31%

Returns By Period

In the year-to-date period, TIT.MI achieves a 55.27% return, which is significantly higher than BCH-USD's -3.30% return.


TIT.MI

YTD

55.27%

1M

9.93%

6M

65.97%

1Y

56.16%

3Y*

9.81%

5Y*

3.92%

10Y*

-9.80%

BCH-USD

YTD

-3.30%

1M

15.37%

6M

-18.05%

1Y

-9.88%

3Y*

31.31%

5Y*

11.99%

10Y*

N/A

*Annualized

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Telecom Italia S.p.A.

Bitcoin Cash

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TIT.MI vs. BCH-USD — Risk-Adjusted Performance Rank

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

TIT.MI
The Risk-Adjusted Performance Rank of TIT.MI is 8686
Overall Rank
The Sharpe Ratio Rank of TIT.MI is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TIT.MI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TIT.MI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of TIT.MI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TIT.MI is 9191
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 6464
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6868
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.

TIT.MI vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A. (TIT.MI) 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 current TIT.MI Sharpe Ratio is 1.56, which is higher than the BCH-USD Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TIT.MI 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TIT.MI vs. BCH-USD - Drawdown Comparison

The maximum TIT.MI drawdown since its inception was -94.85%, roughly equal to the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for TIT.MI and BCH-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TIT.MI vs. BCH-USD - Volatility Comparison

The current volatility for Telecom Italia S.p.A. (TIT.MI) is 5.97%, while Bitcoin Cash (BCH-USD) has a volatility of 19.97%. This indicates that TIT.MI 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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