TIT.MI vs. BCH-USD
TIT.MI (Telecom Italia S.p.A.) is a stock, while BCH-USD (Bitcoin Cash) is a cryptocurrency. Over the past 5 years, TIT.MI returned 10.94%/yr vs -17.64%/yr for BCH-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
TIT.MI vs. BCH-USD - Performance Comparison
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Different Trading Currencies
TIT.MI is traded in EUR, while BCH-USD is traded in USD. To make them comparable, the BCH-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TIT.MI achieves a 42.66% return, which is significantly higher than BCH-USD's -58.97% return.
TIT.MI
- 1D
- 0.71%
- 1M
- 12.11%
- YTD
- 42.66%
- 6M
- 46.89%
- 1Y
- 93.25%
- 3Y*
- 43.57%
- 5Y*
- 10.94%
- 10Y*
- -0.92%
BCH-USD
- 1D
- -0.23%
- 1M
- -47.00%
- YTD
- -58.97%
- 6M
- -57.64%
- 1Y
- -40.38%
- 3Y*
- 27.23%
- 5Y*
- -17.64%
- 10Y*
- —
TIT.MI vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIT.MI Telecom Italia S.p.A. | 42.66% | 108.35% | -16.18% | 36.01% | -50.18% | 17.75% | -30.34% | 15.13% | -32.92% | -14.58% |
BCH-USD Bitcoin Cash | -58.97% | 21.76% | 81.79% | 155.17% | -76.15% | 35.10% | 54.19% | 41.05% | -94.19% | 484.03% |
Correlation
The correlation between TIT.MI and BCH-USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2017 | 0.03 |
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Return for Risk
TIT.MI vs. BCH-USD — Risk / Return Rank
TIT.MI
BCH-USD
TIT.MI vs. BCH-USD - Risk-Adjusted Trends 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.
| TIT.MI | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +4.30 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.93 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 7.15 | -0.65 | +7.80 |
| Martin ratioReturn relative to average drawdown | 20.38 | -1.97 | +22.35 |
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
| TIT.MI | BCH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.17 | -0.62 | +3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.22 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.06 | +0.18 |
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 -97.77%. Use the drawdown chart below to compare losses from any high point for TIT.MI and BCH-USD.
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Drawdown Indicators
| TIT.MI | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.85% | -97.77% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -62.40% | +49.36% |
Max Drawdown (3Y)Largest decline over 3 years | -35.26% | -66.67% | +31.41% |
Max Drawdown (5Y)Largest decline over 5 years | -65.55% | -86.54% | +20.99% |
Max Drawdown (10Y)Largest decline over 10 years | -80.31% | — | — |
Current DrawdownCurrent decline from peak | -77.95% | -93.37% | +15.42% |
Average DrawdownAverage peak-to-trough decline | -54.19% | -85.51% | +31.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 24.01% | -19.44% |
Volatility
TIT.MI vs. BCH-USD - Volatility Comparison
The current volatility for Telecom Italia S.p.A. (TIT.MI) is 5.18%, while Bitcoin Cash (BCH-USD) has a volatility of 18.99%. 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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Volatility by Period
| TIT.MI | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 18.99% | -13.81% |
Volatility (6M)Calculated over the trailing 6-month period | 19.54% | 45.96% | -26.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.44% | 53.72% | -24.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.49% | 67.74% | -27.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.97% | 93.90% | -55.93% |
Frequently Asked Questions
TIT.MI and BCH-USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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