V vs. BNB-USD
V (Visa Inc.) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, V returned 7.33%/yr vs 10.55%/yr for BNB-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
V vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, V achieves a -7.69% return, which is significantly higher than BNB-USD's -29.49% return.
V
- 1D
- 1.05%
- 1M
- -0.04%
- YTD
- -7.69%
- 6M
- -6.93%
- 1Y
- -7.91%
- 3Y*
- 13.87%
- 5Y*
- 7.33%
- 10Y*
- 15.98%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
V vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between V and BNB-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.11 |
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Return for Risk
V vs. BNB-USD — Risk / Return Rank
V
BNB-USD
V vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and BNB (BNB-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.
| V | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.02 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.13 | -0.60 |
| Martin ratioReturn relative to average drawdown | -1.57 | -0.20 | -1.37 |
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Drawdowns
V vs. BNB-USD - Drawdown Comparison
The maximum V drawdown since its inception was -51.90%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for V and BNB-USD.
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Drawdown Indicators
| V | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -79.74% | +27.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -56.24% | +39.06% |
Max Drawdown (3Y)Largest decline over 3 years | -20.38% | -56.24% | +35.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -69.89% | +41.29% |
Max Drawdown (10Y)Largest decline over 10 years | -36.36% | — | — |
Current DrawdownCurrent decline from peak | -12.96% | -53.42% | +40.46% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -38.71% | +30.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.73% | 42.27% | -31.54% |
Volatility
V vs. BNB-USD - Volatility Comparison
The current volatility for Visa Inc. (V) is 5.57%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that V experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 17.28% | -11.71% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 34.73% | -17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 44.38% | -22.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 50.42% | -27.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.45% | 80.06% | -55.61% |
Frequently Asked Questions
V and BNB-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to V (5.57%). In terms of maximum drawdown, V dropped -51.90% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.13 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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