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XAUUSD=X vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAUUSD=X vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Spot Price US Dollar (XAUUSD=X) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAUUSD=X achieves a -0.05% return, which is significantly higher than BNB-USD's -28.73% return.


XAUUSD=X

1D
-0.12%
1M
-4.85%
YTD
-0.05%
6M
0.36%
1Y
25.89%
3Y*
30.22%
5Y*
19.00%
10Y*
12.78%

BNB-USD

1D
-0.12%
1M
-6.15%
YTD
-28.73%
6M
-28.37%
1Y
-5.06%
3Y*
37.05%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUUSD=X vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAUUSD=X
Gold Spot Price US Dollar
-0.05%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%1.70%
BNB-USD
BNB
-28.73%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between XAUUSD=X and BNB-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.08

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Return for Risk

XAUUSD=X vs. BNB-USD — Risk / Return Rank

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

XAUUSD=X
XAUUSD=X Risk / Return Rank: 7777
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 7878
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8383
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7474
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8383
Overall Rank
BNB-USD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XAUUSD=X vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Spot Price US Dollar (XAUUSD=X) 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.


XAUUSD=XBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.18

1.03

+0.16

Calmar ratioReturn relative to maximum drawdown

0.82

-0.09

+0.91

Martin ratioReturn relative to average drawdown

2.36

-0.14

+2.51

XAUUSD=X vs. BNB-USD - Sharpe Ratio Comparison

The current XAUUSD=X Sharpe Ratio is 0.87, which is higher than the BNB-USD Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XAUUSD=X and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XAUUSD=X vs. BNB-USD - Drawdown Comparison

The maximum XAUUSD=X drawdown since its inception was -44.69%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and BNB-USD.


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Drawdown Indicators


XAUUSD=XBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-79.74%

+35.05%

Max Drawdown (1Y)

Largest decline over 1 year

-24.85%

-56.24%

+31.39%

Max Drawdown (3Y)

Largest decline over 3 years

-24.85%

-56.24%

+31.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.85%

-69.89%

+45.04%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

Current Drawdown

Current decline from peak

-20.26%

-52.92%

+32.66%

Average Drawdown

Average peak-to-trough decline

-16.45%

-38.71%

+22.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

42.54%

-32.97%

Volatility

XAUUSD=X vs. BNB-USD - Volatility Comparison

The current volatility for Gold Spot Price US Dollar (XAUUSD=X) is 7.99%, while BNB (BNB-USD) has a volatility of 17.20%. This indicates that XAUUSD=X 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


XAUUSD=XBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

17.20%

-9.21%

Volatility (6M)

Calculated over the trailing 6-month period

22.47%

34.65%

-12.18%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

44.38%

-20.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

50.42%

-33.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

80.03%

-64.81%

Frequently Asked Questions


XAUUSD=X and BNB-USD have a correlation of 0.17, 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 (17.20%) compared to XAUUSD=X (7.99%). In terms of maximum drawdown, XAUUSD=X dropped -44.69% vs BNB-USD's -79.74%.

XAUUSD=X currently has the higher Sharpe Ratio (0.87 vs -0.09), 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.

Portfolio Optimizer

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