^HSI vs. BCH-USD
Compare and contrast key facts about Hang Seng Index (^HSI) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or BCH-USD.
Key characteristics
| ^HSI | BCH-USD | |
|---|---|---|
| YTD Return | 4.12% | 32.12% |
| 1Y Return | -1.15% | 72.99% |
| 3Y Return (Ann) | -11.56% | -18.61% |
| 5Y Return (Ann) | -7.23% | 3.23% |
| Sharpe Ratio | -0.14 | 0.73 |
| Daily Std Dev | 21.89% | 81.57% |
| Max Drawdown | -91.54% | -98.03% |
| Current Drawdown | -46.46% | -91.27% |
Correlation
The correlation between ^HSI and BCH-USD is 0.03, 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
^HSI vs. BCH-USD - Performance Comparison
In the year-to-date period, ^HSI achieves a 4.12% return, which is significantly lower than BCH-USD's 32.12% 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
^HSI vs. BCH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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
^HSI vs. BCH-USD - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, smaller than the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for ^HSI and BCH-USD. For additional features, visit the drawdowns tool.
Volatility
^HSI vs. BCH-USD - Volatility Comparison
The current volatility for Hang Seng Index (^HSI) is 4.98%, while Bitcoin Cash (BCH-USD) has a volatility of 25.26%. This indicates that ^HSI 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.