Correlation Analysis: Bitcoin SV vs Ethereum Classic

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Understanding Portfolio Diversification Between BSV and ETC

When constructing an investment portfolio, understanding the correlation between assets like Bitcoin SV (BSV) and Ethereum Classic (ETC) is crucial for risk management. This analysis examines their 3-month relationship and diversification potential.

Key Findings


Risk-Return Profile Comparison

MetricBitcoin SV (BSV)Ethereum Classic (ETC)
90-Day ReturnLower1.75x Higher
Volatility1.91x HigherMore Stable
Risk-Adjusted ReturnVery WeakInsignificant

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Practical Implications for Investors

Portfolio Construction Considerations

  1. Limited Diversification Benefit: The 0.76 correlation suggests substantial overlapping risk exposure
  2. Pair Trading Potential: Consider long BSV/short ETC positions to hedge market movements
  3. Volatility Management: Allocate based on individual risk tolerance

Performance Snapshot


FAQ: Bitcoin SV and Ethereum Classic Correlation

Q: Can BSV and ETC effectively diversify my portfolio?
A: With 0.76 correlation, diversification benefits are limited - they often move similarly.

Q: Which asset has higher volatility?
A: Bitcoin SV shows 1.91x more volatility than Ethereum Classic.

Q: How does their performance compare?
A: Over 90 days, ETC generated 1.75x more return than BSV, but with less volatility.

Q: Is pair trading viable for these assets?
A: Yes, long BSV/short ETC strategies can capitalize on their correlated movements.

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Advanced Analysis Techniques

Correlation Interpretation Guide

Actionable Recommendations

  1. Monitor correlation changes quarterly
  2. Combine with uncorrelated assets for better diversification
  3. Use volatility patterns to time entries/exits

Conclusion

While BSV and ETC show strong correlation, understanding their relationship helps investors:

Continuous monitoring remains essential as crypto market dynamics evolve.