ALGO ALGO / DATA Crypto vs ALGO ALGO / DATA Crypto vs COMP COMP / USD Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ALGO / DATAALGO / DATACOMP / USD
📈 Performance Metrics
Start Price 5.205.2052.02
End Price 23.1823.1832.85
Price Change % +346.12%+346.12%-36.85%
Period High 23.9223.92120.50
Period Low 4.704.7031.29
Price Range % 408.6%408.6%285.1%
🏆 All-Time Records
All-Time High 23.9223.92120.50
Days Since ATH 5 days5 days325 days
Distance From ATH % -3.1%-3.1%-72.7%
All-Time Low 4.704.7031.29
Distance From ATL % +392.7%+392.7%+5.0%
New ATHs Hit 28 times28 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.05%3.05%3.94%
Biggest Jump (1 Day) % +7.20+7.20+32.94
Biggest Drop (1 Day) % -2.80-2.80-20.85
Days Above Avg % 46.5%46.5%29.4%
Extreme Moves days 17 (5.0%)17 (5.0%)19 (5.5%)
Stability Score % 56.1%56.1%90.1%
Trend Strength % 52.2%52.2%49.9%
Recent Momentum (10-day) % +14.20%+14.20%-9.38%
📊 Statistical Measures
Average Price 12.6312.6353.28
Median Price 12.2112.2146.40
Price Std Deviation 3.613.6117.58
🚀 Returns & Growth
CAGR % +391.03%+391.03%-38.69%
Annualized Return % +391.03%+391.03%-38.69%
Total Return % +346.12%+346.12%-36.85%
⚠️ Risk & Volatility
Daily Volatility % 5.55%5.55%5.29%
Annualized Volatility % 106.01%106.01%101.11%
Max Drawdown % -32.51%-32.51%-74.03%
Sharpe Ratio 0.1050.1050.000
Sortino Ratio 0.1360.1360.000
Calmar Ratio 12.02912.029-0.523
Ulcer Index 11.8111.8156.68
📅 Daily Performance
Win Rate % 52.2%52.2%49.9%
Positive Days 179179170
Negative Days 164164171
Best Day % +44.62%+44.62%+37.62%
Worst Day % -22.16%-22.16%-17.55%
Avg Gain (Up Days) % +3.80%+3.80%+3.70%
Avg Loss (Down Days) % -2.93%-2.93%-3.67%
Profit Factor 1.411.411.00
🔥 Streaks & Patterns
Longest Win Streak days 669
Longest Loss Streak days 775
💹 Trading Metrics
Omega Ratio 1.4141.4141.001
Expectancy % +0.58%+0.58%+0.00%
Kelly Criterion % 5.21%5.21%0.01%
📅 Weekly Performance
Best Week % +71.10%+71.10%+41.75%
Worst Week % -28.25%-28.25%-24.09%
Weekly Win Rate % 53.8%53.8%48.1%
📆 Monthly Performance
Best Month % +72.57%+72.57%+38.41%
Worst Month % -29.56%-29.56%-20.81%
Monthly Win Rate % 53.8%53.8%38.5%
🔧 Technical Indicators
RSI (14-period) 49.9249.9242.68
Price vs 50-Day MA % +29.56%+29.56%-18.23%
Price vs 200-Day MA % +56.62%+56.62%-25.74%

Performance Metrics: Shows the price at the start and end of the period, total change, and the highest/lowest prices reached during this time frame. | All-Time Records: All-time records show the highest and lowest prices ever reached during this period, how far the current price is from those extremes, and how long ago they occurred. | Easy-to-Understand Stats: Easy-to-understand metrics including typical daily price movements, biggest single-day gains/losses, how often price stayed above average, stability measures, and short-term momentum trends. | Returns & Growth: CAGR (Compound Annual Growth Rate) shows the annualized return rate if this growth continued consistently, while annualized and total returns show performance scaled to different time periods. | Risk & Volatility: Risk metrics show price volatility (daily and annualized), maximum drawdown (worst peak-to-trough decline), and various ratios (Sharpe, Sortino, Calmar, Treynor, Information) that measure risk-adjusted returns. | Daily Performance: Daily performance shows positive vs negative days, win rate, best and worst single days, average gains/losses on up/down days, gain/loss ratio, and profit factor (total gains divided by total losses). | Trading Metrics: Trading metrics include Omega ratio (probability-weighted gains vs losses), payoff ratio (avg win/avg loss), expectancy (expected return per trade), Kelly Criterion (optimal position sizing %), and price efficiency (trending vs choppy).

📊 Asset Correlations

Correlation coefficient ranges from -1 (perfectly inverse) to +1 (perfectly correlated).

ALGO (ALGO) vs ALGO (ALGO): 1.000 (Strong positive)
ALGO (ALGO) vs COMP (COMP): -0.608 (Moderate negative)
ALGO (ALGO) vs COMP (COMP): -0.608 (Moderate negative)

Correlation shows how closely asset prices move together: +1.0 means perfect positive correlation (move in sync), 0 means no relationship, -1.0 means perfect negative correlation (move opposite). Lower correlation can help with portfolio diversification.

Data sources

ALGO: Kraken
ALGO: Kraken
COMP: Kraken
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