ALGO ALGO / DRV Crypto vs ALGO ALGO / USD Crypto vs COMP COMP / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

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Asset ALGO / DRVALGO / USDCOMP / USD
📈 Performance Metrics
Start Price 2.430.45114.38
End Price 3.580.1434.14
Price Change % +47.45%-69.20%-70.15%
Period High 11.010.51119.93
Period Low 2.430.1328.60
Price Range % 353.0%290.5%319.3%
🏆 All-Time Records
All-Time High 11.010.51119.93
Days Since ATH 167 days341 days341 days
Distance From ATH % -67.4%-72.8%-71.5%
All-Time Low 2.430.1328.60
Distance From ATL % +47.5%+6.3%+19.4%
New ATHs Hit 25 times2 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.81%4.05%3.68%
Biggest Jump (1 Day) % +1.85+0.07+9.55
Biggest Drop (1 Day) % -2.21-0.08-20.85
Days Above Avg % 38.6%36.9%28.5%
Extreme Moves days 20 (6.6%)19 (5.5%)21 (6.1%)
Stability Score % 0.0%0.0%90.9%
Trend Strength % 55.0%49.6%50.7%
Recent Momentum (10-day) % -1.77%-4.72%+10.32%
📊 Statistical Measures
Average Price 5.460.2551.25
Median Price 5.030.2345.10
Price Std Deviation 1.900.0817.43
🚀 Returns & Growth
CAGR % +59.90%-71.44%-72.38%
Annualized Return % +59.90%-71.44%-72.38%
Total Return % +47.45%-69.20%-70.15%
⚠️ Risk & Volatility
Daily Volatility % 8.19%5.21%4.68%
Annualized Volatility % 156.44%99.48%89.51%
Max Drawdown % -74.67%-74.39%-76.15%
Sharpe Ratio 0.058-0.040-0.052
Sortino Ratio 0.056-0.039-0.050
Calmar Ratio 0.802-0.960-0.950
Ulcer Index 43.8153.8859.08
📅 Daily Performance
Win Rate % 55.0%50.4%49.0%
Positive Days 166173167
Negative Days 136170174
Best Day % +31.11%+20.68%+18.10%
Worst Day % -36.91%-19.82%-17.55%
Avg Gain (Up Days) % +5.68%+3.60%+3.31%
Avg Loss (Down Days) % -5.89%-4.08%-3.66%
Profit Factor 1.180.900.87
🔥 Streaks & Patterns
Longest Win Streak days 7119
Longest Loss Streak days 975
💹 Trading Metrics
Omega Ratio 1.1780.8980.870
Expectancy % +0.47%-0.21%-0.24%
Kelly Criterion % 1.41%0.00%0.00%
📅 Weekly Performance
Best Week % +60.02%+50.20%+22.48%
Worst Week % -48.96%-22.48%-24.09%
Weekly Win Rate % 51.1%44.2%48.1%
📆 Monthly Performance
Best Month % +64.58%+42.39%+8.86%
Worst Month % -54.90%-31.62%-36.11%
Monthly Win Rate % 66.7%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 50.3352.5569.50
Price vs 50-Day MA % -15.71%-20.11%-3.91%
Price vs 200-Day MA % -33.95%-34.98%-21.26%

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): -0.314 (Moderate negative)
ALGO (ALGO) vs COMP (COMP): -0.278 (Weak)
ALGO (ALGO) vs COMP (COMP): 0.923 (Strong positive)

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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