ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs AURORA AURORA / 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 / SISALGO / USDAURORA / USD
📈 Performance Metrics
Start Price 2.520.300.19
End Price 2.900.150.06
Price Change % +15.05%-50.81%-67.84%
Period High 4.610.510.31
Period Low 2.130.140.05
Price Range % 116.7%275.8%495.4%
🏆 All-Time Records
All-Time High 4.610.510.31
Days Since ATH 189 days332 days335 days
Distance From ATH % -37.1%-71.3%-80.4%
All-Time Low 2.130.140.05
Distance From ATL % +36.4%+7.9%+16.6%
New ATHs Hit 9 times7 times4 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.06%4.21%4.22%
Biggest Jump (1 Day) % +1.12+0.12+0.08
Biggest Drop (1 Day) % -0.71-0.08-0.05
Days Above Avg % 45.3%35.8%27.9%
Extreme Moves days 13 (3.8%)16 (4.7%)15 (4.4%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.0%49.0%56.9%
Recent Momentum (10-day) % +1.03%-15.56%-15.64%
📊 Statistical Measures
Average Price 3.430.250.11
Median Price 3.360.230.08
Price Std Deviation 0.550.080.06
🚀 Returns & Growth
CAGR % +16.09%-52.99%-70.10%
Annualized Return % +16.09%-52.99%-70.10%
Total Return % +15.05%-50.81%-67.84%
⚠️ Risk & Volatility
Daily Volatility % 6.25%5.62%6.23%
Annualized Volatility % 119.42%107.46%118.97%
Max Drawdown % -52.37%-73.39%-83.21%
Sharpe Ratio 0.036-0.009-0.024
Sortino Ratio 0.043-0.010-0.032
Calmar Ratio 0.307-0.722-0.842
Ulcer Index 24.7552.5966.50
📅 Daily Performance
Win Rate % 49.0%51.0%41.4%
Positive Days 168175138
Negative Days 175168195
Best Day % +51.05%+36.95%+45.27%
Worst Day % -20.25%-19.82%-19.72%
Avg Gain (Up Days) % +4.50%+3.85%+4.69%
Avg Loss (Down Days) % -3.88%-4.12%-3.58%
Profit Factor 1.110.970.93
🔥 Streaks & Patterns
Longest Win Streak days 7114
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1140.9740.926
Expectancy % +0.23%-0.05%-0.15%
Kelly Criterion % 1.29%0.00%0.00%
📅 Weekly Performance
Best Week % +38.41%+63.31%+32.24%
Worst Week % -21.91%-22.48%-21.11%
Weekly Win Rate % 53.8%44.2%40.4%
📆 Monthly Performance
Best Month % +45.49%+49.15%+24.21%
Worst Month % -30.00%-31.62%-27.84%
Monthly Win Rate % 38.5%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 48.2830.9347.53
Price vs 50-Day MA % -0.71%-22.89%-16.68%
Price vs 200-Day MA % -16.44%-32.41%-23.09%
💰 Volume Analysis
Avg Volume 98,049,4387,691,3072,901,155
Total Volume 33,729,006,6652,645,809,690997,997,181

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): 0.126 (Weak)
ALGO (ALGO) vs AURORA (AURORA): -0.166 (Weak)
ALGO (ALGO) vs AURORA (AURORA): 0.893 (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
AURORA: Coinbase
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