ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs CTX CTX / SIS 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 / SISCTX / SIS
📈 Performance Metrics
Start Price 1.371.3724.09
End Price 3.243.2423.41
Price Change % +136.88%+136.88%-2.84%
Period High 4.614.6157.54
Period Low 1.151.1513.06
Price Range % 302.2%302.2%340.6%
🏆 All-Time Records
All-Time High 4.614.6157.54
Days Since ATH 167 days167 days252 days
Distance From ATH % -29.8%-29.8%-59.3%
All-Time Low 1.151.1513.06
Distance From ATL % +182.5%+182.5%+79.2%
New ATHs Hit 17 times17 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.21%4.21%4.67%
Biggest Jump (1 Day) % +1.12+1.12+22.13
Biggest Drop (1 Day) % -0.71-0.71-12.39
Days Above Avg % 50.0%50.0%38.2%
Extreme Moves days 15 (4.4%)15 (4.4%)12 (3.5%)
Stability Score % 0.0%0.0%69.2%
Trend Strength % 50.1%50.1%53.5%
Recent Momentum (10-day) % -2.89%-2.89%-3.72%
📊 Statistical Measures
Average Price 3.363.3627.20
Median Price 3.363.3625.64
Price Std Deviation 0.680.687.63
🚀 Returns & Growth
CAGR % +150.35%+150.35%-3.02%
Annualized Return % +150.35%+150.35%-3.02%
Total Return % +136.88%+136.88%-2.84%
⚠️ Risk & Volatility
Daily Volatility % 6.80%6.80%8.37%
Annualized Volatility % 130.00%130.00%159.85%
Max Drawdown % -52.37%-52.37%-77.30%
Sharpe Ratio 0.0690.0690.035
Sortino Ratio 0.0850.0850.050
Calmar Ratio 2.8712.871-0.039
Ulcer Index 22.9122.9145.46
📅 Daily Performance
Win Rate % 50.1%50.1%46.5%
Positive Days 172172159
Negative Days 171171183
Best Day % +51.05%+51.05%+68.68%
Worst Day % -20.25%-20.25%-24.31%
Avg Gain (Up Days) % +4.95%+4.95%+5.29%
Avg Loss (Down Days) % -4.04%-4.04%-4.05%
Profit Factor 1.231.231.14
🔥 Streaks & Patterns
Longest Win Streak days 777
Longest Loss Streak days 779
💹 Trading Metrics
Omega Ratio 1.2331.2331.136
Expectancy % +0.47%+0.47%+0.29%
Kelly Criterion % 2.34%2.34%1.37%
📅 Weekly Performance
Best Week % +57.84%+57.84%+51.96%
Worst Week % -21.91%-21.91%-23.07%
Weekly Win Rate % 55.8%55.8%36.5%
📆 Monthly Performance
Best Month % +135.37%+135.37%+172.20%
Worst Month % -30.00%-30.00%-30.79%
Monthly Win Rate % 38.5%38.5%23.1%
🔧 Technical Indicators
RSI (14-period) 62.2962.2964.59
Price vs 50-Day MA % +2.73%+2.73%+16.15%
Price vs 200-Day MA % -7.69%-7.69%-10.60%
💰 Volume Analysis
Avg Volume 99,584,11299,584,1121,911,907
Total Volume 34,256,934,63434,256,934,634655,783,959

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 CTX (CTX): 0.505 (Moderate positive)
ALGO (ALGO) vs CTX (CTX): 0.505 (Moderate 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
CTX: Coinbase
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