ALGO ALGO / SPK Crypto vs ALGO ALGO / USD Crypto vs AAPLX AAPLX / 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 / SPKALGO / USDAAPLX / USD
📈 Performance Metrics
Start Price 4.140.26212.69
End Price 4.560.14275.16
Price Change % +10.25%-44.52%+29.37%
Period High 9.560.51275.89
Period Low 1.520.14202.41
Price Range % 530.0%275.8%36.3%
🏆 All-Time Records
All-Time High 9.560.51275.89
Days Since ATH 109 days331 days1 days
Distance From ATH % -52.3%-71.8%-0.3%
All-Time Low 1.520.14202.41
Distance From ATL % +200.7%+6.0%+35.9%
New ATHs Hit 15 times8 times25 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.12%4.24%0.88%
Biggest Jump (1 Day) % +1.59+0.12+16.13
Biggest Drop (1 Day) % -2.81-0.08-8.84
Days Above Avg % 45.3%35.8%44.1%
Extreme Moves days 8 (5.9%)17 (5.0%)8 (6.3%)
Stability Score % 0.0%0.0%99.4%
Trend Strength % 63.2%49.0%55.6%
Recent Momentum (10-day) % +0.64%-14.87%-0.60%
📊 Statistical Measures
Average Price 4.270.25237.62
Median Price 4.120.23232.26
Price Std Deviation 1.400.0822.62
🚀 Returns & Growth
CAGR % +29.93%-46.58%+110.85%
Annualized Return % +29.93%-46.58%+110.85%
Total Return % +10.25%-44.52%+29.37%
⚠️ Risk & Volatility
Daily Volatility % 10.62%5.68%1.41%
Annualized Volatility % 202.84%108.53%26.99%
Max Drawdown % -84.13%-73.39%-6.17%
Sharpe Ratio 0.065-0.0020.152
Sortino Ratio 0.055-0.0030.196
Calmar Ratio 0.356-0.63517.979
Ulcer Index 53.7552.451.92
📅 Daily Performance
Win Rate % 63.2%51.0%56.0%
Positive Days 8617570
Negative Days 5016855
Best Day % +58.32%+36.95%+7.96%
Worst Day % -54.27%-19.82%-4.18%
Avg Gain (Up Days) % +5.44%+3.93%+1.00%
Avg Loss (Down Days) % -7.47%-4.12%-0.78%
Profit Factor 1.250.991.63
🔥 Streaks & Patterns
Longest Win Streak days 9115
Longest Loss Streak days 476
💹 Trading Metrics
Omega Ratio 1.2530.9931.630
Expectancy % +0.69%-0.01%+0.22%
Kelly Criterion % 1.71%0.00%27.80%
📅 Weekly Performance
Best Week % +48.57%+87.54%+11.98%
Worst Week % -37.34%-22.48%-4.83%
Weekly Win Rate % 63.6%42.3%70.0%
📆 Monthly Performance
Best Month % +54.52%+71.28%+14.48%
Worst Month % -45.80%-31.62%-0.68%
Monthly Win Rate % 66.7%38.5%80.0%
🔧 Technical Indicators
RSI (14-period) 46.6625.6150.21
Price vs 50-Day MA % +1.90%-24.94%+4.94%
Price vs 200-Day MA % N/A-33.68%N/A

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): -0.129 (Weak)
ALGO (ALGO) vs AAPLX (AAPLX): 0.014 (Weak)
ALGO (ALGO) vs AAPLX (AAPLX): -0.681 (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
AAPLX: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures