ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs COMP COMP / SPK 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 / SPKCOMP / SPK
📈 Performance Metrics
Start Price 4.144.141,208.31
End Price 4.714.711,066.96
Price Change % +13.93%+13.93%-11.70%
Period High 9.569.561,541.82
Period Low 1.521.52285.80
Price Range % 530.0%530.0%439.5%
🏆 All-Time Records
All-Time High 9.569.561,541.82
Days Since ATH 114 days114 days116 days
Distance From ATH % -50.7%-50.7%-30.8%
All-Time Low 1.521.52285.80
Distance From ATL % +210.7%+210.7%+273.3%
New ATHs Hit 15 times15 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.97%5.97%5.54%
Biggest Jump (1 Day) % +1.59+1.59+161.69
Biggest Drop (1 Day) % -2.81-2.81-533.67
Days Above Avg % 45.1%45.1%44.4%
Extreme Moves days 8 (5.7%)8 (5.7%)6 (4.3%)
Stability Score % 0.0%0.0%98.9%
Trend Strength % 63.1%63.1%41.1%
Recent Momentum (10-day) % -1.41%-1.41%+5.28%
📊 Statistical Measures
Average Price 4.284.28860.92
Median Price 4.134.13832.24
Price Std Deviation 1.381.38290.47
🚀 Returns & Growth
CAGR % +40.15%+40.15%-27.53%
Annualized Return % +40.15%+40.15%-27.53%
Total Return % +13.93%+13.93%-11.70%
⚠️ Risk & Volatility
Daily Volatility % 10.44%10.44%9.87%
Annualized Volatility % 199.40%199.40%188.47%
Max Drawdown % -84.13%-84.13%-81.46%
Sharpe Ratio 0.0670.0670.046
Sortino Ratio 0.0560.0560.040
Calmar Ratio 0.4770.477-0.338
Ulcer Index 53.6553.6547.28
📅 Daily Performance
Win Rate % 63.6%63.6%58.9%
Positive Days 898983
Negative Days 515158
Best Day % +58.32%+58.32%+54.08%
Worst Day % -54.27%-54.27%-51.66%
Avg Gain (Up Days) % +5.34%+5.34%+5.35%
Avg Loss (Down Days) % -7.39%-7.39%-6.56%
Profit Factor 1.261.261.17
🔥 Streaks & Patterns
Longest Win Streak days 997
Longest Loss Streak days 444
💹 Trading Metrics
Omega Ratio 1.2601.2601.168
Expectancy % +0.70%+0.70%+0.45%
Kelly Criterion % 1.77%1.77%1.29%
📅 Weekly Performance
Best Week % +48.57%+48.57%+29.74%
Worst Week % -37.34%-37.34%-37.79%
Weekly Win Rate % 68.2%68.2%68.2%
📆 Monthly Performance
Best Month % +54.52%+54.52%+52.47%
Worst Month % -45.80%-45.80%-58.69%
Monthly Win Rate % 66.7%66.7%66.7%
🔧 Technical Indicators
RSI (14-period) 43.6143.6159.35
Price vs 50-Day MA % +3.63%+3.63%+16.85%

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): 0.915 (Strong positive)
ALGO (ALGO) vs COMP (COMP): 0.915 (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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