ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs JOE JOE / 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 / SPKJOE / SPK
📈 Performance Metrics
Start Price 4.144.145.02
End Price 4.964.962.58
Price Change % +19.79%+19.79%-48.64%
Period High 9.569.565.42
Period Low 1.521.520.99
Price Range % 530.0%530.0%450.4%
🏆 All-Time Records
All-Time High 9.569.565.42
Days Since ATH 108 days108 days110 days
Distance From ATH % -48.1%-48.1%-52.4%
All-Time Low 1.521.520.99
Distance From ATL % +226.7%+226.7%+161.9%
New ATHs Hit 15 times15 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.13%6.13%6.49%
Biggest Jump (1 Day) % +1.59+1.59+0.60
Biggest Drop (1 Day) % -2.81-2.81-1.69
Days Above Avg % 44.9%44.9%43.7%
Extreme Moves days 8 (5.9%)8 (5.9%)5 (4.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 64.4%64.4%44.9%
Recent Momentum (10-day) % +1.16%+1.16%-10.20%
📊 Statistical Measures
Average Price 4.274.272.78
Median Price 4.124.122.66
Price Std Deviation 1.411.410.97
🚀 Returns & Growth
CAGR % +62.94%+62.94%-87.27%
Annualized Return % +62.94%+62.94%-87.27%
Total Return % +19.79%+19.79%-48.64%
⚠️ Risk & Volatility
Daily Volatility % 10.64%10.64%11.30%
Annualized Volatility % 203.28%203.28%215.94%
Max Drawdown % -84.13%-84.13%-81.83%
Sharpe Ratio 0.0710.0710.012
Sortino Ratio 0.0600.0600.011
Calmar Ratio 0.7480.748-1.066
Ulcer Index 53.7353.7351.80
📅 Daily Performance
Win Rate % 64.4%64.4%55.1%
Positive Days 878765
Negative Days 484853
Best Day % +58.32%+58.32%+60.82%
Worst Day % -54.27%-54.27%-54.33%
Avg Gain (Up Days) % +5.40%+5.40%+6.23%
Avg Loss (Down Days) % -7.65%-7.65%-7.34%
Profit Factor 1.281.281.04
🔥 Streaks & Patterns
Longest Win Streak days 998
Longest Loss Streak days 444
💹 Trading Metrics
Omega Ratio 1.2791.2791.041
Expectancy % +0.76%+0.76%+0.13%
Kelly Criterion % 1.84%1.84%0.29%
📅 Weekly Performance
Best Week % +48.57%+48.57%+67.03%
Worst Week % -37.34%-37.34%-38.04%
Weekly Win Rate % 63.6%63.6%47.4%
📆 Monthly Performance
Best Month % +54.52%+54.52%+103.53%
Worst Month % -45.80%-45.80%-69.16%
Monthly Win Rate % 83.3%83.3%60.0%
🔧 Technical Indicators
RSI (14-period) 61.2761.2747.25
Price vs 50-Day MA % +10.93%+10.93%-13.27%

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 JOE (JOE): 0.918 (Strong positive)
ALGO (ALGO) vs JOE (JOE): 0.918 (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
JOE: Kraken
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