COMP COMP / USD Crypto vs XETHZ XETHZ / USD Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset COMP / USDXETHZ / USD
📈 Performance Metrics
Start Price 56.093,210.32
End Price 31.603,030.50
Price Change % -43.66%-5.60%
Period High 120.504,830.00
Period Low 31.291,471.99
Price Range % 285.1%228.1%
🏆 All-Time Records
All-Time High 120.504,830.00
Days Since ATH 327 days66 days
Distance From ATH % -73.8%-37.3%
All-Time Low 31.291,471.99
Distance From ATL % +1.0%+105.9%
New ATHs Hit 6 times14 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%2.77%
Biggest Jump (1 Day) % +32.94+606.27
Biggest Drop (1 Day) % -20.85-649.19
Days Above Avg % 29.7%51.5%
Extreme Moves days 19 (5.5%)19 (5.5%)
Stability Score % 90.1%99.9%
Trend Strength % 50.1%50.1%
Recent Momentum (10-day) % -6.92%-12.49%
📊 Statistical Measures
Average Price 53.163,083.68
Median Price 46.133,126.31
Price Std Deviation 17.66886.93
🚀 Returns & Growth
CAGR % -45.70%-5.95%
Annualized Return % -45.70%-5.95%
Total Return % -43.66%-5.60%
⚠️ Risk & Volatility
Daily Volatility % 5.27%4.05%
Annualized Volatility % 100.63%77.31%
Max Drawdown % -74.03%-63.26%
Sharpe Ratio -0.0060.016
Sortino Ratio -0.0070.017
Calmar Ratio -0.617-0.094
Ulcer Index 56.9632.20
📅 Daily Performance
Win Rate % 49.6%49.9%
Positive Days 169171
Negative Days 172172
Best Day % +37.62%+21.91%
Worst Day % -17.55%-14.78%
Avg Gain (Up Days) % +3.66%+2.88%
Avg Loss (Down Days) % -3.66%-2.74%
Profit Factor 0.981.05
🔥 Streaks & Patterns
Longest Win Streak days 99
Longest Loss Streak days 56
💹 Trading Metrics
Omega Ratio 0.9821.047
Expectancy % -0.03%+0.06%
Kelly Criterion % 0.00%0.82%
📅 Weekly Performance
Best Week % +41.75%+38.23%
Worst Week % -24.09%-17.83%
Weekly Win Rate % 48.1%57.7%
📆 Monthly Performance
Best Month % +28.37%+53.72%
Worst Month % -20.81%-28.24%
Monthly Win Rate % 38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 52.6740.15
Price vs 50-Day MA % -20.43%-24.77%
Price vs 200-Day MA % -28.43%-6.23%

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).

COMP (COMP) vs XETHZ (XETHZ): 0.268 (Weak)

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

COMP: Kraken
XETHZ: Kraken
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