COMP COMP / ALGO Crypto vs FORTH FORTH / ALGO Crypto

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

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Asset COMP / ALGOFORTH / ALGO
📈 Performance Metrics
Start Price 262.8212.59
End Price 232.6613.41
Price Change % -11.47%+6.49%
Period High 309.2219.95
Period Low 158.598.69
Price Range % 95.0%129.5%
🏆 All-Time Records
All-Time High 309.2219.95
Days Since ATH 160 days226 days
Distance From ATH % -24.8%-32.8%
All-Time Low 158.598.69
Distance From ATL % +46.7%+54.2%
New ATHs Hit 3 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.29%3.55%
Biggest Jump (1 Day) % +34.31+6.40
Biggest Drop (1 Day) % -35.37-2.85
Days Above Avg % 37.5%46.5%
Extreme Moves days 18 (5.2%)9 (2.6%)
Stability Score % 98.4%51.9%
Trend Strength % 49.0%52.5%
Recent Momentum (10-day) % +3.82%+6.11%
📊 Statistical Measures
Average Price 209.3712.60
Median Price 200.9612.49
Price Std Deviation 27.791.59
🚀 Returns & Growth
CAGR % -12.16%+6.92%
Annualized Return % -12.16%+6.92%
Total Return % -11.47%+6.49%
⚠️ Risk & Volatility
Daily Volatility % 3.25%6.07%
Annualized Volatility % 62.05%115.92%
Max Drawdown % -48.71%-56.42%
Sharpe Ratio 0.0050.030
Sortino Ratio 0.0050.039
Calmar Ratio -0.2500.123
Ulcer Index 28.3234.76
📅 Daily Performance
Win Rate % 51.0%52.5%
Positive Days 175180
Negative Days 168163
Best Day % +13.35%+52.98%
Worst Day % -16.69%-16.13%
Avg Gain (Up Days) % +2.24%+3.50%
Avg Loss (Down Days) % -2.29%-3.48%
Profit Factor 1.021.11
🔥 Streaks & Patterns
Longest Win Streak days 67
Longest Loss Streak days 106
💹 Trading Metrics
Omega Ratio 1.0151.110
Expectancy % +0.02%+0.18%
Kelly Criterion % 0.34%1.50%
📅 Weekly Performance
Best Week % +24.24%+31.13%
Worst Week % -23.65%-23.47%
Weekly Win Rate % 51.9%55.8%
📆 Monthly Performance
Best Month % +29.34%+22.04%
Worst Month % -23.77%-21.59%
Monthly Win Rate % 46.2%69.2%
🔧 Technical Indicators
RSI (14-period) 51.0374.84
Price vs 50-Day MA % +10.05%+7.64%
Price vs 200-Day MA % +11.52%+12.03%

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 FORTH (FORTH): 0.508 (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

COMP: Kraken
FORTH: Kraken
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