COMP COMP / ALGO Crypto vs MATH MATH / 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 / ALGOMATH / ALGO
📈 Performance Metrics
Start Price 261.051.47
End Price 201.130.35
Price Change % -22.96%-76.02%
Period High 309.221.53
Period Low 148.970.33
Price Range % 107.6%366.6%
🏆 All-Time Records
All-Time High 309.221.53
Days Since ATH 133 days340 days
Distance From ATH % -35.0%-77.0%
All-Time Low 148.970.33
Distance From ATL % +35.0%+7.3%
New ATHs Hit 5 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.77%4.21%
Biggest Jump (1 Day) % +78.45+0.18
Biggest Drop (1 Day) % -65.69-0.25
Days Above Avg % 38.1%48.4%
Extreme Moves days 15 (4.4%)15 (4.4%)
Stability Score % 97.8%0.0%
Trend Strength % 49.0%55.8%
Recent Momentum (10-day) % -1.27%-7.62%
📊 Statistical Measures
Average Price 209.700.59
Median Price 200.750.58
Price Std Deviation 29.210.18
🚀 Returns & Growth
CAGR % -24.23%-78.22%
Annualized Return % -24.23%-78.22%
Total Return % -22.96%-76.02%
⚠️ Risk & Volatility
Daily Volatility % 4.70%5.42%
Annualized Volatility % 89.86%103.60%
Max Drawdown % -48.71%-78.57%
Sharpe Ratio 0.007-0.050
Sortino Ratio 0.007-0.053
Calmar Ratio -0.497-0.996
Ulcer Index 29.6062.51
📅 Daily Performance
Win Rate % 51.0%44.2%
Positive Days 175151
Negative Days 168191
Best Day % +45.37%+34.70%
Worst Day % -29.07%-22.78%
Avg Gain (Up Days) % +2.70%+4.15%
Avg Loss (Down Days) % -2.75%-3.76%
Profit Factor 1.020.87
🔥 Streaks & Patterns
Longest Win Streak days 68
Longest Loss Streak days 107
💹 Trading Metrics
Omega Ratio 1.0230.871
Expectancy % +0.03%-0.27%
Kelly Criterion % 0.42%0.00%
📅 Weekly Performance
Best Week % +43.55%+22.97%
Worst Week % -42.50%-39.07%
Weekly Win Rate % 55.8%42.3%
📆 Monthly Performance
Best Month % +46.96%+17.28%
Worst Month % -37.84%-50.13%
Monthly Win Rate % 53.8%46.2%
🔧 Technical Indicators
RSI (14-period) 53.5642.64
Price vs 50-Day MA % +4.15%-9.92%
Price vs 200-Day MA % -2.36%-27.75%
💰 Volume Analysis
Avg Volume 17,2289,862,064
Total Volume 5,909,1593,382,687,844

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 MATH (MATH): 0.456 (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
MATH: Coinbase
ByBit Futures Trading Trade hundreds of crypto perpetual futures