COMP COMP / ALGO Crypto vs RSR RSR / 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 / ALGORSR / ALGO
📈 Performance Metrics
Start Price 327.100.03
End Price 184.230.02
Price Change % -43.68%-12.24%
Period High 329.790.05
Period Low 148.970.02
Price Range % 121.4%156.0%
🏆 All-Time Records
All-Time High 329.790.05
Days Since ATH 342 days322 days
Distance From ATH % -44.1%-52.6%
All-Time Low 148.970.02
Distance From ATL % +23.7%+21.3%
New ATHs Hit 1 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.83%3.14%
Biggest Jump (1 Day) % +78.45+0.03
Biggest Drop (1 Day) % -65.69-0.01
Days Above Avg % 37.5%45.2%
Extreme Moves days 16 (4.7%)1 (0.3%)
Stability Score % 97.7%0.0%
Trend Strength % 49.6%55.0%
Recent Momentum (10-day) % -0.28%-8.20%
📊 Statistical Measures
Average Price 210.750.03
Median Price 200.800.03
Price Std Deviation 31.090.00
🚀 Returns & Growth
CAGR % -45.71%-13.48%
Annualized Return % -45.71%-13.48%
Total Return % -43.68%-12.24%
⚠️ Risk & Volatility
Daily Volatility % 4.79%9.14%
Annualized Volatility % 91.50%174.61%
Max Drawdown % -54.83%-52.63%
Sharpe Ratio -0.0120.024
Sortino Ratio -0.0120.058
Calmar Ratio -0.834-0.256
Ulcer Index 37.3133.59
📅 Daily Performance
Win Rate % 50.4%45.0%
Positive Days 173148
Negative Days 170181
Best Day % +45.37%+149.42%
Worst Day % -29.07%-14.34%
Avg Gain (Up Days) % +2.69%+3.93%
Avg Loss (Down Days) % -2.85%-2.82%
Profit Factor 0.961.14
🔥 Streaks & Patterns
Longest Win Streak days 66
Longest Loss Streak days 109
💹 Trading Metrics
Omega Ratio 0.9611.138
Expectancy % -0.06%+0.22%
Kelly Criterion % 0.00%1.94%
📅 Weekly Performance
Best Week % +43.55%+75.62%
Worst Week % -42.50%-27.62%
Weekly Win Rate % 51.9%46.0%
📆 Monthly Performance
Best Month % +46.96%+96.44%
Worst Month % -50.39%-21.98%
Monthly Win Rate % 46.2%23.1%
🔧 Technical Indicators
RSI (14-period) 39.0837.10
Price vs 50-Day MA % -4.09%-18.43%
Price vs 200-Day MA % -10.83%-30.86%

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 RSR (RSR): 0.312 (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
RSR: Kraken
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