COMP COMP / ALGO Crypto vs SC SC / 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 / ALGOSC / ALGO
📈 Performance Metrics
Start Price 355.050.04
End Price 191.500.01
Price Change % -46.06%-66.88%
Period High 356.960.04
Period Low 148.970.01
Price Range % 139.6%234.3%
🏆 All-Time Records
All-Time High 356.960.04
Days Since ATH 342 days343 days
Distance From ATH % -46.4%-66.9%
All-Time Low 148.970.01
Distance From ATL % +28.5%+10.7%
New ATHs Hit 1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.83%2.96%
Biggest Jump (1 Day) % +78.45+0.00
Biggest Drop (1 Day) % -65.69-0.01
Days Above Avg % 36.6%47.4%
Extreme Moves days 16 (4.7%)18 (5.2%)
Stability Score % 97.7%0.0%
Trend Strength % 49.9%51.0%
Recent Momentum (10-day) % +0.44%-6.05%
📊 Statistical Measures
Average Price 212.610.02
Median Price 203.120.02
Price Std Deviation 34.300.00
🚀 Returns & Growth
CAGR % -48.16%-69.14%
Annualized Return % -48.16%-69.14%
Total Return % -46.06%-66.88%
⚠️ Risk & Volatility
Daily Volatility % 4.79%4.06%
Annualized Volatility % 91.57%77.49%
Max Drawdown % -58.27%-70.09%
Sharpe Ratio -0.014-0.058
Sortino Ratio -0.015-0.052
Calmar Ratio -0.827-0.986
Ulcer Index 41.5657.32
📅 Daily Performance
Win Rate % 50.1%49.0%
Positive Days 172168
Negative Days 171175
Best Day % +45.37%+12.15%
Worst Day % -29.07%-25.65%
Avg Gain (Up Days) % +2.70%+2.60%
Avg Loss (Down Days) % -2.85%-2.96%
Profit Factor 0.950.84
🔥 Streaks & Patterns
Longest Win Streak days 613
Longest Loss Streak days 106
💹 Trading Metrics
Omega Ratio 0.9520.844
Expectancy % -0.07%-0.24%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +43.55%+12.03%
Worst Week % -42.50%-41.33%
Weekly Win Rate % 51.9%42.3%
📆 Monthly Performance
Best Month % +46.96%+14.67%
Worst Month % -54.30%-53.60%
Monthly Win Rate % 46.2%38.5%
🔧 Technical Indicators
RSI (14-period) 44.9847.47
Price vs 50-Day MA % -0.13%-4.24%
Price vs 200-Day MA % -7.82%-17.97%

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 SC (SC): 0.743 (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

COMP: Kraken
SC: Kraken
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