COMP COMP / FTT Crypto vs SHELL SHELL / FTT Crypto

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

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Asset COMP / FTTSHELL / FTT
📈 Performance Metrics
Start Price 38.450.36
End Price 49.960.09
Price Change % +29.94%-75.00%
Period High 65.000.36
Period Low 19.730.08
Price Range % 229.5%339.0%
🏆 All-Time Records
All-Time High 65.000.36
Days Since ATH 13 days268 days
Distance From ATH % -23.1%-75.0%
All-Time Low 19.730.08
Distance From ATL % +153.3%+9.8%
New ATHs Hit 16 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.55%4.97%
Biggest Jump (1 Day) % +8.03+0.04
Biggest Drop (1 Day) % -13.95-0.07
Days Above Avg % 54.7%45.7%
Extreme Moves days 24 (7.0%)15 (5.6%)
Stability Score % 87.5%0.0%
Trend Strength % 54.8%55.2%
Recent Momentum (10-day) % -13.09%-14.94%
📊 Statistical Measures
Average Price 43.140.17
Median Price 44.350.16
Price Std Deviation 10.490.04
🚀 Returns & Growth
CAGR % +32.15%-84.86%
Annualized Return % +32.15%-84.86%
Total Return % +29.94%-75.00%
⚠️ Risk & Volatility
Daily Volatility % 5.39%6.69%
Annualized Volatility % 102.96%127.81%
Max Drawdown % -49.32%-77.22%
Sharpe Ratio 0.042-0.044
Sortino Ratio 0.039-0.047
Calmar Ratio 0.652-1.099
Ulcer Index 23.0254.57
📅 Daily Performance
Win Rate % 54.8%44.6%
Positive Days 188119
Negative Days 155148
Best Day % +18.53%+28.91%
Worst Day % -27.59%-27.20%
Avg Gain (Up Days) % +3.59%+5.07%
Avg Loss (Down Days) % -3.86%-4.60%
Profit Factor 1.130.88
🔥 Streaks & Patterns
Longest Win Streak days 96
Longest Loss Streak days 87
💹 Trading Metrics
Omega Ratio 1.1290.885
Expectancy % +0.23%-0.29%
Kelly Criterion % 1.63%0.00%
📅 Weekly Performance
Best Week % +33.57%+26.20%
Worst Week % -25.69%-32.67%
Weekly Win Rate % 48.1%45.0%
📆 Monthly Performance
Best Month % +53.57%+46.58%
Worst Month % -48.69%-38.03%
Monthly Win Rate % 53.8%27.3%
🔧 Technical Indicators
RSI (14-period) 40.3843.84
Price vs 50-Day MA % +3.03%-23.02%
Price vs 200-Day MA % +0.85%-42.23%
💰 Volume Analysis
Avg Volume 4,07031,615,270
Total Volume 1,395,8948,504,507,720

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 SHELL (SHELL): -0.429 (Moderate negative)

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
SHELL: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures