COMP COMP / FTT Crypto vs XMLNZ XMLNZ / 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 / FTTXMLNZ / FTT
📈 Performance Metrics
Start Price 38.458.71
End Price 49.968.29
Price Change % +29.94%-4.85%
Period High 65.0011.71
Period Low 19.735.00
Price Range % 229.5%134.0%
🏆 All-Time Records
All-Time High 65.0011.71
Days Since ATH 13 days236 days
Distance From ATH % -23.1%-29.3%
All-Time Low 19.735.00
Distance From ATL % +153.3%+65.5%
New ATHs Hit 16 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.55%3.79%
Biggest Jump (1 Day) % +8.03+3.15
Biggest Drop (1 Day) % -13.95-2.14
Days Above Avg % 54.7%53.5%
Extreme Moves days 24 (7.0%)18 (5.2%)
Stability Score % 87.5%25.6%
Trend Strength % 54.8%47.8%
Recent Momentum (10-day) % -13.09%-12.81%
📊 Statistical Measures
Average Price 43.148.28
Median Price 44.358.33
Price Std Deviation 10.491.21
🚀 Returns & Growth
CAGR % +32.15%-5.15%
Annualized Return % +32.15%-5.15%
Total Return % +29.94%-4.85%
⚠️ Risk & Volatility
Daily Volatility % 5.39%6.16%
Annualized Volatility % 102.96%117.75%
Max Drawdown % -49.32%-46.95%
Sharpe Ratio 0.0420.027
Sortino Ratio 0.0390.030
Calmar Ratio 0.652-0.110
Ulcer Index 23.0224.49
📅 Daily Performance
Win Rate % 54.8%52.2%
Positive Days 188179
Negative Days 155164
Best Day % +18.53%+42.84%
Worst Day % -27.59%-24.95%
Avg Gain (Up Days) % +3.59%+3.88%
Avg Loss (Down Days) % -3.86%-3.88%
Profit Factor 1.131.09
🔥 Streaks & Patterns
Longest Win Streak days 96
Longest Loss Streak days 85
💹 Trading Metrics
Omega Ratio 1.1291.091
Expectancy % +0.23%+0.17%
Kelly Criterion % 1.63%1.12%
📅 Weekly Performance
Best Week % +33.57%+27.37%
Worst Week % -25.69%-19.83%
Weekly Win Rate % 48.1%44.2%
📆 Monthly Performance
Best Month % +53.57%+65.99%
Worst Month % -48.69%-42.52%
Monthly Win Rate % 53.8%46.2%
🔧 Technical Indicators
RSI (14-period) 40.3833.06
Price vs 50-Day MA % +3.03%-3.60%
Price vs 200-Day MA % +0.85%-4.27%
💰 Volume Analysis
Avg Volume 4,0705,278
Total Volume 1,395,8941,810,196

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 XMLNZ (XMLNZ): 0.791 (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
XMLNZ: Kraken
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