COMP COMP / MDAO Crypto vs PYTH PYTH / MDAO Crypto

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

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Asset COMP / MDAOPYTH / MDAO
📈 Performance Metrics
Start Price 1,790.117.45
End Price 5,046.8812.89
Price Change % +181.93%+72.90%
Period High 5,046.8813.14
Period Low 847.962.88
Price Range % 495.2%356.3%
🏆 All-Time Records
All-Time High 5,046.8813.14
Days Since ATH 0 days1 days
Distance From ATH % +0.0%-2.0%
All-Time Low 847.962.88
Distance From ATL % +495.2%+347.4%
New ATHs Hit 13 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.53%5.98%
Biggest Jump (1 Day) % +1,047.98+3.03
Biggest Drop (1 Day) % -2,060.48-6.09
Days Above Avg % 40.4%46.0%
Extreme Moves days 12 (3.7%)13 (4.0%)
Stability Score % 99.5%0.0%
Trend Strength % 53.3%53.3%
Recent Momentum (10-day) % +21.16%+10.28%
📊 Statistical Measures
Average Price 1,629.095.31
Median Price 1,524.235.13
Price Std Deviation 529.131.47
🚀 Returns & Growth
CAGR % +224.97%+86.38%
Annualized Return % +224.97%+86.38%
Total Return % +181.93%+72.90%
⚠️ Risk & Volatility
Daily Volatility % 8.05%8.83%
Annualized Volatility % 153.84%168.64%
Max Drawdown % -66.39%-64.03%
Sharpe Ratio 0.0810.063
Sortino Ratio 0.0880.069
Calmar Ratio 3.3891.349
Ulcer Index 30.6238.30
📅 Daily Performance
Win Rate % 53.3%53.3%
Positive Days 171171
Negative Days 150150
Best Day % +53.80%+58.79%
Worst Day % -48.72%-47.91%
Avg Gain (Up Days) % +5.36%+5.87%
Avg Loss (Down Days) % -4.72%-5.49%
Profit Factor 1.291.22
🔥 Streaks & Patterns
Longest Win Streak days 79
Longest Loss Streak days 68
💹 Trading Metrics
Omega Ratio 1.2941.217
Expectancy % +0.65%+0.56%
Kelly Criterion % 2.56%1.73%
📅 Weekly Performance
Best Week % +63.38%+56.09%
Worst Week % -26.33%-21.65%
Weekly Win Rate % 53.1%59.2%
📆 Monthly Performance
Best Month % +120.06%+83.05%
Worst Month % -36.44%-28.11%
Monthly Win Rate % 66.7%50.0%
🔧 Technical Indicators
RSI (14-period) 65.7660.43
Price vs 50-Day MA % +156.17%+107.65%
Price vs 200-Day MA % +188.74%+151.94%

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 PYTH (PYTH): 0.704 (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
PYTH: Kraken
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