COMP COMP / PYTH Crypto vs XMLNZ XMLNZ / PYTH Crypto

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

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Asset COMP / PYTHXMLNZ / PYTH
📈 Performance Metrics
Start Price 240.2154.72
End Price 463.7079.32
Price Change % +93.04%+44.95%
Period High 529.2393.55
Period Low 194.0637.48
Price Range % 172.7%149.6%
🏆 All-Time Records
All-Time High 529.2393.55
Days Since ATH 152 days235 days
Distance From ATH % -12.4%-15.2%
All-Time Low 194.0637.48
Distance From ATL % +138.9%+111.6%
New ATHs Hit 21 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.99%3.84%
Biggest Jump (1 Day) % +60.66+26.07
Biggest Drop (1 Day) % -185.94-40.63
Days Above Avg % 41.6%50.0%
Extreme Moves days 11 (3.2%)16 (4.7%)
Stability Score % 98.5%89.5%
Trend Strength % 52.2%53.6%
Recent Momentum (10-day) % +5.03%+4.26%
📊 Statistical Measures
Average Price 321.2561.92
Median Price 288.6461.85
Price Std Deviation 81.179.55
🚀 Returns & Growth
CAGR % +101.36%+48.44%
Annualized Return % +101.36%+48.44%
Total Return % +93.04%+44.95%
⚠️ Risk & Volatility
Daily Volatility % 4.86%6.48%
Annualized Volatility % 92.89%123.77%
Max Drawdown % -63.33%-59.93%
Sharpe Ratio 0.0670.051
Sortino Ratio 0.0620.051
Calmar Ratio 1.6000.808
Ulcer Index 24.6728.71
📅 Daily Performance
Win Rate % 52.2%53.8%
Positive Days 179184
Negative Days 164158
Best Day % +22.88%+46.41%
Worst Day % -48.93%-52.02%
Avg Gain (Up Days) % +3.21%+3.78%
Avg Loss (Down Days) % -2.82%-3.68%
Profit Factor 1.241.20
🔥 Streaks & Patterns
Longest Win Streak days 87
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.2431.195
Expectancy % +0.33%+0.33%
Kelly Criterion % 3.62%2.39%
📅 Weekly Performance
Best Week % +24.97%+37.75%
Worst Week % -40.09%-37.88%
Weekly Win Rate % 48.1%50.0%
📆 Monthly Performance
Best Month % +46.91%+64.86%
Worst Month % -41.55%-33.49%
Monthly Win Rate % 46.2%53.8%
🔧 Technical Indicators
RSI (14-period) 64.6256.39
Price vs 50-Day MA % +22.56%+18.22%
Price vs 200-Day MA % +27.23%+24.91%

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): 0.759 (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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