XETHZ XETHZ / SIS Crypto vs CORE CORE / SIS Crypto

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

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Asset XETHZ / SISCORE / SIS
📈 Performance Metrics
Start Price 26,248.2710.90
End Price 52,836.582.08
Price Change % +101.30%-80.94%
Period High 77,827.9116.32
Period Low 19,615.251.96
Price Range % 296.8%733.0%
🏆 All-Time Records
All-Time High 77,827.9116.32
Days Since ATH 83 days197 days
Distance From ATH % -32.1%-87.3%
All-Time Low 19,615.251.96
Distance From ATL % +169.4%+6.1%
New ATHs Hit 42 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.40%3.86%
Biggest Jump (1 Day) % +27,232.30+1.55
Biggest Drop (1 Day) % -8,361.82-2.13
Days Above Avg % 43.0%40.6%
Extreme Moves days 15 (4.4%)22 (6.4%)
Stability Score % 100.0%32.2%
Trend Strength % 54.2%53.8%
Recent Momentum (10-day) % +1.03%-18.39%
📊 Statistical Measures
Average Price 43,933.568.15
Median Price 40,459.187.75
Price Std Deviation 13,638.072.93
🚀 Returns & Growth
CAGR % +110.53%-82.78%
Annualized Return % +110.53%-82.78%
Total Return % +101.30%-80.94%
⚠️ Risk & Volatility
Daily Volatility % 5.59%5.53%
Annualized Volatility % 106.72%105.56%
Max Drawdown % -42.95%-87.99%
Sharpe Ratio 0.062-0.059
Sortino Ratio 0.072-0.058
Calmar Ratio 2.573-0.941
Ulcer Index 15.5645.99
📅 Daily Performance
Win Rate % 54.2%46.2%
Positive Days 186159
Negative Days 157185
Best Day % +61.34%+21.49%
Worst Day % -19.52%-24.03%
Avg Gain (Up Days) % +3.47%+3.92%
Avg Loss (Down Days) % -3.35%-3.98%
Profit Factor 1.230.85
🔥 Streaks & Patterns
Longest Win Streak days 97
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.2260.848
Expectancy % +0.35%-0.33%
Kelly Criterion % 2.98%0.00%
📅 Weekly Performance
Best Week % +30.21%+55.75%
Worst Week % -23.71%-21.91%
Weekly Win Rate % 59.6%40.4%
📆 Monthly Performance
Best Month % +23.20%+100.16%
Worst Month % -26.03%-39.00%
Monthly Win Rate % 53.8%30.8%
🔧 Technical Indicators
RSI (14-period) 45.4828.89
Price vs 50-Day MA % -8.21%-42.88%
Price vs 200-Day MA % -0.18%-73.67%
💰 Volume Analysis
Avg Volume 406,49522,374,710
Total Volume 139,834,2757,719,274,937

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).

XETHZ (XETHZ) vs CORE (CORE): -0.397 (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

XETHZ: Kraken
CORE: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures