AgentFun.AI (AGENTFUN) and aixbt (AIXBT) compared side by side. Their daily returns move closely together (correlation 0.67 across 31 shared trading days). AIXBT has been the more volatile of the two, at 118% annualised against AGENTFUN's 66%.
AGENTFUNAIXBT
0.67over 31 shared trading days
Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.
| Metric | AGENTFUN | AIXBT |
|---|---|---|
| Max drawdown (400d) | -15.2% | -84.5% |
| Risk-adjusted return (90d) | 0.02 | -0.09 |
| Best 30 days (past year) | — | +62.1% |
| Worst 30 days (past year) | — | -52.0% |
Relative strength over 90 days: AGENTFUN outperformed AIXBT by 3.1% — measured on the AGENTFUN/AIXBT ratio, so it holds regardless of market direction.