龙虾 AI vs BNB
龙虾 AI (龙虾) and BNB (BNB) compared side by side. Their daily returns move barely together (correlation 0.03 across 203 shared trading days). 龙虾 has been the more volatile of the two, at 353% annualised against BNB's 51%.
Performance
| Period | 龙虾 | BNB | Ahead |
|---|---|---|---|
| 7 days | -47.01% | +0.82% | BNB |
| 30 days | +4.50% | +12.64% | BNB |
| 90 days | +552.58% | +39.21% | 龙虾 |
| 1 year | — | -19.57% | — |
Risk & extremes
| Metric | 龙虾 | BNB |
|---|---|---|
| Max drawdown (400d) | -74.2% | -58.2% |
| Risk-adjusted return (90d) | 1.22 | 1.13 |
| Best 30 days (past year) | — | +29.4% |
| Worst 30 days (past year) | — | -34.9% |
Relative strength over 90 days: 龙虾 outperformed BNB by 386.3% — measured on the 龙虾/BNB ratio, so it holds regardless of market direction.
Correlation
0.03over 203 shared trading days
7d: insufficient data30d: 0.1690d: -0.021y: insufficient data
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.