Ansem Cat (ANSEMCAT) and Toshi (TOSHI) compared side by side. Over the past 30 days, TOSHI is ahead by 84.0 percentage points (ANSEMCAT -92.0% against TOSHI -8.0%). Their daily returns move barely in opposite directions (correlation -0.14 across 20 shared trading days). ANSEMCAT has been the more volatile of the two, at 249% annualised against TOSHI's 82%.
ANSEMCATTOSHI
-0.14over 20 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 | ANSEMCAT | TOSHI |
|---|---|---|
| Max drawdown (400d) | -92.1% | -24.2% |
| Risk-adjusted return (90d) | -0.37 | -0.08 |
Relative strength over 90 days: TOSHI outperformed ANSEMCAT by 87.5% — measured on the ANSEMCAT/TOSHI ratio, so it holds regardless of market direction.