Pepe (PEPE) is 76035.3× the size of BetbuInu (CRYPTO) by market capitalisation. Their daily returns move loosely together (correlation 0.36 across 131 shared trading days). CRYPTO has been the more volatile of the two, at 126% annualised against PEPE's 102%.
CRYPTOPEPE
0.36over 131 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 | CRYPTO | PEPE |
|---|---|---|
| Max drawdown (400d) | -67.9% | -77.2% |
| Risk-adjusted return (90d) | -0.12 | 0.71 |
| Best 30 days (past year) | — | +63.5% |
| Worst 30 days (past year) | — | -48.9% |
Relative strength over 90 days: PEPE outperformed CRYPTO by 21.0% — measured on the CRYPTO/PEPE ratio, so it holds regardless of market direction.