Bitsec.ai vs EfficientFrontier

EfficientFrontier (SN53) is 10.6× the size of Bitsec.ai (SN60) by market capitalisation. Over the past 30 days, SN53 is ahead by 1.7 percentage points (SN60 +1.6% against SN53 +3.3%). Their daily returns move barely together (correlation 0.30 across 28 shared trading days). SN53 has been the more volatile of the two, at 198% annualised against SN60's 129%.

Correlation: 0.30
Size ratio: 1 : 10.6
Ahead over 30 days: SN53

Bitsec.aiSN60

$0.690477

24h: +3.89%
Market cap: $3.65M
Volume 24h: $86,629
Volatility (ann.): 129%

EfficientFrontierSN53

$6.6300

24h: -3.67%
Market cap: $38.78M
Volume 24h: $1.88M
Volatility (ann.): 198%

SN60 8.6%Share of the two combined market caps91.4% SN53

Performance

SN60SN53

7 days+1.63%-20.65%SN60
30 days+1.63%+3.32%SN53

Correlation

0.30over 28 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3090d: insufficient data1y: 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.

Risk & extremes

Metric	SN60	SN53
Max drawdown (400d)	-25.0%	-41.8%
Risk-adjusted return (90d)	0.01	0.06

Relative strength over 90 days: SN53 outperformed SN60 by 20.7% — measured on the SN60/SN53 ratio, so it holds regardless of market direction.

Bitsec.ai →EfficientFrontier →