Rain (RAIN) is 2283.4× the size of Dialectic USD Vault (DUSD) by market capitalisation. Their daily returns move closely in opposite directions (correlation -0.76 across 21 shared trading days). RAIN has been the more volatile of the two, at 134% annualised against DUSD's 12%.
DUSDRAIN
-0.76over 21 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 | DUSD | RAIN |
|---|---|---|
| Max drawdown (400d) | -2.6% | -68.5% |
| Risk-adjusted return (90d) | 0.42 | -0.37 |
Relative strength over 90 days: DUSD outperformed RAIN by 115.4% — measured on the DUSD/RAIN ratio, so it holds regardless of market direction.