Dojo vs EfficientFrontier

EfficientFrontier (SN53) is 6.0× the size of Dojo (SN52) by market capitalisation. Over the past 30 days, SN53 is ahead by 5.5 percentage points (SN52 +17.2% against SN53 +22.7%). Their daily returns move loosely together (correlation 0.36 across 28 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN52's 104%.

Correlation: 0.36
Size ratio: 1 : 6.0
Ahead over 30 days: SN53

DojoSN52

$1.3500

24h: +0.04%
Market cap: $6.72M
Volume 24h: $1,022
Volatility (ann.): 104%

EfficientFrontierSN53

$6.8700

24h: -1.28%
Market cap: $40.11M
Volume 24h: $2.13M
Volatility (ann.): 200%

SN52 14.4%Share of the two combined market caps85.6% SN53

Performance

SN52SN53

7 days+1.10%-14.51%SN52
30 days+17.20%+22.72%SN53

Correlation

0.36over 28 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3690d: 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	SN52	SN53
Max drawdown (400d)	-20.1%	-40.6%
Risk-adjusted return (90d)	0.17	0.09

Relative strength over 90 days: SN53 outperformed SN52 by 8.6% — measured on the SN52/SN53 ratio, so it holds regardless of market direction.

Dojo →EfficientFrontier →