EfficientFrontier vs Vanta Network

Vanta Network (VANTA) is 1.1× the size of EfficientFrontier (SN53) by market capitalisation. Over the past 30 days, VANTA is ahead by 15.8 percentage points (SN53 +3.3% against VANTA +19.1%). Their daily returns move closely together (correlation 0.65 across 51 shared trading days). SN53 has been the more volatile of the two, at 198% annualised against VANTA's 90%.

Correlation: 0.65
Size ratio: 1 : 1.1
Ahead over 30 days: VANTA

EfficientFrontierSN53

$6.7300

24h: -2.82%
Market cap: $39.34M
Volume 24h: $3.30M
Volatility (ann.): 198%

Vanta NetworkVANTA

$7.7400

24h: +8.52%
Market cap: $43.57M
Volume 24h: $331,914
Volatility (ann.): 90%

SN53 47.4%Share of the two combined market caps52.6% VANTA

Performance

SN53VANTA

7 days-20.65%-2.89%VANTA
30 days+3.32%+19.08%VANTA

Correlation

0.65over 51 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.6390d: 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	SN53	VANTA
Max drawdown (400d)	-41.8%	-23.8%
Risk-adjusted return (90d)	0.06	0.17

Relative strength over 90 days: VANTA outperformed SN53 by 17.4% — measured on the SN53/VANTA ratio, so it holds regardless of market direction.

EfficientFrontier →Vanta Network →