Aurelius vs Chutes

Chutes (SN64) is 33.1× the size of Aurelius (SN37) by market capitalisation. Over the past 30 days, SN37 is ahead by 1.6 percentage points (SN37 -5.3% against SN64 -6.9%). Their daily returns move very closely together (correlation 0.86 across 23 shared trading days). SN64 has been the more volatile of the two, at 141% annualised against SN37's 103%.

Correlation: 0.86
Size ratio: 1 : 33.1
Ahead over 30 days: SN37

AureliusSN37

$0.591958

24h: -0.07%
Market cap: $2.94M
Volume 24h: $5,978
Volatility (ann.): 103%

ChutesSN64

$15.3600

24h: +1.86%
Market cap: $97.16M
Volume 24h: $274,643
Volatility (ann.): 141%

SN37 2.9%Share of the two combined market caps97.1% SN64

Performance

SN37SN64

7 days-7.83%-11.80%SN37
30 days-5.27%-6.90%SN37

Correlation

0.86over 23 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: insufficient data90d: 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	SN37	SN64
Max drawdown (400d)	-31.4%	-32.6%
Risk-adjusted return (90d)	-0.05	0.00

Relative strength over 90 days: SN64 outperformed SN37 by 20.7% — measured on the SN37/SN64 ratio, so it holds regardless of market direction.

Aurelius →Chutes →