Aurelius vs EfficientFrontier

EfficientFrontier (SN53) is 13.7× the size of Aurelius (SN37) by market capitalisation. Over the past 30 days, SN53 is ahead by 28.0 percentage points (SN37 -5.3% against SN53 +22.7%). Their daily returns move barely together (correlation 0.33 across 27 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN37's 103%.

Correlation: 0.33
Size ratio: 1 : 13.7
Ahead over 30 days: SN53

AureliusSN37

$0.591958

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

EfficientFrontierSN53

$6.8700

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

SN37 6.8%Share of the two combined market caps93.2% SN53

Performance

SN37SN53

7 days-7.83%-14.51%SN37
30 days-5.27%+22.72%SN53

Correlation

0.33over 27 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3390d: 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	SN53
Max drawdown (400d)	-31.4%	-40.6%
Risk-adjusted return (90d)	-0.05	0.09

Relative strength over 90 days: SN53 outperformed SN37 by 27.4% — measured on the SN37/SN53 ratio, so it holds regardless of market direction.

Aurelius →EfficientFrontier →