BNB (BNB) is 871.4× the size of Genius (GENIUS) by market capitalisation. Their daily returns move barely together (correlation 0.20 across 121 shared trading days). GENIUS has been the more volatile of the two, at 106% annualised against BNB's 52%.
| Period | GENIUS | BNB | Ahead |
|---|---|---|---|
| 7 days | +14.72% | +4.73% | GENIUS |
| 30 days | +9.42% | +16.37% | BNB |
| 90 days | -17.27% | +30.43% | BNB |
| 1 year | — | -22.57% | — |
| Metric | GENIUS | BNB |
|---|---|---|
| Max drawdown (400d) | -61.7% | -58.2% |
| Risk-adjusted return (90d) | -0.23 | 0.88 |
| Best 30 days (past year) | — | +29.4% |
| Worst 30 days (past year) | — | -34.9% |
Relative strength over 90 days: BNB outperformed GENIUS by 36.6% — measured on the GENIUS/BNB ratio, so it holds regardless of market direction.
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.