glamorous vs Anonymous Cat

Anonymous Cat (ZCAT) is 2001.5× the size of glamorous (GLAM) by market capitalisation. Over the past 30 days, GLAM is ahead by 23.4 percentage points (GLAM -20.0% against ZCAT -43.4%). Their daily returns move barely together (correlation 0.01 across 25 shared trading days). ZCAT has been the more volatile of the two, at 290% annualised against GLAM's 147%.

Correlation: 0.01
Size ratio: 1 : 2001.5
Ahead over 30 days: GLAM

glamorousGLAM

$1.205e-5

24h: —
Market cap: $12,048
Volume 24h: —
Volatility (ann.): 147%

Anonymous CatZCAT

$0.024963

24h: -3.73%
Market cap: $24.11M
Volume 24h: $1.64M
Volatility (ann.): 290%

GLAM 0.0%Share of the two combined market caps100.0% ZCAT

Performance

GLAMZCAT

7 days-9.27%-47.53%GLAM
30 days-20.00%-43.37%GLAM

Correlation

0.01over 25 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.0190d: 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	GLAM	ZCAT
Max drawdown (400d)	-34.0%	-67.3%
Risk-adjusted return (90d)	-0.14	-0.20

Relative strength over 90 days: GLAM outperformed ZCAT by 41.7% — measured on the GLAM/ZCAT ratio, so it holds regardless of market direction.

glamorous →Anonymous Cat →