ItsAI vs EfficientFrontier

EfficientFrontier (SN53) is 11.5× the size of ItsAI (SN32) by market capitalisation. Over the past 30 days, SN53 is ahead by 7.6 percentage points (SN32 +15.1% against SN53 +22.7%). Their daily returns move barely together (correlation 0.30 across 27 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN32's 100%.

Correlation: 0.30
Size ratio: 1 : 11.5
Ahead over 30 days: SN53

ItsAISN32

$0.554799

24h: +0.23%
Market cap: $3.51M
Volume 24h: $5,322
Volatility (ann.): 100%

EfficientFrontierSN53

$6.9400

24h: -1.85%
Market cap: $40.51M
Volume 24h: $2.43M
Volatility (ann.): 200%

SN32 8.0%Share of the two combined market caps92.0% SN53

Performance

SN32SN53

7 days-2.23%-14.51%SN32
30 days+15.14%+22.72%SN53

Correlation

0.30over 27 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3090d: 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	SN32	SN53
Max drawdown (400d)	-21.8%	-40.6%
Risk-adjusted return (90d)	0.15	0.09

Relative strength over 90 days: SN53 outperformed SN32 by 11.7% — measured on the SN32/SN53 ratio, so it holds regardless of market direction.

ItsAI →EfficientFrontier →