jerry66 (JERRY66) and GREEN MORNING (GM) compared side by side. Over the past 30 days, JERRY66 is ahead by 42.9 percentage points (JERRY66 -56.9% against GM -99.8%). Their daily returns move barely in opposite directions (correlation -0.10 across 26 shared trading days). GM has been the more volatile of the two, at 548472% annualised against JERRY66's 112%.
JERRY66GM
-0.10over 26 shared trading days
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.
| Metric | JERRY66 | GM |
|---|---|---|
| Max drawdown (400d) | -56.9% | -100.0% |
| Risk-adjusted return (90d) | -0.51 | 0.00 |
Relative strength over 90 days: GM outperformed JERRY66 by 64.6% — measured on the JERRY66/GM ratio, so it holds regardless of market direction.