Virtuals Protocol (VIRTUAL) is 11472.1× the size of LPC_Ai_Lumi by Virtuals (LUMI) by market capitalisation. Their daily returns move closely together (correlation 0.74 across 183 shared trading days). Both have run at a similar volatility, around 120% annualised.
LUMIVIRTUAL
0.74over 183 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 | LUMI | VIRTUAL |
|---|---|---|
| Max drawdown (400d) | -60.9% | -71.7% |
| Risk-adjusted return (90d) | -0.24 | 0.06 |
| Best 30 days (past year) | — | +47.4% |
| Worst 30 days (past year) | — | -54.7% |
Relative strength over 90 days: VIRTUAL outperformed LUMI by 31.1% — measured on the LUMI/VIRTUAL ratio, so it holds regardless of market direction.