THOR vs EfficientFrontier

EfficientFrontier (SN53) is 7.6× the size of THOR (SN112) by market capitalisation. Over the past 30 days, SN112 is ahead by 120.1 percentage points (SN112 +142.9% against SN53 +22.7%). Their daily returns move closely together (correlation 0.73 across 27 shared trading days). SN112 has been the more volatile of the two, at 240% annualised against SN53's 200%.

Correlation: 0.73
Size ratio: 1 : 7.6
Ahead over 30 days: SN112

THORSN112

$1.8700

24h: +4.02%
Market cap: $5.29M
Volume 24h: $260,718
Volatility (ann.): 240%

EfficientFrontierSN53

$6.8800

24h: -2.34%
Market cap: $40.24M
Volume 24h: $2.28M
Volatility (ann.): 200%

SN112 11.6%Share of the two combined market caps88.4% SN53

Performance

SN112SN53

7 days-9.31%-14.51%SN112
30 days+142.87%+22.72%SN112

Correlation

0.73over 27 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.7390d: 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	SN112	SN53
Max drawdown (400d)	-24.1%	-40.6%
Risk-adjusted return (90d)	0.60	0.09

Relative strength over 90 days: SN112 outperformed SN53 by 99.5% — measured on the SN112/SN53 ratio, so it holds regardless of market direction.

THOR →EfficientFrontier →