Brett (BRETT) is 69.3× the size of PepeCoin on Solana (PEPE) by market capitalisation. Their daily returns move closely together (correlation 0.76 across 25 shared trading days). Both have run at a similar volatility, around 101% annualised.
PEPEBRETT
0.76over 25 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 | PEPE | BRETT |
|---|---|---|
| Max drawdown (400d) | -76.7% | -31.9% |
| Risk-adjusted return (90d) | 0.08 | -0.07 |
Relative strength over 90 days: PEPE outperformed BRETT by 19.1% — measured on the PEPE/BRETT ratio, so it holds regardless of market direction.