Prosper vs Spiko Amundi Overnight Swap Fund (EUR)

Spiko Amundi Overnight Swap Fund (EUR) (EURSAFO) is 692.5× the size of Prosper (PROS) by market capitalisation. Over the past 30 days, PROS is ahead by 22.7 percentage points (PROS +20.1% against EURSAFO -2.6%). Their daily returns move closely in opposite directions (correlation -0.67 across 21 shared trading days). PROS has been the more volatile of the two, at 32% annualised against EURSAFO's 10%.

Correlation: -0.67
Size ratio: 1 : 692.5
Ahead over 30 days: PROS

ProsperPROS

$0.029888

24h: -0.20%
Market cap: $2.70M
Volume 24h: $63,120
Volatility (ann.): 32%

Spiko Amundi Overnight Swap Fund (EUR)EURSAFO

$1.1400

24h: +0.25%
Market cap: $1.87B
Volume 24h: —
Volatility (ann.): 10%

PROS 0.1%Share of the two combined market caps99.9% EURSAFO

Performance

PROSEURSAFO

7 days-1.16%+0.88%EURSAFO
30 days+20.11%-2.56%PROS

Correlation

-0.67over 21 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: insufficient data90d: 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	PROS	EURSAFO
Max drawdown (400d)	-1.6%	-4.2%
Risk-adjusted return (90d)	0.62	-0.27

Relative strength over 90 days: PROS outperformed EURSAFO by 22.3% — measured on the PROS/EURSAFO ratio, so it holds regardless of market direction.

Prosper →Spiko Amundi Overnight Swap Fund (EUR) →