Amp (AMP) is 218.3× the size of Revuto (REVU) by market capitalisation. Over the past 1 year, REVU is ahead by 20.1 percentage points (REVU -49.9% against AMP -70.0%). Their daily returns move barely together (correlation 0.04 across 362 shared trading days). REVU has been the more volatile of the two, at 122% annualised against AMP's 97%.
REVUAMP
0.04over 362 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 | REVU | AMP |
|---|---|---|
| Max drawdown (400d) | -72.5% | -88.8% |
| Risk-adjusted return (90d) | -0.13 | 0.45 |
| Best 30 days (past year) | — | +89.6% |
| Worst 30 days (past year) | — | -45.8% |
Relative strength over 90 days: AMP outperformed REVU by 40.4% — measured on the REVU/AMP ratio, so it holds regardless of market direction.