Satori vs EfficientFrontier

EfficientFrontier (SN53) is 35.0× the size of Satori (SN119) by market capitalisation. Over the past 30 days, SN53 is ahead by 12.0 percentage points (SN119 +10.8% against SN53 +22.7%). Their daily returns move barely together (correlation 0.17 across 26 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN119's 109%.

Correlation: 0.17
Size ratio: 1 : 35.0
Ahead over 30 days: SN53

SatoriSN119

$0.503756

24h: -0.14%
Market cap: $1.12M
Volume 24h: $27,599
Volatility (ann.): 109%

EfficientFrontierSN53

$6.7400

24h: -2.94%
Market cap: $39.39M
Volume 24h: $1.86M
Volatility (ann.): 200%

SN119 2.8%Share of the two combined market caps97.2% SN53

Performance

SN119SN53

7 days-6.01%-14.51%SN119
30 days+10.76%+22.72%SN53

Correlation

0.17over 26 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.1790d: 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	SN119	SN53
Max drawdown (400d)	-23.2%	-40.6%
Risk-adjusted return (90d)	0.10	0.09

Relative strength over 90 days: SN53 outperformed SN119 by 17.7% — measured on the SN119/SN53 ratio, so it holds regardless of market direction.

Satori →EfficientFrontier →