Storb vs EfficientFrontier

EfficientFrontier (SN53) is 70.0× the size of Storb (SN26) by market capitalisation. Over the past 30 days, SN53 is ahead by 42.5 percentage points (SN26 -19.8% against SN53 +22.7%). Their daily returns move loosely together (correlation 0.41 across 26 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN26's 143%.

Correlation: 0.41
Size ratio: 1 : 70.0
Ahead over 30 days: SN53

StorbSN26

$0.330882

24h: -1.88%
Market cap: $578,853
Volume 24h: $82,864
Volatility (ann.): 143%

EfficientFrontierSN53

$6.9400

24h: -1.85%
Market cap: $40.51M
Volume 24h: $2.43M
Volatility (ann.): 200%

SN26 1.4%Share of the two combined market caps98.6% SN53

Performance

SN26SN53

7 days-28.07%-14.51%SN53
30 days-19.83%+22.72%SN53

Correlation

0.41over 26 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.4190d: 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	SN26	SN53
Max drawdown (400d)	-33.4%	-40.6%
Risk-adjusted return (90d)	-0.14	0.09

Relative strength over 90 days: SN53 outperformed SN26 by 41.4% — measured on the SN26/SN53 ratio, so it holds regardless of market direction.

Storb →EfficientFrontier →