SubVortex vs EfficientFrontier

EfficientFrontier (SN53) is 13.9× the size of SubVortex (SN7) by market capitalisation. Over the past 30 days, SN53 is ahead by 25.4 percentage points (SN7 -2.7% against SN53 +22.7%). Their daily returns move barely together (correlation 0.35 across 27 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN7's 106%.

Correlation: 0.35
Size ratio: 1 : 13.9
Ahead over 30 days: SN53

SubVortexSN7

$0.512035

24h: -0.63%
Market cap: $2.83M
Volume 24h: $12,856
Volatility (ann.): 106%

EfficientFrontierSN53

$6.7200

24h: -3.39%
Market cap: $39.25M
Volume 24h: $1.89M
Volatility (ann.): 200%

SN7 6.7%Share of the two combined market caps93.3% SN53

Performance

SN7SN53

7 days-3.82%-14.51%SN7
30 days-2.70%+22.72%SN53

Correlation

0.35over 27 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3590d: 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	SN7	SN53
Max drawdown (400d)	-28.1%	-40.6%
Risk-adjusted return (90d)	-0.03	0.09

Relative strength over 90 days: SN53 outperformed SN7 by 25.3% — measured on the SN7/SN53 ratio, so it holds regardless of market direction.

SubVortex →EfficientFrontier →