AI Avatar (SGT) and Ethereum (ETH) compared side by side. Their daily returns move barely together (correlation 0.15 across 29 shared trading days). SGT has been the more volatile of the two, at 108% annualised against ETH's 62%.
SGTETH
0.15over 29 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 | SGT | ETH |
|---|---|---|
| Max drawdown (400d) | -68.7% | -66.5% |
| Risk-adjusted return (90d) | -0.63 | 0.36 |
| Best 30 days (past year) | — | +34.1% |
| Worst 30 days (past year) | — | -44.6% |
Relative strength over 90 days: ETH outperformed SGT by 61.4% — measured on the SGT/ETH ratio, so it holds regardless of market direction.