Talisman AI vs EfficientFrontier

EfficientFrontier (SN53) is 16.5× the size of Talisman AI (SN45) by market capitalisation. Over the past 30 days, SN45 is ahead by 11.3 percentage points (SN45 +34.0% against SN53 +22.7%). Their daily returns move barely together (correlation 0.16 across 27 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN45's 105%.

Correlation: 0.16
Size ratio: 1 : 16.5
Ahead over 30 days: SN45

Talisman AISN45

$0.498689

24h: +0.09%
Market cap: $2.44M
Volume 24h: $10,994
Volatility (ann.): 105%

EfficientFrontierSN53

$6.8800

24h: -2.34%
Market cap: $40.24M
Volume 24h: $2.28M
Volatility (ann.): 200%

SN45 5.7%Share of the two combined market caps94.3% SN53

Performance

SN45SN53

7 days+6.21%-14.51%SN45
30 days+33.99%+22.72%SN45

Correlation

0.16over 27 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.1690d: 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	SN45	SN53
Max drawdown (400d)	-22.5%	-40.6%
Risk-adjusted return (90d)	0.32	0.09

Relative strength over 90 days: SN45 outperformed SN53 by 3.0% — measured on the SN45/SN53 ratio, so it holds regardless of market direction.

Talisman AI →EfficientFrontier →