Taoillium vs EfficientFrontier

EfficientFrontier (SN53) is 49.6× the size of Taoillium (SN109) by market capitalisation. Over the past 30 days, SN53 is ahead by 15.2 percentage points (SN109 +7.5% against SN53 +22.7%). Their daily returns move barely together (correlation 0.29 across 26 shared trading days). SN53 has been the more volatile of the two, at 200% annualised against SN109's 120%.

Correlation: 0.29
Size ratio: 1 : 49.6
Ahead over 30 days: SN53

TaoilliumSN109

$0.509940

24h: -0.18%
Market cap: $815,991
Volume 24h: $6,463
Volatility (ann.): 120%

EfficientFrontierSN53

$6.9400

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

SN109 2.0%Share of the two combined market caps98.0% SN53

Performance

SN109SN53

7 days+0.98%-14.51%SN109
30 days+7.55%+22.72%SN53

Correlation

0.29over 26 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.2990d: 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	SN109	SN53
Max drawdown (400d)	-28.0%	-40.6%
Risk-adjusted return (90d)	0.06	0.09

Relative strength over 90 days: SN53 outperformed SN109 by 21.9% — measured on the SN109/SN53 ratio, so it holds regardless of market direction.

Taoillium →EfficientFrontier →