黃阿瑪 vs Achi
黃阿瑪 (黃阿瑪) and Achi (ACH) compared side by side. Their daily returns move closely together (correlation 0.73 across 25 shared trading days). ACH has been the more volatile of the two, at 75% annualised against 黃阿瑪's 61%.
- Correlation
- 0.73
Performance
黃阿瑪ACH
- 7 daysACH
- 30 days黃阿瑪
- 90 days—
- 1 year—
Correlation
0.73over 25 shared trading days
−1 opposite0 unrelated+1 in step
7d: insufficient data30d: 0.7390d: 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 | 黃阿瑪 | ACH |
|---|---|---|
| Max drawdown (400d) | -22.4% | -72.3% |
| Risk-adjusted return (90d) | -0.20 | 0.05 |
| Best 30 days (past year) | — | +62.8% |
| Worst 30 days (past year) | — | -41.8% |
Relative strength over 90 days: 黃阿瑪 outperformed ACH by 5.8% — measured on the 黃阿瑪/ACH ratio, so it holds regardless of market direction.