Genius (GENIUS) is 993.7× the size of Upscreener (UPS) by market capitalisation. Their daily returns move barely together (correlation 0.08 across 35 shared trading days). UPS has been the more volatile of the two, at 218% annualised against GENIUS's 95%.
UPSGENIUS
0.08over 35 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 | UPS | GENIUS |
|---|---|---|
| Max drawdown (400d) | -55.0% | -61.7% |
| Risk-adjusted return (90d) | -0.16 | -0.15 |
Relative strength over 90 days: GENIUS outperformed UPS by 31.4% — measured on the UPS/GENIUS ratio, so it holds regardless of market direction.