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Chiliz (CHZ-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Chiliz

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CHZ-USD vs. BTC-USD
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Performance

Performance Chart


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S&P 500

Returns By Period

Chiliz (CHZ-USD) returned -48.20% year-to-date (YTD) and -72.53% over the past 12 months.


CHZ-USD

YTD

-48.20%

1M

3.89%

6M

-55.05%

1Y

-72.53%

3Y*

-29.65%

5Y*

30.82%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of CHZ-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-12.18%-28.93%-17.58%-2.09%2.85%-48.20%
202416.19%42.11%5.25%-28.01%31.70%-46.59%-14.52%-18.26%23.86%-10.04%75.28%-20.93%-5.04%
202332.65%-1.46%-8.22%5.29%-22.06%-23.51%2.01%-21.51%2.12%7.57%9.98%17.96%-14.07%
2022-33.55%1.75%47.23%-39.39%-28.84%-20.30%25.80%77.08%8.65%-6.10%-24.96%-39.47%-64.67%
20210.73%136.03%896.11%12.42%-50.47%-10.11%4.72%37.98%-28.59%59.59%5.07%-35.36%1,225.41%
2020-0.25%48.59%-39.19%13.62%47.25%9.53%19.67%6.16%-22.78%-18.30%28.72%77.26%202.06%
2019-26.18%-60.20%-16.56%155.22%7.03%-39.07%-59.20%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHZ-USD is 26, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHZ-USD is 2626
Overall Rank
The Sharpe Ratio Rank of CHZ-USD is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of CHZ-USD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of CHZ-USD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of CHZ-USD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CHZ-USD is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Chiliz (CHZ-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Chiliz Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.79
  • 5-Year: 0.24
  • All Time: 0.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Chiliz compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Chiliz. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Chiliz was 95.43%, occurring on Apr 17, 2025. The portfolio has not yet recovered.

The current Chiliz drawdown is 94.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.43%Apr 17, 20211462Apr 17, 2025
-78.86%Jul 10, 201980Sep 27, 2019322Aug 14, 2020402
-53.08%Aug 18, 202075Oct 31, 202056Dec 26, 2020131
-38.8%Dec 30, 202014Jan 12, 202129Feb 10, 202143
-38.4%Mar 13, 202125Apr 6, 202110Apr 16, 202135
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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