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ChainLink (LINK-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ChainLink, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ChainLink (LINK-USD) has returned -27.59% so far this year and -34.67% over the past 12 months.


ChainLink

1D
2.38%
1M
1.71%
YTD
-27.59%
6M
-58.60%
1Y
-34.67%
3Y*
5.33%
5Y*
-21.75%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 19, 2017, LINK-USD's average daily return is +0.32%, while the average monthly return is +11.42%. At this rate, your investment would double in approximately 0.5 years.

Historically, 50% of months were positive and 50% were negative. The best month was Dec 2017 with a return of +260.8%, while the worst month was Mar 2018 at -58.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, LINK-USD closed higher 51% of trading days. The best single day was Jun 13, 2019 with a return of +62.8%, while the worst single day was Mar 12, 2020 at -44.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-18.08%-11.35%-0.28%-27.59%
202525.95%-41.15%-8.79%5.87%-2.25%-4.27%26.56%37.02%-8.15%-19.13%-24.80%-5.98%-39.00%
20243.24%25.07%-0.59%-31.55%40.20%-22.49%-10.06%-14.14%7.66%-3.80%66.69%5.07%33.73%
202324.87%3.51%5.46%-7.40%-7.80%-2.62%19.55%-22.12%39.41%38.65%26.91%3.61%168.18%
2022-12.05%-11.77%11.82%-35.20%-30.81%-17.30%22.03%-13.47%14.41%3.60%-2.34%-27.41%-71.46%
2021100.56%9.63%18.81%29.80%-15.82%-39.30%16.56%17.50%-10.14%25.10%-15.61%-23.00%73.35%

Benchmark Metrics

ChainLink has an annualized alpha of 69.51%, beta of 1.44, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 20, 2017.

  • This cryptocurrency captured 121.24% of S&P 500 Index gains but only 98.02% of its losses — a favorable profile for investors.
  • R² of 0.07 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
69.51%
Beta
1.44
0.07
Upside Capture
121.24%
Downside Capture
98.02%

Return for Risk

Risk / Return Rank

LINK-USD ranks 67 for risk / return — better than 67% of cryptocurrencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


LINK-USD Risk / Return Rank: 6767
Overall Rank
LINK-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6767
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ChainLink (LINK-USD) and compare them to a chosen benchmark (S&P 500 Index).


LINK-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.41

0.90

-1.31

Sortino ratio

Return per unit of downside risk

-0.13

1.39

-1.51

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.97

1.40

-2.37

Martin ratio

Return relative to average drawdown

-1.49

6.61

-8.10

Explore LINK-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 ChainLink. 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 ChainLink was 90.19%, occurring on Jun 19, 2023. The portfolio has not yet recovered.

The current ChainLink drawdown is 83.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.19%May 10, 2021771Jun 19, 2023
-87.77%Jan 9, 2018171Jun 28, 2018350Jun 13, 2019521
-69.82%Oct 7, 201754Nov 29, 201724Dec 23, 201778
-62.1%Mar 6, 202011Mar 16, 202099Jun 23, 2020110
-60.25%Aug 16, 202039Sep 23, 2020114Jan 15, 2021153

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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