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OmiseGo (OMG-USD)
Performance
Return for Risk
Drawdowns
Volatility

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OmiseGo

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in OmiseGo, 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

OmiseGo (OMG-USD) has returned -30.73% so far this year and -74.12% over the past 12 months.


OmiseGo

1D
-3.19%
1M
-4.31%
YTD
-30.73%
6M
-63.45%
1Y
-74.12%
3Y*
-67.27%
5Y*
-62.49%
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 Jul 13, 2017, OMG-USD's average daily return is +0.16%, while the average monthly return is +10.81%. At this rate, your investment would double in approximately 0.6 years.

Historically, 36% of months were positive and 64% were negative. The best month was Aug 2017 with a return of +869.6%, while the worst month was Mar 2018 at -55.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 10 months.

On a daily basis, OMG-USD closed higher 49% of trading days. The best single day was Aug 10, 2017 with a return of +72.9%, while the worst single day was Mar 12, 2020 at -43.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-12.36%-19.20%-2.18%-30.73%
2025-9.18%-20.88%-8.45%-3.18%2.51%-10.48%-2.10%-6.28%-13.15%-23.87%-20.76%-12.53%-75.42%
2024-24.48%40.00%27.77%-45.99%18.73%-51.57%-28.26%-15.29%31.40%-15.55%108.29%-34.10%-61.17%
202336.42%19.11%-5.30%-33.70%-28.35%-12.51%-10.36%-19.19%6.44%11.19%12.24%30.95%-19.42%
2022-14.82%-15.54%29.57%-33.84%-25.05%-32.38%19.37%-18.32%-4.92%-3.06%-23.82%-18.43%-82.55%
202141.82%21.14%84.67%-1.61%-14.55%-34.00%2.14%41.82%96.68%8.02%-35.82%-31.78%137.19%

Benchmark Metrics

OmiseGo has an annualized alpha of 0.78%, beta of 1.32, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 14, 2017.

  • This cryptocurrency participated in 184.08% of S&P 500 Index downside but only 3.25% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.05 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
0.78%
Beta
1.32
0.05
Upside Capture
3.25%
Downside Capture
184.08%

Return for Risk

Risk / Return Rank

OMG-USD ranks 14 for risk / return — in the bottom 14% of cryptocurrencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


OMG-USD Risk / Return Rank: 1414
Overall Rank
OMG-USD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OMG-USD Sortino Ratio Rank: 33
Sortino Ratio Rank
OMG-USD Omega Ratio Rank: 33
Omega Ratio Rank
OMG-USD Calmar Ratio Rank: 2121
Calmar Ratio Rank
OMG-USD Martin Ratio Rank: 4040
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 OmiseGo (OMG-USD) and compare them to a chosen benchmark (S&P 500 Index).


OMG-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-1.08

0.90

-1.98

Sortino ratio

Return per unit of downside risk

-2.21

1.39

-3.59

Omega ratio

Gain probability vs. loss probability

0.78

1.21

-0.43

Calmar ratio

Return relative to maximum drawdown

-1.15

1.40

-2.55

Martin ratio

Return relative to average drawdown

-1.69

6.61

-8.30

Explore OMG-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 OmiseGo. 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 OmiseGo was 99.79%, occurring on Mar 7, 2026. The portfolio has not yet recovered.

The current OmiseGo drawdown is 99.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.79%Jan 14, 20182975Mar 7, 2026
-52.77%Sep 8, 201755Nov 1, 201745Dec 16, 2017100
-31.21%Jul 15, 20172Jul 16, 20171Jul 17, 20173
-30.39%Dec 19, 20174Dec 22, 20179Dec 31, 201713
-26.67%Sep 2, 20173Sep 4, 20173Sep 7, 20176

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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