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SynthetixNetworkToken (SNX-USD)
Performance
Return for Risk
Drawdowns
Volatility

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SynthetixNetworkToken

Performance

Performance Chart

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

SynthetixNetworkToken (SNX-USD) has returned -29.81% so far this year and -62.19% over the past 12 months.


SynthetixNetworkToken

1D
4.64%
1M
-7.77%
YTD
-29.81%
6M
-73.38%
1Y
-62.19%
3Y*
-51.88%
5Y*
-56.82%
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 Mar 13, 2018, SNX-USD's average daily return is +0.25%, while the average monthly return is +7.57%. At this rate, your investment would double in approximately 0.8 years.

Historically, 42% of months were positive and 58% were negative. The best month was May 2019 with a return of +303.9%, while the worst month was Nov 2018 at -52.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, SNX-USD closed higher 49% of trading days. The best single day was Oct 12, 2025 with a return of +80.9%, while the worst single day was May 19, 2021 at -38.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-12.68%-10.34%-10.36%-29.81%
2025-16.10%-43.30%-16.37%-6.57%-4.64%-14.01%-0.34%16.70%59.44%-7.49%-45.80%-24.35%-78.57%
2024-20.86%37.23%11.31%-43.17%7.02%-29.78%-17.32%-19.00%18.37%-11.91%88.93%-27.21%-50.43%
202360.45%20.79%-8.05%-4.96%-4.44%-1.33%12.08%-25.02%8.10%8.64%46.13%16.69%168.73%
20224.18%-27.50%64.13%-35.86%-28.52%-26.87%55.86%-16.92%-19.70%5.38%-30.74%-17.23%-73.89%
2021137.56%8.76%-6.03%3.38%-26.79%-44.94%38.16%14.23%-17.17%5.70%-24.44%-28.23%-24.18%

Benchmark Metrics

SynthetixNetworkToken has an annualized alpha of 36.99%, beta of 1.28, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since March 14, 2018.

  • This cryptocurrency participated in 164.54% of S&P 500 Index downside but only 44.39% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.04 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
36.99%
Beta
1.28
0.04
Upside Capture
44.39%
Downside Capture
164.54%

Return for Risk

Risk / Return Rank

SNX-USD ranks 69 for risk / return — better than 69% 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.


SNX-USD Risk / Return Rank: 6969
Overall Rank
SNX-USD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SNX-USD Sortino Ratio Rank: 6868
Sortino Ratio Rank
SNX-USD Omega Ratio Rank: 6868
Omega Ratio Rank
SNX-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
SNX-USD Martin Ratio Rank: 7575
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 SynthetixNetworkToken (SNX-USD) and compare them to a chosen benchmark (S&P 500 Index).


SNX-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.90

-1.33

Sortino ratio

Return per unit of downside risk

-0.11

1.39

-1.49

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.85

1.40

-2.24

Martin ratio

Return relative to average drawdown

-1.17

6.61

-7.78

Explore SNX-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 SynthetixNetworkToken. 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 SynthetixNetworkToken was 98.99%, occurring on Mar 29, 2026. The portfolio has not yet recovered.

The current SynthetixNetworkToken drawdown is 98.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.99%Feb 13, 20211871Mar 29, 2026
-95.35%May 21, 2018230Jan 5, 2019292Oct 24, 2019522
-72.81%Nov 25, 2019115Mar 18, 202097Jun 23, 2020212
-65.62%Sep 1, 202064Nov 3, 202053Dec 26, 2020117
-41.43%Mar 25, 201813Apr 6, 201818Apr 24, 201831

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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