PortfoliosLab logoPortfoliosLab logo
ALGO-USD vs. VET-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ALGO-USD vs. VET-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algorand (ALGO-USD) and VeChain (VET-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ALGO-USD achieves a -23.48% return, which is significantly higher than VET-USD's -57.44% return.


ALGO-USD

1D
-5.91%
1M
-22.21%
YTD
-23.48%
6M
-26.48%
1Y
-51.96%
3Y*
-13.28%
5Y*
-36.37%
10Y*

VET-USD

1D
-3.49%
1M
-29.68%
YTD
-57.44%
6M
-57.36%
1Y
-78.94%
3Y*
-37.70%
5Y*
-43.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALGO-USD vs. VET-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ALGO-USD
Algorand
-23.48%-66.96%49.75%29.22%-89.60%393.28%55.98%-93.42%
VET-USD
VeChain
-57.44%-75.81%25.42%117.37%-80.94%340.98%258.27%-28.27%

Correlation

The correlation between ALGO-USD and VET-USD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.72

The correlation between ALGO-USD and VET-USD has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ALGO-USD vs. VET-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALGO-USD
ALGO-USD Risk / Return Rank: 6060
Overall Rank
ALGO-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ALGO-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
ALGO-USD Omega Ratio Rank: 5959
Omega Ratio Rank
ALGO-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
ALGO-USD Martin Ratio Rank: 6868
Martin Ratio Rank

VET-USD
VET-USD Risk / Return Rank: 99
Overall Rank
VET-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VET-USD Sortino Ratio Rank: 33
Sortino Ratio Rank
VET-USD Omega Ratio Rank: 55
Omega Ratio Rank
VET-USD Calmar Ratio Rank: 1616
Calmar Ratio Rank
VET-USD Martin Ratio Rank: 1414
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.

ALGO-USD vs. VET-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Algorand (ALGO-USD) and VeChain (VET-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALGO-USDVET-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

0.94

0.79

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.94

+0.24

Martin ratioReturn relative to average drawdown

-0.96

-1.39

+0.43

ALGO-USD vs. VET-USD - Sharpe Ratio Comparison

The current ALGO-USD Sharpe Ratio is -0.62, which is higher than the VET-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of ALGO-USD and VET-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ALGO-USD vs. VET-USD - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -97.53%, roughly equal to the maximum VET-USD drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and VET-USD.


Loading charts...

Drawdown Indicators


ALGO-USDVET-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-98.26%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-74.55%

-84.40%

+9.85%

Max Drawdown (3Y)

Largest decline over 3 years

-84.09%

-94.34%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-96.59%

-97.48%

+0.89%

Current Drawdown

Current decline from peak

-97.43%

-98.26%

+0.83%

Average Drawdown

Average peak-to-trough decline

-87.06%

-73.76%

-13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.68%

50.96%

-10.28%

Volatility

ALGO-USD vs. VET-USD - Volatility Comparison

Algorand (ALGO-USD) has a higher volatility of 23.23% compared to VeChain (VET-USD) at 19.71%. This indicates that ALGO-USD's price experiences larger fluctuations and is considered to be riskier than VET-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ALGO-USDVET-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.23%

19.71%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

55.78%

48.91%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

69.35%

61.45%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.69%

73.93%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.21%

90.53%

+2.68%

Frequently Asked Questions


ALGO-USD and VET-USD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALGO-USD has higher volatility (23.23%) compared to VET-USD (19.71%). In terms of maximum drawdown, ALGO-USD dropped -97.53% vs VET-USD's -98.26%.

ALGO-USD currently has the higher Sharpe Ratio (-0.62 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ALGO-USD and VET-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer