ALGO-USD vs. VET-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Algorand (ALGO-USD) and VeChain (VET-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ALGO-USD Algorand	-9.07%	-66.96%	49.75%	29.22%	-89.60%	393.28%	55.98%	-93.29%
VET-USD VeChain	-34.58%	-75.81%	25.42%	117.37%	-80.94%	340.98%	258.27%	-24.19%

Returns By Period

In the year-to-date period, ALGO-USD achieves a -9.07% return, which is significantly higher than VET-USD's -34.58% return.

ALGO-USD

• 1D: 6.82%
• 1M: 13.98%
• YTD: -9.07%
• 6M: -54.64%
• 1Y: -46.90%
• 3Y*: -22.32%
• 5Y*: -40.63%
• 10Y*: —

VET-USD

• 1D: 0.74%
• 1M: -6.20%
• YTD: -34.58%
• 6M: -70.65%
• 1Y: -70.93%
• 3Y*: -33.64%
• 5Y*: -40.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 53
ALGO-USD Sharpe Ratio Rank: 49
ALGO-USD Sortino Ratio Rank: 51
ALGO-USD Omega Ratio Rank: 52
ALGO-USD Calmar Ratio Rank: 56
ALGO-USD Martin Ratio Rank: 56

VET-USD

VET-USD Risk / Return Rank: 15
VET-USD Sharpe Ratio Rank: 8
VET-USD Sortino Ratio Rank: 12
VET-USD Omega Ratio Rank: 13
VET-USD Calmar Ratio Rank: 21
VET-USD Martin Ratio Rank: 21

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.

	ALGO-USD	VET-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.55	-0.90	+0.35
Sortino ratio Return per unit of downside risk	-0.47	-1.64	+1.17
Omega ratio Gain probability vs. loss probability	0.96	0.85	+0.11
Calmar ratio Return relative to maximum drawdown	-1.06	-1.13	+0.07
Martin ratio Return relative to average drawdown	-1.57	-1.73	+0.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ALGO-USD Sharpe Ratio is -0.55, which is higher than the VET-USD Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ALGO-USD and VET-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALGO-USD	VET-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	-0.90	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	-0.41	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	-0.09	-0.26

Correlation

The correlation between ALGO-USD and VET-USD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

ALGO-USD vs. VET-USD - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -97.47%, roughly equal to the maximum VET-USD drawdown of -97.44%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and VET-USD.

Drawdown Indicators

	ALGO-USD	VET-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.47%	-97.44%	-0.03%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	-79.79%	+5.24%
Max Drawdown (5Y) Largest decline over 5 years	-96.59%	-97.44%	+0.85%
Current Drawdown Current decline from peak	-96.88%	-97.33%	+0.45%
Average Drawdown Average peak-to-trough decline	-86.49%	-73.07%	-13.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.45%	49.19%	-0.74%

Volatility

ALGO-USD vs. VET-USD - Volatility Comparison

Algorand (ALGO-USD) has a higher volatility of 20.73% compared to VeChain (VET-USD) at 13.81%. 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.

Volatility by Period

	ALGO-USD	VET-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.73%	13.81%	+6.92%
Volatility (6M) Calculated over the trailing 6-month period	58.04%	59.61%	-1.57%
Volatility (1Y) Calculated over the trailing 1-year period	71.03%	65.69%	+5.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.43%	82.49%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.05%	91.48%	+2.57%