CHZ-USD vs. FIL-USD
CHZ-USD (Chiliz) and FIL-USD (FilecoinFutures) are both cryptocurrencies. Over the past 5 years, CHZ-USD returned -39.22%/yr vs -57.70%/yr for FIL-USD. At a 0.49 correlation, their price movements are largely independent.
Performance
CHZ-USD vs. FIL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CHZ-USD achieves a -52.84% return, which is significantly lower than FIL-USD's -38.49% return.
CHZ-USD
- 1D
- -3.40%
- 1M
- -47.21%
- YTD
- -52.84%
- 6M
- -44.41%
- 1Y
- -38.39%
- 3Y*
- -36.39%
- 5Y*
- -39.22%
- 10Y*
- —
FIL-USD
- 1D
- 1.92%
- 1M
- -18.78%
- YTD
- -38.49%
- 6M
- -38.67%
- 1Y
- -61.55%
- 3Y*
- -41.83%
- 5Y*
- -57.70%
- 10Y*
- —
CHZ-USD vs. FIL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHZ-USD Chiliz | -52.84% | -48.35% | -5.33% | -13.79% | -64.67% | 1,223.46% | 202.05% | -58.87% |
FIL-USD FilecoinFutures | -38.49% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | -38.65% |
Correlation
The correlation between CHZ-USD and FIL-USD is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.49 |
The correlation between CHZ-USD and FIL-USD shifts across timeframes, from 0.49 (all time) to 0.72 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CHZ-USD vs. FIL-USD — Risk / Return Rank
CHZ-USD
FIL-USD
CHZ-USD vs. FIL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chiliz (CHZ-USD) and FilecoinFutures (FIL-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.
| CHZ-USD | FIL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.95 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.79 | +0.22 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.13 | -0.16 |
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Drawdowns
CHZ-USD vs. FIL-USD - Drawdown Comparison
The maximum CHZ-USD drawdown since its inception was -97.43%, roughly equal to the maximum FIL-USD drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for CHZ-USD and FIL-USD.
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Drawdown Indicators
| CHZ-USD | FIL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.43% | -99.62% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -67.85% | -78.23% | +10.38% |
Max Drawdown (3Y)Largest decline over 3 years | -88.05% | -93.63% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -96.48% | -99.36% | +2.88% |
Current DrawdownCurrent decline from peak | -97.43% | -99.58% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -72.51% | -81.97% | +9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.32% | 63.23% | -31.91% |
Volatility
CHZ-USD vs. FIL-USD - Volatility Comparison
Chiliz (CHZ-USD) has a higher volatility of 32.75% compared to FilecoinFutures (FIL-USD) at 25.55%. This indicates that CHZ-USD's price experiences larger fluctuations and is considered to be riskier than FIL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHZ-USD | FIL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.75% | 25.55% | +7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 70.13% | 62.01% | +8.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.02% | 101.82% | -25.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.01% | 87.32% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.68% | 131.58% | -21.90% |
Frequently Asked Questions
CHZ-USD and FIL-USD have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHZ-USD has higher volatility (32.75%) compared to FIL-USD (25.55%). In terms of maximum drawdown, CHZ-USD dropped -97.43% vs FIL-USD's -99.62%.
CHZ-USD currently has the higher Sharpe Ratio (-0.42 vs -0.50), 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.
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