CHZ-USD vs. LINK-USD
CHZ-USD (Chiliz) and LINK-USD (Chainlink) are both cryptocurrencies. Over the past 5 years, CHZ-USD returned -45.63%/yr vs -19.24%/yr for LINK-USD. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
CHZ-USD vs. LINK-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CHZ-USD achieves a -70.14% return, which is significantly lower than LINK-USD's -33.78% return.
CHZ-USD
- 1D
- -2.33%
- 1M
- -30.00%
- 6M
- -71.49%
- YTD
- -70.14%
- 1Y
- -66.75%
- 3Y*
- -45.16%
- 5Y*
- -45.63%
- 10Y*
- —
- ALL TIME*
- -4.32%
LINK-USD
- 1D
- -1.18%
- 1M
- 4.22%
- 6M
- -19.17%
- YTD
- -33.78%
- 1Y
- -49.79%
- 3Y*
- 3.17%
- 5Y*
- -19.24%
- 10Y*
- —
- ALL TIME*
- 56.01%
Liquidity Comparison
CHZ-USD vs. LINK-USD - Yearly Performance Comparison
Correlation
The correlation between CHZ-USD and LINK-USD is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.57 |
The correlation between CHZ-USD and LINK-USD has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
CHZ-USD vs. LINK-USD — Risk / Return Rank
CHZ-USD
LINK-USD
CHZ-USD vs. LINK-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chiliz (CHZ-USD) and Chainlink (LINK-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 | LINK-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.93 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.68 | -0.16 |
| Martin ratioReturn relative to average drawdown | -1.75 | -0.91 | -0.84 |
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Drawdowns
CHZ-USD vs. LINK-USD - Drawdown Comparison
The maximum CHZ-USD drawdown since its inception was -98.37%, which is greater than LINK-USD's maximum drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for CHZ-USD and LINK-USD.
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Drawdown Indicators
| CHZ-USD | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.37% | -90.19% | -8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -79.64% | -73.15% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -92.43% | -75.42% | -17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -97.77% | -85.26% | -12.51% |
Current DrawdownCurrent decline from peak | -98.37% | -84.59% | -13.78% |
Average DrawdownAverage peak-to-trough decline | -72.91% | -60.79% | -12.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.42% | 34.96% | +7.46% |
Volatility
CHZ-USD vs. LINK-USD - Volatility Comparison
Chiliz (CHZ-USD) has a higher volatility of 14.29% compared to Chainlink (LINK-USD) at 12.98%. This indicates that CHZ-USD's price experiences larger fluctuations and is considered to be riskier than LINK-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 | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.29% | 12.98% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 62.88% | 43.21% | +19.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.44% | 62.90% | +12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.75% | 73.88% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.02% | 100.25% | +8.77% |
Frequently Asked Questions
CHZ-USD and LINK-USD have a correlation of 0.61, 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 (14.29%) compared to LINK-USD (12.98%). In terms of maximum drawdown, CHZ-USD dropped -98.37% vs LINK-USD's -90.19%.
LINK-USD currently has the higher Sharpe Ratio (-0.66 vs -0.74), 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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