FIL-USD vs. MANA-USD
FIL-USD (FilecoinFutures) and MANA-USD (Decentraland) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -56.74%/yr vs -37.26%/yr for MANA-USD. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
FIL-USD vs. MANA-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FIL-USD having a -41.89% return and MANA-USD slightly lower at -42.87%.
FIL-USD
- 1D
- -2.60%
- 1M
- -4.09%
- 6M
- -48.46%
- YTD
- -41.89%
- 1Y
- -70.65%
- 3Y*
- -44.66%
- 5Y*
- -56.74%
- 10Y*
- —
MANA-USD
- 1D
- -0.57%
- 1M
- 3.28%
- 6M
- -48.44%
- YTD
- -42.87%
- 1Y
- -78.31%
- 3Y*
- -44.88%
- 5Y*
- -37.26%
- 10Y*
- —
FIL-USD vs. MANA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -41.89% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 625.46% | 15.13% | -85.50% | 75.44% |
MANA-USD Decentraland | -42.87% | -73.97% | -10.59% | 75.55% | -90.91% | 4,072.47% | 159.63% | -33.65% | -55.47% | 39.13% |
Correlation
The correlation between FIL-USD and MANA-USD is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2017 | 0.52 |
Over the past year, FIL-USD and MANA-USD have become more correlated (0.77) than their long-term average of 0.52, meaning their price movements have been converging.
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Return for Risk
FIL-USD vs. MANA-USD — Risk / Return Rank
FIL-USD
MANA-USD
FIL-USD vs. MANA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-USD) and Decentraland (MANA-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.
| FIL-USD | MANA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.81 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.94 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.31 | +0.09 |
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Drawdowns
FIL-USD vs. MANA-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.63%, roughly equal to the maximum MANA-USD drawdown of -98.80%. Use the drawdown chart below to compare losses from any high point for FIL-USD and MANA-USD.
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Drawdown Indicators
| FIL-USD | MANA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.63% | -98.80% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -78.76% | -83.13% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -93.78% | -92.05% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -99.37% | -98.80% | -0.57% |
Current DrawdownCurrent decline from peak | -99.61% | -98.66% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -82.08% | -78.86% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.00% | 55.76% | +11.24% |
Volatility
FIL-USD vs. MANA-USD - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 11.59%, while Decentraland (MANA-USD) has a volatility of 24.44%. This indicates that FIL-USD experiences smaller price fluctuations and is considered to be less risky than MANA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIL-USD | MANA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 24.44% | -12.85% |
Volatility (6M)Calculated over the trailing 6-month period | 60.16% | 55.49% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.99% | 68.30% | +32.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.73% | 102.80% | -16.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.17% | 171.74% | -40.57% |
Frequently Asked Questions
FIL-USD and MANA-USD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MANA-USD has higher volatility (24.44%) compared to FIL-USD (11.59%). In terms of maximum drawdown, FIL-USD dropped -99.63% vs MANA-USD's -98.80%.
FIL-USD currently has the higher Sharpe Ratio (-0.58 vs -0.95), 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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