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FIL-USD vs. MANA-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FIL-USD vs. MANA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FilecoinFutures (FIL-USD) and Decentraland (MANA-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIL-USD achieves a -32.77% return, which is significantly higher than MANA-USD's -35.91% return.


FIL-USD

1D
-8.90%
1M
-5.74%
YTD
-32.77%
6M
-43.17%
1Y
-67.10%
3Y*
-43.63%
5Y*
-60.41%
10Y*

MANA-USD

1D
-7.34%
1M
-11.75%
YTD
-35.91%
6M
-51.29%
1Y
-72.63%
3Y*
-45.73%
5Y*
-38.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIL-USD vs. MANA-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIL-USD
FilecoinFutures
-32.77%-73.81%-28.62%130.09%-91.21%40.46%625.46%15.13%-85.50%74.98%
MANA-USD
Decentraland
-35.91%-73.97%-10.59%75.55%-90.91%4,072.47%159.63%-33.65%-55.47%20.61%

Correlation

The correlation between FIL-USD and MANA-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

0.80

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

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2017

0.52

Over the past year, FIL-USD and MANA-USD have become more correlated (0.80) 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

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

FIL-USD
FIL-USD Risk / Return Rank: 5858
Overall Rank
FIL-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FIL-USD Sortino Ratio Rank: 5353
Sortino Ratio Rank
FIL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
FIL-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
FIL-USD Martin Ratio Rank: 6666
Martin Ratio Rank

MANA-USD
MANA-USD Risk / Return Rank: 3131
Overall Rank
MANA-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MANA-USD Sortino Ratio Rank: 1717
Sortino Ratio Rank
MANA-USD Omega Ratio Rank: 1818
Omega Ratio Rank
MANA-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
MANA-USD Martin Ratio Rank: 5656
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.

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.


FIL-USDMANA-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.55

-0.89

+0.34

Sortino ratio

Return per unit of downside risk

-0.74

-1.58

+0.84

Omega ratio

Gain probability vs. loss probability

0.93

0.85

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.98

-1.10

+0.12

Martin ratio

Return relative to average drawdown

-1.23

-1.38

+0.15

FIL-USD vs. MANA-USD - Sharpe Ratio Comparison

The current FIL-USD Sharpe Ratio is -0.55, which is higher than the MANA-USD Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of FIL-USD and MANA-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.


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Sharpe Ratios by Period


FIL-USDMANA-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.89

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

-0.31

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.00

-0.17

Drawdowns

FIL-USD vs. MANA-USD - Drawdown Comparison

The maximum FIL-USD drawdown since its inception was -99.58%, roughly equal to the maximum MANA-USD drawdown of -98.50%. 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-USDMANA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-98.50%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-76.17%

-78.88%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-93.03%

-90.05%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-99.30%

-98.50%

-0.80%

Current Drawdown

Current decline from peak

-99.54%

-98.50%

-1.04%

Average Drawdown

Average peak-to-trough decline

-81.88%

-78.64%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.49%

61.49%

-1.00%

Volatility

FIL-USD vs. MANA-USD - Volatility Comparison

FilecoinFutures (FIL-USD) has a higher volatility of 29.62% compared to Decentraland (MANA-USD) at 15.10%. This indicates that FIL-USD's price experiences larger fluctuations and is considered to be riskier 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-USDMANA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.62%

15.10%

+14.52%

Volatility (6M)

Calculated over the trailing 6-month period

61.29%

52.77%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

101.15%

67.73%

+33.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.38%

103.93%

-15.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.89%

172.31%

-40.42%

Frequently Asked Questions


FIL-USD and MANA-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.

FIL-USD has higher volatility (29.62%) compared to MANA-USD (15.10%). In terms of maximum drawdown, FIL-USD dropped -99.58% vs MANA-USD's -98.50%.

FIL-USD currently has the higher Sharpe Ratio (-0.55 vs -0.89), 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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