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MANA-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


MANA-USDBNB-USD
YTD Return-39.29%91.66%
1Y Return3.66%175.01%
3Y Return (Ann)-26.78%7.75%
5Y Return (Ann)63.43%104.58%
Sharpe Ratio-0.572.27
Sortino Ratio-0.502.81
Omega Ratio0.951.29
Calmar Ratio0.011.46
Martin Ratio-0.938.35
Ulcer Index49.43%16.66%
Daily Std Dev66.01%48.11%
Max Drawdown-95.21%-80.10%
Current Drawdown-93.91%-15.71%

Correlation

-0.50.00.51.00.6

The correlation between MANA-USD and BNB-USD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

MANA-USD vs. BNB-USD - Performance Comparison

In the year-to-date period, MANA-USD achieves a -39.29% return, which is significantly lower than BNB-USD's 91.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-34.36%
-1.12%
MANA-USD
BNB-USD

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Risk-Adjusted Performance

MANA-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Decentraland (MANA-USD) and Binance Coin (BNB-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.


MANA-USD
Sharpe ratio
The chart of Sharpe ratio for MANA-USD, currently valued at -0.57, compared to the broader market-0.500.000.501.001.502.00-0.57
Sortino ratio
The chart of Sortino ratio for MANA-USD, currently valued at -0.50, compared to the broader market-1.000.001.002.00-0.50
Omega ratio
The chart of Omega ratio for MANA-USD, currently valued at 0.95, compared to the broader market0.901.001.101.201.300.95
Calmar ratio
The chart of Calmar ratio for MANA-USD, currently valued at 0.01, compared to the broader market0.501.001.500.01
Martin ratio
The chart of Martin ratio for MANA-USD, currently valued at -0.93, compared to the broader market0.002.004.006.008.0010.00-0.93
BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 2.27, compared to the broader market-0.500.000.501.001.502.002.27
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 2.81, compared to the broader market-1.000.001.002.002.81
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.29
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 1.46, compared to the broader market0.501.001.501.46
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 8.35, compared to the broader market0.002.004.006.008.0010.008.35

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

The current MANA-USD Sharpe Ratio is -0.57, which is lower than the BNB-USD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of MANA-USD and BNB-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.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00MayJuneJulyAugustSeptemberOctober
-0.57
2.27
MANA-USD
BNB-USD

Drawdowns

MANA-USD vs. BNB-USD - Drawdown Comparison

The maximum MANA-USD drawdown since its inception was -95.21%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for MANA-USD and BNB-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-93.91%
-15.71%
MANA-USD
BNB-USD

Volatility

MANA-USD vs. BNB-USD - Volatility Comparison

Decentraland (MANA-USD) has a higher volatility of 22.86% compared to Binance Coin (BNB-USD) at 10.52%. This indicates that MANA-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%MayJuneJulyAugustSeptemberOctober
22.86%
10.52%
MANA-USD
BNB-USD