VET-USD vs. CHZ-USD
VET-USD (VeChain) and CHZ-USD (Chiliz) are both cryptocurrencies. Over the past 5 years, VET-USD returned -43.03%/yr vs -40.20%/yr for CHZ-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
VET-USD vs. CHZ-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VET-USD having a -57.44% return and CHZ-USD slightly lower at -57.99%.
VET-USD
- 1D
- -3.49%
- 1M
- -29.68%
- YTD
- -57.44%
- 6M
- -57.36%
- 1Y
- -78.94%
- 3Y*
- -37.70%
- 5Y*
- -43.03%
- 10Y*
- —
CHZ-USD
- 1D
- -6.68%
- 1M
- -50.89%
- YTD
- -57.99%
- 6M
- -47.54%
- 1Y
- -50.47%
- 3Y*
- -38.76%
- 5Y*
- -40.20%
- 10Y*
- —
VET-USD vs. CHZ-USD - Yearly Performance Comparison
Correlation
The correlation between VET-USD and CHZ-USD is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.63 |
The correlation between VET-USD and CHZ-USD shifts across timeframes, from 0.63 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VET-USD vs. CHZ-USD — Risk / Return Rank
VET-USD
CHZ-USD
VET-USD vs. CHZ-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VeChain (VET-USD) and Chiliz (CHZ-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.
| VET-USD | CHZ-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.96 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.71 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.65 | +0.27 |
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Drawdowns
VET-USD vs. CHZ-USD - Drawdown Comparison
The maximum VET-USD drawdown since its inception was -98.26%, roughly equal to the maximum CHZ-USD drawdown of -97.71%. Use the drawdown chart below to compare losses from any high point for VET-USD and CHZ-USD.
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Drawdown Indicators
| VET-USD | CHZ-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.26% | -97.71% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -84.40% | -71.36% | -13.04% |
Max Drawdown (3Y)Largest decline over 3 years | -94.34% | -89.35% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -97.48% | -96.86% | -0.62% |
Current DrawdownCurrent decline from peak | -98.26% | -97.71% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -73.76% | -72.54% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.96% | 31.92% | +19.04% |
Volatility
VET-USD vs. CHZ-USD - Volatility Comparison
The current volatility for VeChain (VET-USD) is 19.71%, while Chiliz (CHZ-USD) has a volatility of 32.89%. This indicates that VET-USD experiences smaller price fluctuations and is considered to be less risky than CHZ-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VET-USD | CHZ-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.71% | 32.89% | -13.18% |
Volatility (6M)Calculated over the trailing 6-month period | 48.91% | 70.36% | -21.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.45% | 75.86% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.93% | 83.90% | -9.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.53% | 109.64% | -19.11% |
Frequently Asked Questions
VET-USD and CHZ-USD have a correlation of 0.64, 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 (32.89%) compared to VET-USD (19.71%). In terms of maximum drawdown, VET-USD dropped -98.26% vs CHZ-USD's -97.71%.
CHZ-USD currently has the higher Sharpe Ratio (-0.55 vs -1.07), 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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