The numbers desks actually watch — volatility, Value at Risk, max drawdown, risk-adjusted return
Return is what you see. Risk is what kills you. Two assets can show the same gain — one calm, one a rollercoaster that nearly wiped you out on the way. This ranks assets by the metrics that matter for survival: how violently they move, how much you could lose on a bad day (VaR), the worst peak-to-trough fall (max drawdown), and whether the return justified the risk taken (Sharpe).
How much it swings, annualised. Higher = wilder ride. Crypto often 60-90%+, blue chips 15-30%.
VaR 95% (1-day)
On a bad day (worst 5%), the approx loss to expect. -4% means 1 day in 20 could lose ~4%+.
Max Drawdown
Worst peak-to-trough fall in the window. The pain you'd have endured holding through.
Sharpe (simplified)
Return per unit of risk. >1 good, >2 excellent, <0 means risk wasn't rewarded.
Loading real price history…
All metrics are computed on real historical daily returns over the selected window. They describe the past — volatility regimes change, and VaR famously underestimates rare crashes ("tail risk"). Use this to compare relative risk between assets and size positions sensibly, not as a guarantee of future losses or gains. Educational analysis, not financial advice. Data: CoinGecko / Yahoo Finance.