Top 100 Risk By Sector: data

As of 26/10/2026 17:23 UTC. Period: last 30 days. Source: The Risk Protocol, calculated hourly.

Benchmarks

• BTC: return -4.82%, volatility 27.25%, upside volatility 18.58%, downside volatility 19.92%, Sharpe -2.15, Sortino -2.94
• ETH: return -13.86%, volatility 39.16%, upside volatility 24.71%, downside volatility 30.40%, Sharpe -4.31, Sortino -5.55

Sectors (sorted by Sortino ratio)

• Gaming: return -9.43%, volatility 108.43%, upside volatility 84.64%, downside volatility 66.84%, Sharpe -1.35, Sortino -1.92
• Stablecoins: return -0.50%, volatility 2.35%, upside volatility 1.63%, downside volatility 1.68%, Sharpe -1.50, Sortino -2.06
• NFT: return -8.52%, volatility 48.18%, upside volatility 34.36%, downside volatility 33.73%, Sharpe -1.55, Sortino -2.20
• CeFi: return -6.95%, volatility 37.49%, upside volatility 26.25%, downside volatility 26.75%, Sharpe -2.26, Sortino -3.19
• Networks: return -6.99%, volatility 32.29%, upside volatility 21.65%, downside volatility 23.91%, Sharpe -2.57, Sortino -3.44
• DePIN: return -19.04%, volatility 90.48%, upside volatility 63.24%, downside volatility 64.62%, Sharpe -2.55, Sortino -3.56
• Blockchain Infrastructure: return -18.82%, volatility 70.78%, upside volatility 49.94%, downside volatility 50.13%, Sharpe -3.51, Sortino -4.91
• DeFI: return -15.85%, volatility 50.44%, upside volatility 34.26%, downside volatility 36.98%, Sharpe -3.68, Sortino -4.95
• Meme: return -18.31%, volatility 56.07%, upside volatility 35.40%, downside volatility 43.43%, Sharpe -4.19, Sortino -5.31

Largest assets in each sector (by market cap)

Blockchain Infrastructure

• LINK: return -20.29%, volatility 61.66%, upside volatility 43.14%, downside volatility 44.09%, Sharpe -4.00, Sortino -5.60
• WLD: return -12.10%, volatility 109.14%, upside volatility 78.37%, downside volatility 75.87%, Sharpe -1.35, Sortino -1.94
• PYTH: return -2.96%, volatility 118.40%, upside volatility 90.63%, downside volatility 76.07%, Sharpe -0.30, Sortino -0.47
• GRT: return -20.79%, volatility 86.88%, upside volatility 60.57%, downside volatility 62.27%, Sharpe -2.91, Sortino -4.06
• JTO: return -27.59%, volatility 95.97%, upside volatility 63.59%, downside volatility 71.91%, Sharpe -3.50, Sortino -4.67

CeFi

• NEXO: return -7.69%, volatility 37.31%, upside volatility 26.26%, downside volatility 26.50%, Sharpe -2.51, Sortino -3.53
• KCS: return -0.55%, volatility 39.04%, upside volatility 26.20%, downside volatility 28.90%, Sharpe -0.17, Sortino -0.23

DeFI

• STETH: return -13.86%, volatility 39.37%, upside volatility 24.93%, downside volatility 30.50%, Sharpe -4.28, Sortino -5.53
• XLM: return -22.33%, volatility 60.28%, upside volatility 42.37%, downside volatility 42.94%, Sharpe -4.51, Sortino -6.33
• WBTC: return -4.93%, volatility 27.26%, upside volatility 18.43%, downside volatility 20.06%, Sharpe -2.20, Sortino -2.99
• UNI: return -27.00%, volatility 76.20%, upside volatility 53.58%, downside volatility 54.26%, Sharpe -4.31, Sortino -6.05
• WETH: return -13.91%, volatility 40.03%, upside volatility 25.08%, downside volatility 31.22%, Sharpe -4.23, Sortino -5.42

DePIN

• RENDER: return -13.42%, volatility 85.70%, upside volatility 58.37%, downside volatility 62.69%, Sharpe -1.91, Sortino -2.61
• FIL: return -18.84%, volatility 95.55%, upside volatility 68.34%, downside volatility 66.73%, Sharpe -2.40, Sortino -3.43
• FET: return -29.19%, volatility 94.86%, upside volatility 65.18%, downside volatility 68.98%, Sharpe -3.74, Sortino -5.15
• AR: return -29.33%, volatility 94.14%, upside volatility 64.03%, downside volatility 69.07%, Sharpe -3.79, Sortino -5.17
• JASMY: return -9.33%, volatility 90.91%, upside volatility 66.64%, downside volatility 61.77%, Sharpe -1.25, Sortino -1.84

Gaming

• MANA: return -14.46%, volatility 89.35%, upside volatility 67.33%, downside volatility 58.68%, Sharpe -1.97, Sortino -3.00
• SAND: return 4.26%, volatility 143.14%, upside volatility 120.36%, downside volatility 77.30%, Sharpe 0.36, Sortino 0.67
• GALA: return -21.45%, volatility 90.18%, upside volatility 61.38%, downside volatility 66.06%, Sharpe -2.89, Sortino -3.95

Meme

• DOGE: return -20.68%, volatility 52.35%, upside volatility 31.92%, downside volatility 41.55%, Sharpe -4.81, Sortino -6.06
• SHIB: return -18.21%, volatility 51.54%, upside volatility 32.33%, downside volatility 40.18%, Sharpe -4.30, Sortino -5.51
• PEPE: return -1.18%, volatility 80.18%, upside volatility 57.51%, downside volatility 55.80%, Sharpe -0.18, Sortino -0.26
• BONK: return -19.04%, volatility 80.25%, upside volatility 53.81%, downside volatility 59.53%, Sharpe -2.89, Sortino -3.89
• FLOKI: return -20.47%, volatility 68.29%, upside volatility 44.97%, downside volatility 51.41%, Sharpe -3.65, Sortino -4.85

NFT

• NFT: return -1.78%, volatility 27.59%, upside volatility 20.26%, downside volatility 18.70%, Sharpe -0.78, Sortino -1.16
• APE: return -21.07%, volatility 86.54%, upside volatility 60.64%, downside volatility 61.74%, Sharpe -2.96, Sortino -4.15

Networks

• BTC: return -4.82%, volatility 27.25%, upside volatility 18.58%, downside volatility 19.92%, Sharpe -2.15, Sortino -2.94
• ETH: return -13.86%, volatility 39.16%, upside volatility 24.71%, downside volatility 30.40%, Sharpe -4.31, Sortino -5.55
• XRP: return -16.15%, volatility 46.89%, upside volatility 30.34%, downside volatility 35.78%, Sharpe -4.19, Sortino -5.49
• BNB: return -4.08%, volatility 29.93%, upside volatility 19.02%, downside volatility 23.08%, Sharpe -1.66, Sortino -2.15
• SOL: return -16.07%, volatility 46.71%, upside volatility 30.92%, downside volatility 35.04%, Sharpe -4.18, Sortino -5.58

Stablecoins

• USDT: return -0.16%, volatility 1.11%, upside volatility 0.76%, downside volatility 0.81%, Sharpe -1.75, Sortino -2.40
• USDC: return -0.04%, volatility 0.70%, upside volatility 0.50%, downside volatility 0.48%, Sharpe -0.67, Sortino -0.97
• DAI: return -0.04%, volatility 2.82%, upside volatility 1.97%, downside volatility 2.01%, Sharpe -0.16, Sortino -0.22
• XAUT: return -6.27%, volatility 14.30%, upside volatility 9.26%, downside volatility 10.92%, Sharpe -5.34, Sortino -6.99
• PYUSD: return -0.00%, volatility 1.36%, upside volatility 0.98%, downside volatility 0.94%, Sharpe -0.03, Sortino -0.05