Top 100 Risk By Size: data

As of 06/10/2026 04:29 UTC. Period: last 30 days. Source: The Risk Protocol, calculated hourly.

Benchmarks

• BTC: return 7.08%, volatility 28.41%, upside volatility 21.55%, downside volatility 18.51%, Sharpe 3.03, Sortino 4.65
• ETH: return 8.02%, volatility 37.18%, upside volatility 27.96%, downside volatility 24.50%, Sharpe 2.62, Sortino 3.98

Market-cap groups

• 20 largest: return 7.79%, volatility 31.48%, upside volatility 23.57%, downside volatility 20.83%, Sharpe 2.55, Sortino 3.90
• 21st to 40th largest: return 20.46%, volatility 57.97%, upside volatility 44.29%, downside volatility 37.35%, Sharpe 2.86, Sortino 4.58
• 41st to 60th largest: return 27.76%, volatility 87.28%, upside volatility 65.59%, downside volatility 57.52%, Sharpe 3.67, Sortino 5.61
• 61st to 80th largest: return 26.13%, volatility 80.55%, upside volatility 60.35%, downside volatility 53.24%, Sharpe 3.39, Sortino 5.16
• 81st to 97 th largest: return 23.50%, volatility 1047.30%, upside volatility 748.34%, downside volatility 729.94%, Sharpe 2.96, Sortino 4.81

Largest assets in each group (by market cap)

20 largest

• BTC: return 7.08%, volatility 28.41%, upside volatility 21.55%, downside volatility 18.51%, Sharpe 3.03, Sortino 4.65
• ETH: return 8.02%, volatility 37.18%, upside volatility 27.96%, downside volatility 24.50%, Sharpe 2.62, Sortino 3.98
• USDT: return -0.04%, volatility 1.44%, upside volatility 1.03%, downside volatility 1.00%, Sharpe -0.33, Sortino -0.47
• XRP: return 5.64%, volatility 58.01%, upside volatility 40.42%, downside volatility 41.57%, Sharpe 1.18, Sortino 1.65
• BNB: return 2.36%, volatility 31.82%, upside volatility 22.42%, downside volatility 22.54%, Sharpe 0.90, Sortino 1.27

21st to 40th largest

• WETH: return 8.19%, volatility 37.64%, upside volatility 28.45%, downside volatility 24.63%, Sharpe 2.65, Sortino 4.05
• LTC: return 26.95%, volatility 63.17%, upside volatility 49.89%, downside volatility 38.81%, Sharpe 5.19, Sortino 8.45
• SUI: return 49.67%, volatility 90.64%, upside volatility 71.90%, downside volatility 55.34%, Sharpe 6.67, Sortino 10.92
• AVAX: return 45.40%, volatility 80.57%, upside volatility 60.34%, downside volatility 53.53%, Sharpe 6.86, Sortino 10.32
• DAI: return -0.01%, volatility 3.16%, upside volatility 2.27%, downside volatility 2.19%, Sharpe -0.03, Sortino -0.04

41st to 60th largest

• ETC: return 13.74%, volatility 72.11%, upside volatility 52.47%, downside volatility 49.42%, Sharpe 2.32, Sortino 3.38
• ARB: return 6.98%, volatility 125.10%, upside volatility 95.29%, downside volatility 80.92%, Sharpe 0.68, Sortino 1.05
• ALGO: return 34.32%, volatility 84.63%, upside volatility 64.36%, downside volatility 54.99%, Sharpe 4.93, Sortino 7.59
• GT: return 18.43%, volatility 48.46%, upside volatility 36.39%, downside volatility 32.03%, Sharpe 4.63, Sortino 7.00
• JUP: return 54.97%, volatility 102.78%, upside volatility 77.22%, downside volatility 67.95%, Sharpe 6.51, Sortino 9.84

61st to 80th largest

• FET: return 49.98%, volatility 97.06%, upside volatility 73.21%, downside volatility 63.85%, Sharpe 6.26, Sortino 9.52
• TUSD: return -0.01%, volatility 3.37%, upside volatility 2.29%, downside volatility 2.47%, Sharpe -0.02, Sortino -0.03
• LDO: return 14.12%, volatility 85.58%, upside volatility 62.49%, downside volatility 58.40%, Sharpe 2.01, Sortino 2.94
• TIA: return 20.96%, volatility 98.08%, upside volatility 70.57%, downside volatility 68.05%, Sharpe 2.60, Sortino 3.75
• PENDLE: return 20.02%, volatility 88.57%, upside volatility 66.01%, downside volatility 59.02%, Sharpe 2.75, Sortino 4.13

81st to 97 th largest

• WIF: return 15.24%, volatility 93.80%, upside volatility 67.80%, downside volatility 64.75%, Sharpe 1.98, Sortino 2.86
• NFT: return -0.25%, volatility 38.59%, upside volatility 28.74%, downside volatility 25.71%, Sharpe -0.08, Sortino -0.12
• THETA: return 25.75%, volatility 82.29%, upside volatility 61.45%, downside volatility 54.72%, Sharpe 3.81, Sortino 5.72
• MANA: return 37.18%, volatility 80.33%, upside volatility 63.72%, downside volatility 49.00%, Sharpe 5.63, Sortino 9.23
• SAND: return 67.00%, volatility 124.17%, upside volatility 106.81%, downside volatility 63.50%, Sharpe 6.56, Sortino 12.84