Top 100 Risk By Size: data

As of 04/10/2026 09:14 UTC. Period: last 30 days. Source: The Risk Protocol, calculated hourly.

Benchmarks

• BTC: return 5.19%, volatility 28.73%, upside volatility 21.42%, downside volatility 19.13%, Sharpe 2.20, Sortino 3.30
• ETH: return 7.45%, volatility 37.93%, upside volatility 27.95%, downside volatility 25.62%, Sharpe 2.39, Sortino 3.54

Market-cap groups

• 20 largest: return 6.93%, volatility 31.84%, upside volatility 23.56%, downside volatility 21.37%, Sharpe 2.15, Sortino 3.22
• 21st to 40th largest: return 23.80%, volatility 58.16%, upside volatility 44.31%, downside volatility 37.63%, Sharpe 3.36, Sortino 5.37
• 41st to 60th largest: return 34.77%, volatility 88.15%, upside volatility 66.76%, downside volatility 57.50%, Sharpe 4.51, Sortino 6.98
• 61st to 80th largest: return 31.63%, volatility 81.36%, upside volatility 60.98%, downside volatility 53.75%, Sharpe 3.96, Sortino 6.06
• 81st to 97 th largest: return 35.64%, volatility 1126.72%, upside volatility 804.64%, downside volatility 785.83%, Sharpe 4.72, Sortino 7.67

Largest assets in each group (by market cap)

20 largest

• BTC: return 5.19%, volatility 28.73%, upside volatility 21.42%, downside volatility 19.13%, Sharpe 2.20, Sortino 3.30
• ETH: return 7.45%, volatility 37.93%, upside volatility 27.95%, downside volatility 25.62%, Sharpe 2.39, Sortino 3.54
• USDT: return -0.00%, volatility 1.44%, upside volatility 1.03%, downside volatility 1.00%, Sharpe -0.02, Sortino -0.02
• XRP: return 3.43%, volatility 58.51%, upside volatility 40.35%, downside volatility 42.33%, Sharpe 0.71, Sortino 0.98
• BNB: return 9.26%, volatility 33.27%, upside volatility 24.49%, downside volatility 22.51%, Sharpe 3.39, Sortino 5.00

21st to 40th largest

• WETH: return 7.47%, volatility 38.33%, upside volatility 28.35%, downside volatility 25.78%, Sharpe 2.37, Sortino 3.52
• LTC: return 38.26%, volatility 64.44%, upside volatility 51.20%, downside volatility 39.29%, Sharpe 7.22, Sortino 11.85
• AVAX: return 47.91%, volatility 80.50%, upside volatility 60.25%, downside volatility 53.54%, Sharpe 7.24, Sortino 10.89
• SUI: return 53.62%, volatility 89.03%, upside volatility 70.29%, downside volatility 54.82%, Sharpe 7.33, Sortino 11.90
• DAI: return 0.02%, volatility 3.15%, upside volatility 2.26%, downside volatility 2.19%, Sharpe 0.08, Sortino 0.11

41st to 60th largest

• ETC: return 16.87%, volatility 73.12%, upside volatility 53.11%, downside volatility 50.22%, Sharpe 2.81, Sortino 4.09
• ARB: return 48.62%, volatility 136.89%, upside volatility 109.14%, downside volatility 82.64%, Sharpe 4.32, Sortino 7.16
• ALGO: return 40.36%, volatility 84.46%, upside volatility 64.43%, downside volatility 54.70%, Sharpe 5.81, Sortino 8.98
• GT: return 29.76%, volatility 51.67%, upside volatility 40.22%, downside volatility 32.56%, Sharpe 7.01, Sortino 11.12
• RENDER: return 34.11%, volatility 81.20%, upside volatility 62.32%, downside volatility 52.10%, Sharpe 5.11, Sortino 7.97

61st to 80th largest

• FET: return 43.41%, volatility 93.52%, upside volatility 69.45%, downside volatility 62.70%, Sharpe 5.65, Sortino 8.42
• TUSD: return 0.04%, volatility 3.37%, upside volatility 2.29%, downside volatility 2.47%, Sharpe 0.13, Sortino 0.18
• LDO: return 18.59%, volatility 86.87%, upside volatility 63.61%, downside volatility 59.10%, Sharpe 2.60, Sortino 3.83
• TIA: return 34.92%, volatility 98.22%, upside volatility 71.07%, downside volatility 67.81%, Sharpe 4.33, Sortino 6.27
• PENDLE: return 27.91%, volatility 88.36%, upside volatility 66.10%, downside volatility 58.63%, Sharpe 3.84, Sortino 5.79

81st to 97 th largest

• RUNE: return 55.77%, volatility 75.91%, upside volatility 54.25%, downside volatility 53.34%, Sharpe 8.94, Sortino 12.72
• NFT: return -1.04%, volatility 39.83%, upside volatility 29.84%, downside volatility 26.34%, Sharpe -0.32, Sortino -0.48
• MANA: return 43.67%, volatility 78.06%, upside volatility 62.04%, downside volatility 47.51%, Sharpe 6.81, Sortino 11.18
• THETA: return 30.33%, volatility 81.92%, upside volatility 61.30%, downside volatility 54.37%, Sharpe 4.50, Sortino 6.79
• SAND: return 96.45%, volatility 120.04%, upside volatility 105.43%, downside volatility 57.88%, Sharpe 9.78, Sortino 20.28