Asset Analyzer
Asset Analyzer shows return, risk, drawdown, correlation, and contribution-timing views for a single ticker or a small comparison set.
On this page
When to use this tool
Use Asset Analyzer to compare an asset's returns and risk with other tickers over the same period.
Step-by-step walkthrough
- Enter a ticker such as SPY and select it from the search results. Add more tickers to compare them side by side.
- Select Run, then review return, volatility, and drawdown in the statistics table. All metrics holds the complete set.
- Open Correlations for overlap between the assets.
- Select a ticker row. The sections under Explore apply to that ticker: Rolling statistics, DCA against lump sum, Best DCA day, and All-time-high proximity. The last three run on their own Run.
- For a basket's shared return patterns, use Principal Component Analysis. To test the tickers as portfolios, use Compare in Portfolio Backtest. It copies each ticker into a row and does not run.
Worked example: SPY
- Enter SPY with the default date range: the 10 years that end on the last trading day.
- In the statistics table, review CAGR, volatility, Sharpe ratio, and max drawdown together instead of one metric alone.
- In Correlations, add BND to inspect diversification behavior over the same sample.
- In Rolling statistics, use a 5-year window to compare the full-period average against rolling outcomes.
Saved analyses
Use Save analysis to keep the inputs and result in Saved analyses. Reopening restores the configuration, date range, price mode, and risk-free settings. If the calculation engine changes, refresh or rerun to see a current result.
Statistics
The statistics table shows ending value, CAGR, max drawdown, volatility, and Sharpe ratio. All metrics adds the other risk and return measures.
Correlations & beta
This view compares how assets moved relative to each other over the selected sample. Add multiple tickers to inspect overlap and beta in the same window.
Correlation is sample-dependent. A relationship that looks stable in one window can change materially in another.
Rolling metrics
Rolling metrics shows how return, volatility, and Sharpe ratio change across rolling windows.
Returns
Returns shows the distribution of daily, monthly, quarterly, and annual outcomes.
Inspect the distribution's asymmetry and tail risk alongside the average return.
Risk against return
Risk against return plots realized annualized return against realized volatility for the selected assets and period.
The plot describes the selected historical period. It does not forecast future risk and return.
DCA vs lump sum
This view compares periodic contributions against a lump-sum entry for the same asset and sample period.
- Compare DCA and lump-sum outcomes.
- Inspect cost basis over time.
- Compare total invested capital against portfolio value.
The result is historical, not predictive. It changes with the start date, asset path, and contribution schedule.
Best DCA Day
Best DCA Day compares which day of the month produced the strongest historical DCA result for the selected sample.
In most cases, day-of-month differences are small compared with the effects of contribution size, asset choice, and holding period.
ATH proximity
ATH proximity shows how close an asset was to its all-time high through time and how long drawdowns lasted before recovery.
Use it to compare recovery behavior across assets and market periods.