Rank a basket by risk-adjusted return

Code-Snippets

curl "https://api.oanor.com/cryptorisk-api/v1/compare" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/cryptorisk-api/v1/compare", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/cryptorisk-api/v1/compare");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/cryptorisk-api/v1/compare",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "coins ranked by Sharpe (risk-adjusted return). Compare var_95_pct and max_drawdown_pct for tail risk, excess_kurtosis for fat-tailedness.",
        "coins": [
            {
                "coin": "ETH",
                "sharpe": -0.686,
                "var_95_pct": 5.33,
                "excess_kurtosis": 2.503,
                "max_drawdown_pct": -67.52,
                "annualized_return_pct": -37.04,
                "annualized_volatility_pct": 67.5
            },
            {
                "coin": "DOGE",
                "sharpe": -0.94,
                "var_95_pct": 5.41,
                "excess_kurtosis": 4.103,
                "max_drawdown_pct": -71.84,
                "annualized_return_pct": -52.69,
                "annualized_volatility_pct": 79.61
            },
            {
                "coin": "SOL",
                "sharpe": -1.141,
                "var_95_pct": 5.71,
                "excess_kurtosis": 1.688,
                "max_drawdown_pct": -74.87,
                "annualized_return_pct": -56.3,
                "annualized_volatility_pct": 72.57
            },
            {
                "coin": "BTC",
                "sharpe": -1.19,
                "var_95_pct": 3.6,
                "excess_kurtosis": 7.066,
                "max_drawdown_pct": -51.16,
                "annualized_return_pct": -40.05,
                "annualized_volatility_pct": 42.99
            }
        ],
        "count": 4,
        "source": "Binance",
        "ranked_by": "sharpe",
        "window_days": 365
    },
    "meta": {
        "timestamp": "2026-06-12T01:41:05.344Z",
        "request_id": "8dc993e9-70b7-427b-948a-c1ad6681ded6"
    },
    "status": "ok",
    "message": "Compare retrieved successfully",
    "success": true
}