Score guide

stability

Understand what this score measures.

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Explanation

What stability tells you

The stability score shows how stable an asset has been in the past versus other assets in our universe. Instead of digging through volatility and drawdowns, you get a clear ranking: does it look more robust or more nervous?

We score multiple stability metrics across different windows - e.g., volatility, maximum drawdowns, and risk‑adjusted measures like Sharpe and Sortino - and rank each one relative to all assets with data. High points (near 100) mean calmer swings and shallower pullbacks; low points (near 0) mean bigger swings and deeper drops.

Important: Even a high stability score doesn’t mean an asset can’t fall. It’s mainly a relative stability profile that helps with diversification, position sizing, and putting performance into context.

Score structure

Main inputs

Volatility (365d, annualized)

How strongly the price tends to fluctuate (scaled to one year). Lower is calmer/more stable.

Max drawdown (10 years)

Largest peak-to-trough decline over ~10 years. Can be missing for younger assets.

Max drawdown (5 years)

Largest peak-to-trough decline over ~5 years.

Max drawdown (3 years)

Largest peak-to-trough decline over ~3 years.

Max drawdown (365d)

Largest peak-to-trough decline over the last 12 months.

Current drawdown

How far the price is currently below its most recent high.

High score means

The asset has shown a more robust risk profile than many peers.
For crypto, liquidity and data reliability can matter as much as headline volatility.

Low score means

The asset has larger swings, deeper drawdowns, weaker liquidity, or less reliable evidence.

Common mistake

Reading a high Stability Score as safety. It only means relatively better robustness inside the tracked universe.

Methodology: formula, weights and inputs

The detailed mechanics remain available here for verification, but the public interpretation should stay focused on the score meaning.

Weights

vol_365d_ann

35 %

maxdd_10y

10 %

maxdd_5y

8 %

maxdd_3y

7 %

maxdd_365d

5 %

dd_current

5 %

sharpe_90d

14 %

sortino_90d

12 %

cagr_drawdown_ratio

4 %

Formula

SVol     = S_low(abs(vol_365d_ann))
SDD_10y  = S_high(maxdd_10y)
SDD_5y   = S_high(maxdd_5y)
SDD_3y   = S_high(maxdd_3y)
SDD_365  = S_high(maxdd_365d)
SDD_cur  = S_high(dd_current)
SSharpe  = S_high(sharpe_90d)
SSortino = S_high(sortino_90d)
SCDR     = S_high(cagr_drawdown_ratio)

Stability = WM(0.35*SVol + 0.10*SDD_10y + 0.08*SDD_5y + 0.07*SDD_3y + 0.05*SDD_365 + 0.05*SDD_cur + 0.14*SSharpe + 0.12*SSortino + 0.04*SCDR, default=50)

Inputs

Volatility (365d, annualized)
How strongly the price tends to fluctuate (scaled to one year). Lower is calmer/more stable.
Lower is better
Max drawdown (10 years)
Largest peak-to-trough decline over ~10 years. Can be missing for younger assets.
Higher is better
Max drawdown (5 years)
Largest peak-to-trough decline over ~5 years.
Higher is better
Max drawdown (3 years)
Largest peak-to-trough decline over ~3 years.
Higher is better
Max drawdown (365d)
Largest peak-to-trough decline over the last 12 months.
Higher is better
Current drawdown
How far the price is currently below its most recent high.
Higher is better
Sharpe ratio (90d)
Return per unit of risk (volatility). Higher is better.
Higher is better
Sortino ratio (90d)
Like Sharpe, but penalizes mainly downside volatility. Higher is better.
Higher is better
CAGR/Drawdown ratio
Long-term growth relative to a reference drawdown (depending on data availability: 10y/5y/3y/1y). Higher is better.
Higher is better
Return/Volatility ratio
1Y return relative to 365d volatility. Displayed, but not necessarily part of the weighting.
Higher is better

Related hubs

Continue into connected score and metric explanations.

Scores
Open related score explanations.
Overall score Performance Stability Trend
Metrics
Open the metrics behind the scores.
Return 1 Year Return (3y)Return (5y)Return (10y)Volatility (365d, annualized)Max Drawdown (365d)

FAQ

Common interpretation questions for this score.

What does the stability score mean - is a higher value good or bad?

On FoxScore, higher is better. A high stability score indicates more stability - typically calmer swings and smaller drawdowns. It’s not a return promise; it helps you compare the stability profile of an asset against others at a glance.

Volatility vs. drawdown - which one matters more?

Volatility describes day-to-day noise; drawdown is the largest peak‑to‑trough drop. They feel different: volatility is “choppiness”, drawdown is “pain”. The stability score blends both so you don’t rely on a single risk proxy.

Why can an asset have strong performance but a weak stability score?

Because it may have earned returns with large swings or deep drops. An asset can rally hard after a crash (good performance) while still looking risky due to high volatility and large drawdowns.

Score ranking