Best used for
Use Stability when drawdown control, volatility discipline, and downside resilience matter more than raw upside.
Score detail
stability
Score explanation and ranking
Score ranking
Score ranking
See which assets currently lead on this score.
Top Assets
- 98
- 95
- 95
- 95
- 93
- 93
- 92
- 92
- 92
- 91
Bottom Assets
- 4
- 4
- 4
- 4
- 3
- 3
- 3
- 3
- 3
- 3
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Why use this score?
Use the right score for the right question.
Each score gives you a different view. Start here, then open the ranking, then continue into related scores or metrics.
What this score surfaces
This score surfaces smoother and more durable ranking profiles that broad performance views can easily hide.
How it differs
Compared with Performance, Stability is willing to give up some upside for cleaner risk behaviour. Compared with Overall, it is the sharper lens when the path matters as much as the outcome.
What to open next
Review the score inputs first, compare the live ranking, and then open related risk metrics to see where stability is genuinely earned and where it breaks down.
Score explainer
Understand the score logic, FAQ context, and exact formula details.
Description
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.
FAQ
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.
Formula & terms
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 drawdownHow 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 ratioLong-term growth relative to a reference drawdown (depending on data availability: 10y/5y/3y/1y). Higher is better.Higher is better
- Return/Volatility ratio1Y return relative to 365d volatility. Displayed, but not necessarily part of the weighting.Higher is better