A CROSS-ASSET EVALUATION OF CRYPTOCURRENCIES, EQUITIES, AND COMMODITIES: INSIGHTS INTO PERFORMANCE, VOLATILITY, AND PORTFOLIO DIVERSIFICATION

Abstract

This study offers a thorough comparison of commodities, stocks, and cryptocurrencies as investment possibilities, looking at their unique traits, market dynamics, and financial ramifications. By examining these asset classes' risk-return profiles, the research hopes to provide insight into their volatility, potential for growth, and ability to withstand changes in the market. Using historical data from the last ten years as well as sophisticated financial measures including correlation analysis, Value-at-Risk (VaR), and Sharpe ratio, the study assesses the performance patterns and diversification advantages of each asset.