analyze_compare
Compare two portfolios across 9 risk-return metrics including Sharpe ratio, VaR, and max drawdown. Identifies the winner per metric with delta values for A/B testing or rebalancing decisions. Cost: $0.05 USDC.
Instructions
Side-by-side comparison of two portfolios across 9 key metrics: Sharpe ratio, Sortino ratio, VaR, CVaR, max drawdown, diversification score, stress test loss, market beta, and overall risk tier. Returns winner per metric and delta values. Useful for A/B testing portfolio strategies or comparing current vs. rebalanced allocation. Costs $0.05 USDC.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| portfolio_a | Yes | First portfolio to compare. | |
| portfolio_b | Yes | Second portfolio to compare against portfolio_a. |