Historical Daily Price Drawdowns - Price Jumps

This metric measures the numerical amount of larger price drops that asset experienced in its observable price patterns. This metric differs from price volatility as volatility can be small, while price drops are large. In general, assets which experienced larger price drops in the past, or resemble those that did (some are very young) tend to have higher collateral requirements.

Source: CryptoCompare
Disclaimer: in some cases cryptocompare is reporting wrong OHLCV and because of that some drawdowns can be wrong.