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Cosmos (ATOM-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Cosmos

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cosmos, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
103.54%
85.95%
ATOM-USD (Cosmos)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cosmos had a return of 19.34% year-to-date (YTD) and 12.56% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date19.34%10.04%
1 month13.50%3.53%
6 months81.42%22.79%
1 year12.56%32.16%
5 years (annualized)19.72%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-14.08%24.01%
2023-21.88%4.63%9.58%16.65%14.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Cosmos (ATOM-USD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ATOM-USD
Cosmos
0.66
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Cosmos Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.66
2.76
ATOM-USD (Cosmos)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-71.57%
0
ATOM-USD (Cosmos)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cosmos. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cosmos was 86.32%, occurring on Jun 18, 2022. The portfolio has not yet recovered.

The current Cosmos drawdown is 71.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.32%Oct 27, 2021235Jun 18, 2022
-77.41%Jun 18, 2019269Mar 12, 2020164Aug 23, 2020433
-69.58%May 9, 202145Jun 22, 202180Sep 10, 2021125
-54.4%Aug 26, 202029Sep 23, 2020115Jan 16, 2021144
-46.73%Mar 16, 201941Apr 25, 201938Jun 2, 201979

Volatility

Volatility Chart

The current Cosmos volatility is 19.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
19.32%
2.82%
ATOM-USD (Cosmos)
Benchmark (^GSPC)