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ATOM-USD vs. ADA-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ATOM-USD and ADA-USD is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ATOM-USD vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cosmos (ATOM-USD) and Cardano (ADA-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ATOM-USD:

-0.43

ADA-USD:

0.75

Sortino Ratio

ATOM-USD:

1.22

ADA-USD:

3.14

Omega Ratio

ATOM-USD:

1.12

ADA-USD:

1.33

Calmar Ratio

ATOM-USD:

0.15

ADA-USD:

1.96

Martin Ratio

ATOM-USD:

0.96

ADA-USD:

9.31

Ulcer Index

ATOM-USD:

40.13%

ADA-USD:

29.09%

Daily Std Dev

ATOM-USD:

71.64%

ADA-USD:

95.77%

Max Drawdown

ATOM-USD:

-91.94%

ADA-USD:

-97.85%

Current Drawdown

ATOM-USD:

-88.56%

ADA-USD:

-73.06%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -17.63% return, which is significantly lower than ADA-USD's -5.24% return.


ATOM-USD

YTD

-17.63%

1M

28.01%

6M

2.89%

1Y

-39.69%

5Y*

14.83%

10Y*

N/A

ADA-USD

YTD

-5.24%

1M

31.25%

6M

37.82%

1Y

76.50%

5Y*

73.50%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. ADA-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 4646
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5555
Martin Ratio Rank

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8888
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ATOM-USD vs. ADA-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Cardano (ADA-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ATOM-USD Sharpe Ratio is -0.43, which is lower than the ADA-USD Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ATOM-USD and ADA-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

ATOM-USD vs. ADA-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.94%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and ADA-USD. For additional features, visit the drawdowns tool.


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Volatility

ATOM-USD vs. ADA-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 19.46%, while Cardano (ADA-USD) has a volatility of 20.93%. This indicates that ATOM-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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