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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 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
-29.03%
1,292.99%
ATOM-USD
ADA-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.12

ADA-USD:

1.44

Sortino Ratio

ATOM-USD:

0.51

ADA-USD:

2.72

Omega Ratio

ATOM-USD:

1.05

ADA-USD:

1.29

Calmar Ratio

ATOM-USD:

0.01

ADA-USD:

1.25

Martin Ratio

ATOM-USD:

-0.29

ADA-USD:

7.00

Ulcer Index

ATOM-USD:

37.60%

ADA-USD:

26.96%

Daily Std Dev

ATOM-USD:

70.78%

ADA-USD:

94.89%

Max Drawdown

ATOM-USD:

-91.92%

ADA-USD:

-97.85%

Current Drawdown

ATOM-USD:

-90.09%

ADA-USD:

-76.50%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -28.74% return, which is significantly lower than ADA-USD's -17.33% return.


ATOM-USD

YTD

-28.74%

1M

-8.95%

6M

-8.85%

1Y

-47.55%

5Y*

8.84%

10Y*

N/A

ADA-USD

YTD

-17.33%

1M

-6.39%

6M

101.43%

1Y

46.88%

5Y*

75.13%

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 4747
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 4545
Martin Ratio Rank

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8989
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 9090
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 chart of Sharpe ratio for ATOM-USD, currently valued at -0.12, compared to the broader market0.001.002.003.004.00
ATOM-USD: -0.12
ADA-USD: 1.44
The chart of Sortino ratio for ATOM-USD, currently valued at 0.51, compared to the broader market0.001.002.003.004.00
ATOM-USD: 0.51
ADA-USD: 2.72
The chart of Omega ratio for ATOM-USD, currently valued at 1.05, compared to the broader market0.901.001.101.201.301.40
ATOM-USD: 1.05
ADA-USD: 1.29
The chart of Calmar ratio for ATOM-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
ATOM-USD: 0.01
ADA-USD: 1.25
The chart of Martin ratio for ATOM-USD, currently valued at -0.29, compared to the broader market0.005.0010.0015.0020.0025.00
ATOM-USD: -0.29
ADA-USD: 7.00

The current ATOM-USD Sharpe Ratio is -0.12, which is lower than the ADA-USD Sharpe Ratio of 1.44. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.12
1.44
ATOM-USD
ADA-USD

Drawdowns

ATOM-USD vs. ADA-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.92%, 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.


-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-90.09%
-76.50%
ATOM-USD
ADA-USD

Volatility

ATOM-USD vs. ADA-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 23.52%, while Cardano (ADA-USD) has a volatility of 25.31%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
23.52%
25.31%
ATOM-USD
ADA-USD