PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ATOM-USD vs. ADA-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ATOM-USD and ADA-USD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
0.83%
147.06%
ATOM-USD
ADA-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.36

ADA-USD:

3.22

Sortino Ratio

ATOM-USD:

-0.03

ADA-USD:

3.37

Omega Ratio

ATOM-USD:

1.00

ADA-USD:

1.34

Calmar Ratio

ATOM-USD:

0.01

ADA-USD:

2.03

Martin Ratio

ATOM-USD:

-0.83

ADA-USD:

12.19

Ulcer Index

ATOM-USD:

36.91%

ADA-USD:

22.93%

Daily Std Dev

ATOM-USD:

67.57%

ADA-USD:

69.29%

Max Drawdown

ATOM-USD:

-91.75%

ADA-USD:

-97.85%

Current Drawdown

ATOM-USD:

-85.17%

ADA-USD:

-62.87%

Returns By Period

In the year-to-date period, ATOM-USD achieves a 6.63% return, which is significantly lower than ADA-USD's 30.61% return.


ATOM-USD

YTD

6.63%

1M

-3.61%

6M

1.03%

1Y

-32.03%

5Y*

7.90%

10Y*

N/A

ADA-USD

YTD

30.61%

1M

24.46%

6M

151.82%

1Y

119.03%

5Y*

90.55%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 1414
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 99
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 99
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 88
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 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8888
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.


Sharpe ratio
The chart of Sharpe ratio for ATOM-USD, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.00-0.363.22
The chart of Sortino ratio for ATOM-USD, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.033.37
The chart of Omega ratio for ATOM-USD, currently valued at 1.00, compared to the broader market1.001.201.401.601.001.34
The chart of Calmar ratio for ATOM-USD, currently valued at 0.01, compared to the broader market2.004.006.008.000.012.03
The chart of Martin ratio for ATOM-USD, currently valued at -0.83, compared to the broader market0.0020.0040.0060.00-0.8312.19
ATOM-USD
ADA-USD

The current ATOM-USD Sharpe Ratio is -0.36, which is lower than the ADA-USD Sharpe Ratio of 3.22. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.36
3.22
ATOM-USD
ADA-USD

Drawdowns

ATOM-USD vs. ADA-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.75%, 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%AugustSeptemberOctoberNovemberDecember2025
-85.17%
-62.87%
ATOM-USD
ADA-USD

Volatility

ATOM-USD vs. ADA-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 25.13%, while Cardano (ADA-USD) has a volatility of 27.52%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
25.13%
27.52%
ATOM-USD
ADA-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab