ATOM-USD vs. BNB-USD
ATOM-USD (Cosmos) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -34.04%/yr vs 9.67%/yr for BNB-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
ATOM-USD vs. BNB-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ATOM-USD achieves a -9.66% return, which is significantly higher than BNB-USD's -30.99% return.
ATOM-USD
- 1D
- 1.52%
- 1M
- -10.12%
- YTD
- -9.66%
- 6M
- -22.56%
- 1Y
- -59.25%
- 3Y*
- -42.54%
- 5Y*
- -34.04%
- 10Y*
- —
BNB-USD
- 1D
- -1.40%
- 1M
- -8.25%
- YTD
- -30.99%
- 6M
- -33.59%
- 1Y
- -8.63%
- 3Y*
- 31.73%
- 5Y*
- 9.67%
- 10Y*
- —
ATOM-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and BNB-USD is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.57 |
The correlation between ATOM-USD and BNB-USD has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ATOM-USD vs. BNB-USD — Risk / Return Rank
ATOM-USD
BNB-USD
ATOM-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and BNB (BNB-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.
| ATOM-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.02 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.15 | -0.71 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.25 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ATOM-USD | BNB-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.16 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.16 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.98 | -1.13 |
Drawdowns
ATOM-USD vs. BNB-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.33%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and BNB-USD.
Loading charts...
Drawdown Indicators
| ATOM-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.33% | -79.74% | -16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -68.62% | -56.24% | -12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -88.56% | -56.24% | -32.32% |
Max Drawdown (5Y)Largest decline over 5 years | -96.33% | -69.89% | -26.44% |
Current DrawdownCurrent decline from peak | -96.07% | -54.42% | -41.65% |
Average DrawdownAverage peak-to-trough decline | -65.02% | -38.68% | -26.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.93% | 41.58% | +7.35% |
Volatility
ATOM-USD vs. BNB-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 19.00% compared to BNB (BNB-USD) at 17.17%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ATOM-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.00% | 17.17% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 42.78% | 34.59% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 44.36% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.05% | 50.57% | +27.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.70% | 80.12% | +10.58% |
Frequently Asked Questions
ATOM-USD and BNB-USD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (19.00%) compared to BNB-USD (17.17%). In terms of maximum drawdown, ATOM-USD dropped -96.33% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.16 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ATOM-USD and BNB-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer