ATOM-USD vs. BTC-USD
ATOM-USD (Cosmos) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -32.58%/yr vs 15.15%/yr for BTC-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
ATOM-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ATOM-USD achieves a -19.52% return, which is significantly higher than BTC-USD's -27.04% return.
ATOM-USD
- 1D
- -0.83%
- 1M
- -21.00%
- 6M
- -39.99%
- YTD
- -19.52%
- 1Y
- -66.81%
- 3Y*
- -45.17%
- 5Y*
- -32.58%
- 10Y*
- —
BTC-USD
- 1D
- -1.36%
- 1M
- -2.71%
- 6M
- -33.22%
- YTD
- -27.04%
- 1Y
- -46.21%
- 3Y*
- 28.42%
- 5Y*
- 15.15%
- 10Y*
- 57.60%
ATOM-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and BTC-USD is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.58 |
The correlation between ATOM-USD and BTC-USD has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
ATOM-USD vs. BTC-USD — Risk / Return Rank
ATOM-USD
BTC-USD
ATOM-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Bitcoin (BTC-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ATOM-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.84 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.87 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.40 | +0.13 |
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Drawdowns
ATOM-USD vs. BTC-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.59%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and BTC-USD.
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Drawdown Indicators
| ATOM-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -85.30% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -70.86% | -53.08% | -17.78% |
Max Drawdown (3Y)Largest decline over 3 years | -89.38% | -53.08% | -36.30% |
Max Drawdown (5Y)Largest decline over 5 years | -96.59% | -76.67% | -19.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -96.50% | -48.82% | -47.68% |
Average DrawdownAverage peak-to-trough decline | -65.43% | -42.58% | -22.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.24% | 29.30% | +6.94% |
Volatility
ATOM-USD vs. BTC-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 11.22% compared to Bitcoin (BTC-USD) at 9.78%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATOM-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 9.78% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 41.93% | 34.90% | +7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.36% | 35.73% | +20.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.73% | 43.96% | +32.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.27% | 56.33% | +33.94% |
Frequently Asked Questions
ATOM-USD and BTC-USD have a correlation of 0.62, 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 (11.22%) compared to BTC-USD (9.78%). In terms of maximum drawdown, ATOM-USD dropped -96.59% vs BTC-USD's -85.30%.
ATOM-USD currently has the higher Sharpe Ratio (-0.99 vs -1.07), 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.
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