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

Correlation

The correlation between ATOM-USD and DOT-USD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ATOM-USD vs. DOT-USD - Performance Comparison

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

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-7.12%
1.16%
ATOM-USD
DOT-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.46

DOT-USD:

-0.29

Sortino Ratio

ATOM-USD:

-0.22

DOT-USD:

0.14

Omega Ratio

ATOM-USD:

0.98

DOT-USD:

1.01

Calmar Ratio

ATOM-USD:

0.01

DOT-USD:

0.00

Martin Ratio

ATOM-USD:

-1.22

DOT-USD:

-0.84

Ulcer Index

ATOM-USD:

33.52%

DOT-USD:

31.33%

Daily Std Dev

ATOM-USD:

70.64%

DOT-USD:

71.81%

Max Drawdown

ATOM-USD:

-91.75%

DOT-USD:

-93.24%

Current Drawdown

ATOM-USD:

-88.83%

DOT-USD:

-90.65%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -19.73% return, which is significantly higher than DOT-USD's -23.97% return.


ATOM-USD

YTD

-19.73%

1M

-18.86%

6M

-7.12%

1Y

-50.20%

5Y*

2.39%

10Y*

N/A

DOT-USD

YTD

-23.97%

1M

-20.61%

6M

1.16%

1Y

-33.30%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. DOT-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 2828
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 2525
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 3636
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 4444
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. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Polkadot (DOT-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 -0.46, compared to the broader market0.002.004.006.00-0.46-0.29
The chart of Sortino ratio for ATOM-USD, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.005.00-0.220.14
The chart of Omega ratio for ATOM-USD, currently valued at 0.98, compared to the broader market0.901.001.101.201.301.401.500.981.01
The chart of Calmar ratio for ATOM-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.00
The chart of Martin ratio for ATOM-USD, currently valued at -1.22, compared to the broader market0.0010.0020.0030.0040.0050.00-1.22-0.84
ATOM-USD
DOT-USD

The current ATOM-USD Sharpe Ratio is -0.46, which is lower than the DOT-USD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ATOM-USD and DOT-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-1.00-0.500.00SeptemberOctoberNovemberDecember2025February
-0.46
-0.29
ATOM-USD
DOT-USD

Drawdowns

ATOM-USD vs. DOT-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.75%, roughly equal to the maximum DOT-USD drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and DOT-USD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%SeptemberOctoberNovemberDecember2025February
-88.83%
-90.65%
ATOM-USD
DOT-USD

Volatility

ATOM-USD vs. DOT-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 27.20% compared to Polkadot (DOT-USD) at 23.88%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than DOT-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%SeptemberOctoberNovemberDecember2025February
27.20%
23.88%
ATOM-USD
DOT-USD
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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.

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