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

Correlation

The correlation between ATOM-USD and ETH-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. ETH-USD - Performance Comparison

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

-500.00%0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
-29.03%
1,204.44%
ATOM-USD
ETH-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.12

ETH-USD:

-0.60

Sortino Ratio

ATOM-USD:

0.51

ETH-USD:

-0.59

Omega Ratio

ATOM-USD:

1.05

ETH-USD:

0.94

Calmar Ratio

ATOM-USD:

0.01

ETH-USD:

0.03

Martin Ratio

ATOM-USD:

-0.29

ETH-USD:

-1.51

Ulcer Index

ATOM-USD:

37.60%

ETH-USD:

28.86%

Daily Std Dev

ATOM-USD:

70.78%

ETH-USD:

59.30%

Max Drawdown

ATOM-USD:

-91.92%

ETH-USD:

-93.96%

Current Drawdown

ATOM-USD:

-90.09%

ETH-USD:

-62.68%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -28.74% return, which is significantly higher than ETH-USD's -46.10% return.


ATOM-USD

YTD

-28.74%

1M

-8.95%

6M

-8.85%

1Y

-47.55%

5Y*

8.84%

10Y*

N/A

ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. ETH-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

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Ethereum (ETH-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
ETH-USD: -0.60
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
ETH-USD: -0.59
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
ETH-USD: 0.94
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
ETH-USD: 0.03
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
ETH-USD: -1.51

The current ATOM-USD Sharpe Ratio is -0.12, which is higher than the ETH-USD Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of ATOM-USD and ETH-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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.12
-0.60
ATOM-USD
ETH-USD

Drawdowns

ATOM-USD vs. ETH-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.92%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and ETH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-90.09%
-62.68%
ATOM-USD
ETH-USD

Volatility

ATOM-USD vs. ETH-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 23.52%, while Ethereum (ETH-USD) has a volatility of 27.46%. This indicates that ATOM-USD experiences smaller price fluctuations and is considered to be less risky than ETH-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%NovemberDecember2025FebruaryMarchApril
23.52%
27.46%
ATOM-USD
ETH-USD