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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 0.62, 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. 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.

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
8.51%
-0.90%
ATOM-USD
ETH-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.30

ETH-USD:

0.44

Sortino Ratio

ATOM-USD:

0.10

ETH-USD:

1.13

Omega Ratio

ATOM-USD:

1.01

ETH-USD:

1.11

Calmar Ratio

ATOM-USD:

0.01

ETH-USD:

0.17

Martin Ratio

ATOM-USD:

-0.69

ETH-USD:

1.22

Ulcer Index

ATOM-USD:

36.84%

ETH-USD:

24.03%

Daily Std Dev

ATOM-USD:

67.45%

ETH-USD:

54.08%

Max Drawdown

ATOM-USD:

-91.75%

ETH-USD:

-93.96%

Current Drawdown

ATOM-USD:

-84.12%

ETH-USD:

-27.80%

Returns By Period

In the year-to-date period, ATOM-USD achieves a 14.19% return, which is significantly higher than ETH-USD's 4.25% return.


ATOM-USD

YTD

14.19%

1M

-7.70%

6M

8.52%

1Y

-27.12%

5Y*

9.32%

10Y*

N/A

ETH-USD

YTD

4.25%

1M

-4.00%

6M

-0.90%

1Y

40.82%

5Y*

83.50%

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 2929
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 2424
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 6060
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for ATOM-USD, currently valued at -0.30, compared to the broader market0.002.004.006.008.0010.00-0.300.44
The chart of Sortino ratio for ATOM-USD, currently valued at 0.10, compared to the broader market0.002.004.006.000.101.13
The chart of Omega ratio for ATOM-USD, currently valued at 1.01, compared to the broader market1.001.201.401.601.011.11
The chart of Calmar ratio for ATOM-USD, currently valued at 0.01, compared to the broader market2.004.006.008.000.010.17
The chart of Martin ratio for ATOM-USD, currently valued at -0.69, compared to the broader market0.0020.0040.0060.00-0.691.22
ATOM-USD
ETH-USD

The current ATOM-USD Sharpe Ratio is -0.30, which is lower than the ETH-USD Sharpe Ratio of 0.44. 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.30
0.44
ATOM-USD
ETH-USD

Drawdowns

ATOM-USD vs. ETH-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.75%, 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%AugustSeptemberOctoberNovemberDecember2025
-84.12%
-27.80%
ATOM-USD
ETH-USD

Volatility

ATOM-USD vs. ETH-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 26.65% compared to Ethereum (ETH-USD) at 18.78%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
26.65%
18.78%
ATOM-USD
ETH-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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