ATOM-USD vs. ETH-USD
ATOM-USD (Cosmos) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -32.58%/yr vs -0.38%/yr for ETH-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
ATOM-USD vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ATOM-USD achieves a -19.52% return, which is significantly higher than ETH-USD's -37.17% 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*
- —
ETH-USD
- 1D
- -2.76%
- 1M
- 4.06%
- 6M
- -43.82%
- YTD
- -37.17%
- 1Y
- -44.74%
- 3Y*
- -0.83%
- 5Y*
- -0.38%
- 10Y*
- 67.00%
ATOM-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and ETH-USD is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.64 |
The correlation between ATOM-USD and ETH-USD has been stable across timeframes, ranging from 0.64 to 0.69 - 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. ETH-USD — Risk / Return Rank
ATOM-USD
ETH-USD
ATOM-USD vs. ETH-USD - Risk-Adjusted Trends 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.
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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.92 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.66 | -0.28 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.02 | -0.25 |
Loading charts...
Drawdowns
ATOM-USD vs. ETH-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.59%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and ETH-USD.
Loading charts...
Drawdown Indicators
| ATOM-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -94.01% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -70.86% | -67.60% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -89.38% | -67.60% | -21.78% |
Max Drawdown (5Y)Largest decline over 5 years | -96.59% | -79.35% | -17.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -96.50% | -61.42% | -35.08% |
Average DrawdownAverage peak-to-trough decline | -65.43% | -51.00% | -14.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.24% | 36.81% | -0.57% |
Volatility
ATOM-USD vs. ETH-USD - Volatility Comparison
The current volatility for Cosmos (ATOM-USD) is 11.22%, while Ethereum (ETH-USD) has a volatility of 13.74%. 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.
Loading charts...
Volatility by Period
| ATOM-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 13.74% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 41.93% | 46.65% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.36% | 55.38% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.73% | 58.72% | +18.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.27% | 76.80% | +13.47% |
Frequently Asked Questions
ATOM-USD and ETH-USD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.74%) compared to ATOM-USD (11.22%). In terms of maximum drawdown, ATOM-USD dropped -96.59% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.68 vs -0.99), 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 ETH-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