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

Correlation

The correlation between ATOM-USD and LINK-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.


Performance

ATOM-USD vs. LINK-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ATOM-USD:

-0.44

LINK-USD:

0.24

Sortino Ratio

ATOM-USD:

1.09

LINK-USD:

1.82

Omega Ratio

ATOM-USD:

1.11

LINK-USD:

1.18

Calmar Ratio

ATOM-USD:

0.09

LINK-USD:

0.52

Martin Ratio

ATOM-USD:

0.68

LINK-USD:

2.73

Ulcer Index

ATOM-USD:

39.89%

LINK-USD:

32.78%

Daily Std Dev

ATOM-USD:

71.58%

LINK-USD:

82.07%

Max Drawdown

ATOM-USD:

-91.94%

LINK-USD:

-90.19%

Current Drawdown

ATOM-USD:

-88.24%

LINK-USD:

-67.94%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -15.34% return, which is significantly higher than LINK-USD's -16.34% return.


ATOM-USD

YTD

-15.34%

1M

26.35%

6M

-1.79%

1Y

-37.64%

5Y*

15.77%

10Y*

N/A

LINK-USD

YTD

-16.34%

1M

32.55%

6M

19.48%

1Y

25.07%

5Y*

34.54%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. LINK-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 4545
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5353
Martin Ratio Rank

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7373
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7272
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. LINK-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and ChainLink (LINK-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 current ATOM-USD Sharpe Ratio is -0.44, which is lower than the LINK-USD Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ATOM-USD and LINK-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.


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Drawdowns

ATOM-USD vs. LINK-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.94%, roughly equal to the maximum LINK-USD drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and LINK-USD. For additional features, visit the drawdowns tool.


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Volatility

ATOM-USD vs. LINK-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 19.82%, while ChainLink (LINK-USD) has a volatility of 21.19%. This indicates that ATOM-USD experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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