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

Correlation

The correlation between ATOM-USD and NEAR-USD is 0.28, 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. NEAR-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ATOM-USD:

-0.43

NEAR-USD:

-0.57

Sortino Ratio

ATOM-USD:

1.22

NEAR-USD:

0.24

Omega Ratio

ATOM-USD:

1.12

NEAR-USD:

1.02

Calmar Ratio

ATOM-USD:

0.15

NEAR-USD:

0.00

Martin Ratio

ATOM-USD:

0.96

NEAR-USD:

-0.65

Ulcer Index

ATOM-USD:

40.13%

NEAR-USD:

45.47%

Daily Std Dev

ATOM-USD:

71.64%

NEAR-USD:

82.79%

Max Drawdown

ATOM-USD:

-91.94%

NEAR-USD:

-95.12%

Current Drawdown

ATOM-USD:

-88.56%

NEAR-USD:

-84.88%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -17.63% return, which is significantly higher than NEAR-USD's -37.70% return.


ATOM-USD

YTD

-17.63%

1M

28.01%

6M

2.89%

1Y

-39.69%

5Y*

14.83%

10Y*

N/A

NEAR-USD

YTD

-37.70%

1M

49.89%

6M

-43.61%

1Y

-62.05%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. NEAR-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 4646
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5555
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1212
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1111
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. NEAR-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and NEAR Protocol (NEAR-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 -0.43, which is comparable to the NEAR-USD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of ATOM-USD and NEAR-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. NEAR-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.94%, roughly equal to the maximum NEAR-USD drawdown of -95.12%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and NEAR-USD. For additional features, visit the drawdowns tool.


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Volatility

ATOM-USD vs. NEAR-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 19.46%, while NEAR Protocol (NEAR-USD) has a volatility of 30.09%. This indicates that ATOM-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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