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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 0.29, 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. 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.

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-16.71%
145.68%
ATOM-USD
NEAR-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.12

NEAR-USD:

-0.54

Sortino Ratio

ATOM-USD:

0.51

NEAR-USD:

-0.39

Omega Ratio

ATOM-USD:

1.05

NEAR-USD:

0.96

Calmar Ratio

ATOM-USD:

0.01

NEAR-USD:

0.00

Martin Ratio

ATOM-USD:

-0.29

NEAR-USD:

-1.28

Ulcer Index

ATOM-USD:

37.60%

NEAR-USD:

41.67%

Daily Std Dev

ATOM-USD:

70.78%

NEAR-USD:

81.63%

Max Drawdown

ATOM-USD:

-91.92%

NEAR-USD:

-95.13%

Current Drawdown

ATOM-USD:

-90.09%

NEAR-USD:

-87.81%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -28.74% return, which is significantly higher than NEAR-USD's -49.62% return.


ATOM-USD

YTD

-28.74%

1M

-8.95%

6M

-8.85%

1Y

-47.55%

5Y*

8.84%

10Y*

N/A

NEAR-USD

YTD

-49.62%

1M

-18.41%

6M

-47.61%

1Y

-64.09%

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 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

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 99
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1010
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 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
NEAR-USD: -0.54
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
NEAR-USD: -0.39
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
NEAR-USD: 0.96
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
NEAR-USD: 0.00
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
NEAR-USD: -1.28

The current ATOM-USD Sharpe Ratio is -0.12, which is higher than the NEAR-USD Sharpe Ratio of -0.54. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.12
-0.54
ATOM-USD
NEAR-USD

Drawdowns

ATOM-USD vs. NEAR-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.92%, roughly equal to the maximum NEAR-USD drawdown of -95.13%. 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.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-90.09%
-87.81%
ATOM-USD
NEAR-USD

Volatility

ATOM-USD vs. NEAR-USD - Volatility Comparison

The current volatility for Cosmos (ATOM-USD) is 23.52%, while NEAR Protocol (NEAR-USD) has a volatility of 29.98%. 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.


20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
23.52%
29.98%
ATOM-USD
NEAR-USD