ATOM-USD vs. NEAR-USD
ATOM-USD (Cosmos) and NEAR-USD (NEAR Protocol) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -35.63%/yr vs -9.02%/yr for NEAR-USD. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
ATOM-USD vs. NEAR-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ATOM-USD achieves a -13.19% return, which is significantly lower than NEAR-USD's 32.03% return.
ATOM-USD
- 1D
- -7.52%
- 1M
- -12.09%
- YTD
- -13.19%
- 6M
- -23.97%
- 1Y
- -59.05%
- 3Y*
- -45.18%
- 5Y*
- -35.63%
- 10Y*
- —
NEAR-USD
- 1D
- -9.24%
- 1M
- 34.07%
- YTD
- 32.03%
- 6M
- 18.61%
- 1Y
- -11.25%
- 3Y*
- 9.15%
- 5Y*
- -9.02%
- 10Y*
- —
ATOM-USD vs. NEAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ATOM-USD Cosmos | -13.19% | -68.81% | -41.72% | 13.35% | -71.17% | 400.08% | 13.08% |
NEAR-USD NEAR Protocol | 32.03% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | 17.58% |
Correlation
The correlation between ATOM-USD and NEAR-USD is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.67 |
The correlation between ATOM-USD and NEAR-USD has been stable across timeframes, ranging from 0.67 to 0.74 - 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. NEAR-USD — Risk / Return Rank
ATOM-USD
NEAR-USD
ATOM-USD vs. NEAR-USD - Risk-Adjusted Trends 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.
| ATOM-USD | NEAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.06 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.16 | -0.70 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.27 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ATOM-USD | NEAR-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.11 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.08 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.08 | -0.24 |
Drawdowns
ATOM-USD vs. NEAR-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.29%, roughly equal to the maximum NEAR-USD drawdown of -95.24%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and NEAR-USD.
Loading charts...
Drawdown Indicators
| ATOM-USD | NEAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.29% | -95.24% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -68.29% | -69.74% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -88.44% | -89.15% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -96.29% | -95.24% | -1.05% |
Current DrawdownCurrent decline from peak | -96.23% | -90.12% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -64.99% | -69.34% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.48% | 47.55% | +0.93% |
Volatility
ATOM-USD vs. NEAR-USD - Volatility Comparison
The current volatility for Cosmos (ATOM-USD) is 18.10%, while NEAR Protocol (NEAR-USD) has a volatility of 44.37%. 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.
Loading charts...
Volatility by Period
| ATOM-USD | NEAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.10% | 44.37% | -26.27% |
Volatility (6M)Calculated over the trailing 6-month period | 42.48% | 69.50% | -27.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.43% | 83.68% | -27.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.12% | 95.73% | -17.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.73% | 102.51% | -11.78% |
Frequently Asked Questions
ATOM-USD and NEAR-USD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEAR-USD has higher volatility (44.37%) compared to ATOM-USD (18.10%). In terms of maximum drawdown, ATOM-USD dropped -96.29% vs NEAR-USD's -95.24%.
NEAR-USD currently has the higher Sharpe Ratio (-0.11 vs -0.87), 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 NEAR-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