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

Correlation

The correlation between ATOM-USD and SOL-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.


Performance

ATOM-USD vs. SOL-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ATOM-USD:

-0.43

SOL-USD:

0.28

Sortino Ratio

ATOM-USD:

1.29

SOL-USD:

1.61

Omega Ratio

ATOM-USD:

1.13

SOL-USD:

1.17

Calmar Ratio

ATOM-USD:

0.18

SOL-USD:

0.51

Martin Ratio

ATOM-USD:

1.10

SOL-USD:

2.36

Ulcer Index

ATOM-USD:

40.01%

SOL-USD:

29.62%

Daily Std Dev

ATOM-USD:

71.58%

SOL-USD:

73.38%

Max Drawdown

ATOM-USD:

-91.94%

SOL-USD:

-96.27%

Current Drawdown

ATOM-USD:

-88.14%

SOL-USD:

-29.73%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -14.59% return, which is significantly lower than SOL-USD's -2.78% return.


ATOM-USD

YTD

-14.59%

1M

27.96%

6M

3.14%

1Y

-35.00%

5Y*

16.37%

10Y*

N/A

SOL-USD

YTD

-2.78%

1M

42.30%

6M

-14.49%

1Y

29.55%

5Y*

218.89%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. SOL-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 5050
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5959
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 7070
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 7171
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. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Solana (SOL-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 lower than the SOL-USD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of ATOM-USD and SOL-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. SOL-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.94%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and SOL-USD. For additional features, visit the drawdowns tool.


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Volatility

ATOM-USD vs. SOL-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 18.98% compared to Solana (SOL-USD) at 17.27%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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