ATOM-USD vs. TRX-USD
Compare and contrast key facts about Cosmos (ATOM-USD) and Tronix (TRX-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATOM-USD or TRX-USD.
Key characteristics
ATOM-USD | TRX-USD | |
---|---|---|
YTD Return | -49.67% | 74.68% |
1Y Return | -42.09% | 75.52% |
3Y Return (Ann) | -45.33% | 18.64% |
5Y Return (Ann) | 5.83% | 57.33% |
Sharpe Ratio | -0.95 | 1.52 |
Sortino Ratio | -1.74 | 2.28 |
Omega Ratio | 0.84 | 1.25 |
Calmar Ratio | 0.01 | 0.49 |
Martin Ratio | -1.28 | 5.69 |
Ulcer Index | 54.04% | 10.50% |
Daily Std Dev | 61.67% | 31.53% |
Max Drawdown | -91.75% | -96.01% |
Current Drawdown | -88.01% | -14.72% |
Correlation
The correlation between ATOM-USD and TRX-USD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ATOM-USD vs. TRX-USD - Performance Comparison
In the year-to-date period, ATOM-USD achieves a -49.67% return, which is significantly lower than TRX-USD's 74.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATOM-USD vs. TRX-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Tronix (TRX-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.
Drawdowns
ATOM-USD vs. TRX-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -91.75%, roughly equal to the maximum TRX-USD drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and TRX-USD. For additional features, visit the drawdowns tool.
Volatility
ATOM-USD vs. TRX-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 23.75% compared to Tronix (TRX-USD) at 13.07%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than TRX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.