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

Correlation

The correlation between ATOM-USD and TRX-USD is 0.19, 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. TRX-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ATOM-USD:

-0.53

TRX-USD:

0.98

Sortino Ratio

ATOM-USD:

0.84

TRX-USD:

2.77

Omega Ratio

ATOM-USD:

1.08

TRX-USD:

1.35

Calmar Ratio

ATOM-USD:

0.02

TRX-USD:

1.01

Martin Ratio

ATOM-USD:

0.23

TRX-USD:

3.05

Ulcer Index

ATOM-USD:

39.63%

TRX-USD:

33.53%

Daily Std Dev

ATOM-USD:

71.32%

TRX-USD:

89.55%

Max Drawdown

ATOM-USD:

-91.92%

TRX-USD:

-96.01%

Current Drawdown

ATOM-USD:

-88.90%

TRX-USD:

-38.94%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -20.20% return, which is significantly lower than TRX-USD's 2.32% return.


ATOM-USD

YTD

-20.20%

1M

13.89%

6M

2.86%

1Y

-42.92%

5Y*

15.63%

10Y*

N/A

TRX-USD

YTD

2.32%

1M

10.12%

6M

60.42%

1Y

104.21%

5Y*

79.39%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM-USD vs. TRX-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 4343
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5353
Martin Ratio Rank

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 8686
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 7676
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. 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.


The current ATOM-USD Sharpe Ratio is -0.53, which is lower than the TRX-USD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ATOM-USD and TRX-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. TRX-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.92%, 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.


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Volatility

ATOM-USD vs. TRX-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 18.84% compared to Tronix (TRX-USD) at 9.53%. 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.


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