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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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
-29.03%
962.72%
ATOM-USD
TRX-USD

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.12

TRX-USD:

1.17

Sortino Ratio

ATOM-USD:

0.51

TRX-USD:

3.25

Omega Ratio

ATOM-USD:

1.05

TRX-USD:

1.41

Calmar Ratio

ATOM-USD:

0.01

TRX-USD:

1.67

Martin Ratio

ATOM-USD:

-0.29

TRX-USD:

4.71

Ulcer Index

ATOM-USD:

37.60%

TRX-USD:

32.00%

Daily Std Dev

ATOM-USD:

70.78%

TRX-USD:

89.50%

Max Drawdown

ATOM-USD:

-91.92%

TRX-USD:

-96.01%

Current Drawdown

ATOM-USD:

-90.09%

TRX-USD:

-42.20%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -28.74% return, which is significantly lower than TRX-USD's -3.13% return.


ATOM-USD

YTD

-28.74%

1M

-8.95%

6M

-8.85%

1Y

-47.55%

5Y*

8.84%

10Y*

N/A

TRX-USD

YTD

-3.13%

1M

8.34%

6M

49.62%

1Y

117.48%

5Y*

77.45%

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 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

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 9191
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8787
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 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
TRX-USD: 1.17
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
TRX-USD: 3.25
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
TRX-USD: 1.41
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
TRX-USD: 1.67
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
TRX-USD: 4.71

The current ATOM-USD Sharpe Ratio is -0.12, which is lower than the TRX-USD Sharpe Ratio of 1.17. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.12
1.17
ATOM-USD
TRX-USD

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-90.09%
-42.20%
ATOM-USD
TRX-USD

Volatility

ATOM-USD vs. TRX-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 23.52% compared to Tronix (TRX-USD) at 9.36%. 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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
23.52%
9.36%
ATOM-USD
TRX-USD