ATOM-USD vs. TRX-USD
ATOM-USD (Cosmos) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -35.63%/yr vs 32.86%/yr for TRX-USD. At a 0.50 correlation, their price movements are largely independent.
Performance
ATOM-USD vs. TRX-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 TRX-USD's 12.88% 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*
- —
TRX-USD
- 1D
- -3.46%
- 1M
- -7.38%
- YTD
- 12.88%
- 6M
- 12.29%
- 1Y
- 13.67%
- 3Y*
- 60.09%
- 5Y*
- 32.86%
- 10Y*
- —
ATOM-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and TRX-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.50 |
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. TRX-USD — Risk / Return Rank
ATOM-USD
TRX-USD
ATOM-USD vs. TRX-USD - Risk-Adjusted Trends 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.
| ATOM-USD | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.09 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.51 | -1.38 |
| Martin ratioReturn relative to average drawdown | -1.24 | 0.91 | -2.15 |
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 | TRX-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | 0.46 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.47 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.59 | -0.75 |
Drawdowns
ATOM-USD vs. TRX-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.29%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and TRX-USD.
Loading charts...
Drawdown Indicators
| ATOM-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.29% | -95.89% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -68.29% | -26.58% | -41.71% |
Max Drawdown (3Y)Largest decline over 3 years | -88.44% | -50.98% | -37.46% |
Max Drawdown (5Y)Largest decline over 5 years | -96.29% | -59.60% | -36.69% |
Current DrawdownCurrent decline from peak | -96.23% | -25.93% | -70.30% |
Average DrawdownAverage peak-to-trough decline | -64.99% | -62.57% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.48% | 13.58% | +34.90% |
Volatility
ATOM-USD vs. TRX-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 18.10% compared to Tronix (TRX-USD) at 8.41%. 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.
Loading charts...
Volatility by Period
| ATOM-USD | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.10% | 8.41% | +9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 42.48% | 18.04% | +24.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.43% | 24.53% | +31.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.12% | 58.59% | +19.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.73% | 110.35% | -19.62% |
Frequently Asked Questions
ATOM-USD and TRX-USD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (18.10%) compared to TRX-USD (8.41%). In terms of maximum drawdown, ATOM-USD dropped -96.29% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.46 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 TRX-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