ATOM-USD vs. USDT-USD
ATOM-USD (Cosmos) and USDT-USD (Tether) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -34.04%/yr vs -0.02%/yr for USDT-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
ATOM-USD vs. USDT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ATOM-USD achieves a -9.66% return, which is significantly lower than USDT-USD's 0.10% return.
ATOM-USD
- 1D
- 1.52%
- 1M
- -10.12%
- YTD
- -9.66%
- 6M
- -22.56%
- 1Y
- -59.25%
- 3Y*
- -42.54%
- 5Y*
- -34.04%
- 10Y*
- —
USDT-USD
- 1D
- -0.00%
- 1M
- -0.02%
- YTD
- 0.10%
- 6M
- -0.05%
- 1Y
- -0.09%
- 3Y*
- -0.01%
- 5Y*
- -0.02%
- 10Y*
- —
ATOM-USD vs. USDT-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and USDT-USD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.12 |
The correlation between ATOM-USD and USDT-USD shifts across timeframes, from 0.09 (1 year) to 0.22 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ATOM-USD vs. USDT-USD — Risk / Return Rank
ATOM-USD
USDT-USD
ATOM-USD vs. USDT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Tether (USDT-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 | USDT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.97 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.23 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.49 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATOM-USD | USDT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.18 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | -0.03 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.00 | -0.16 |
Drawdowns
ATOM-USD vs. USDT-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.33%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and USDT-USD.
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Drawdown Indicators
| ATOM-USD | USDT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.33% | -10.32% | -86.01% |
Max Drawdown (1Y)Largest decline over 1 year | -68.62% | -0.39% | -68.23% |
Max Drawdown (3Y)Largest decline over 3 years | -88.56% | -0.42% | -88.14% |
Max Drawdown (5Y)Largest decline over 5 years | -96.33% | -0.99% | -95.34% |
Current DrawdownCurrent decline from peak | -96.07% | -7.26% | -88.81% |
Average DrawdownAverage peak-to-trough decline | -65.02% | -6.93% | -58.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.93% | 0.21% | +48.72% |
Volatility
ATOM-USD vs. USDT-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 19.00% compared to Tether (USDT-USD) at 0.13%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATOM-USD | USDT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.00% | 0.13% | +18.87% |
Volatility (6M)Calculated over the trailing 6-month period | 42.78% | 0.35% | +42.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 0.40% | +56.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.05% | 0.55% | +77.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.70% | 6.78% | +83.92% |
Frequently Asked Questions
ATOM-USD and USDT-USD have a correlation of 0.09, 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 (19.00%) compared to USDT-USD (0.13%). In terms of maximum drawdown, ATOM-USD dropped -96.33% vs USDT-USD's -10.32%.
USDT-USD currently has the higher Sharpe Ratio (-0.18 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.
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