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

Key characteristics


ATOM-USDXRP-USD
YTD Return-21.46%-14.54%
1Y Return-23.85%13.74%
3Y Return (Ann)-27.75%-27.31%
5Y Return (Ann)19.22%12.11%
Sharpe Ratio0.240.09
Daily Std Dev55.36%77.23%
Max Drawdown-86.32%-95.87%
Current Drawdown-81.29%-84.44%

Correlation

-0.50.00.51.00.6

The correlation between ATOM-USD and XRP-USD is 0.56, 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. XRP-USD - Performance Comparison

In the year-to-date period, ATOM-USD achieves a -21.46% return, which is significantly lower than XRP-USD's -14.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
18.33%
-3.77%
ATOM-USD
XRP-USD

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Cosmos

Ripple

Risk-Adjusted Performance

ATOM-USD vs. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-USD) and Ripple (XRP-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
Sharpe ratio
The chart of Sharpe ratio for ATOM-USD, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.000.24
Sortino ratio
The chart of Sortino ratio for ATOM-USD, currently valued at 0.89, compared to the broader market0.001.002.003.004.005.000.89
Omega ratio
The chart of Omega ratio for ATOM-USD, currently valued at 1.09, compared to the broader market1.001.101.201.301.401.501.601.09
Calmar ratio
The chart of Calmar ratio for ATOM-USD, currently valued at 0.05, compared to the broader market2.004.006.008.0010.0012.000.05
Martin ratio
The chart of Martin ratio for ATOM-USD, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.001.11
XRP-USD
Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.09
Sortino ratio
The chart of Sortino ratio for XRP-USD, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.000.55
Omega ratio
The chart of Omega ratio for XRP-USD, currently valued at 1.06, compared to the broader market1.001.101.201.301.401.501.601.06
Calmar ratio
The chart of Calmar ratio for XRP-USD, currently valued at 0.01, compared to the broader market2.004.006.008.0010.0012.000.01
Martin ratio
The chart of Martin ratio for XRP-USD, currently valued at 0.33, compared to the broader market0.0020.0040.0060.0080.000.33

ATOM-USD vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM-USD Sharpe Ratio is 0.24, which is higher than the XRP-USD Sharpe Ratio of 0.09. The chart below compares the 12-month rolling Sharpe Ratio of ATOM-USD and XRP-USD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.24
0.09
ATOM-USD
XRP-USD

Drawdowns

ATOM-USD vs. XRP-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -86.32%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and XRP-USD. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2024FebruaryMarchApril
-81.29%
-71.43%
ATOM-USD
XRP-USD

Volatility

ATOM-USD vs. XRP-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 24.19% compared to Ripple (XRP-USD) at 21.58%. This indicates that ATOM-USD's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
24.19%
21.58%
ATOM-USD
XRP-USD