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

Correlation

The correlation between ATOM-USD and XRP-USD is 0.25, 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. XRP-USD - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ATOM-USD:

-0.52

XRP-USD:

3.36

Sortino Ratio

ATOM-USD:

0.93

XRP-USD:

4.37

Omega Ratio

ATOM-USD:

1.09

XRP-USD:

1.48

Calmar Ratio

ATOM-USD:

0.04

XRP-USD:

5.45

Martin Ratio

ATOM-USD:

0.38

XRP-USD:

27.10

Ulcer Index

ATOM-USD:

42.06%

XRP-USD:

22.66%

Daily Std Dev

ATOM-USD:

71.71%

XRP-USD:

81.61%

Max Drawdown

ATOM-USD:

-91.94%

XRP-USD:

-95.87%

Current Drawdown

ATOM-USD:

-89.14%

XRP-USD:

-32.67%

Returns By Period

In the year-to-date period, ATOM-USD achieves a -21.82% return, which is significantly lower than XRP-USD's 9.33% return.


ATOM-USD

YTD

-21.82%

1M

10.38%

6M

-41.30%

1Y

-43.95%

3Y*

-20.40%

5Y*

12.53%

10Y*

N/A

XRP-USD

YTD

9.33%

1M

1.49%

6M

47.55%

1Y

334.64%

3Y*

80.15%

5Y*

62.89%

10Y*

75.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cosmos

Ripple

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ATOM-USD vs. XRP-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 4545
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5252
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
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. 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.


The current ATOM-USD Sharpe Ratio is -0.52, which is lower than the XRP-USD Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of ATOM-USD and XRP-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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ATOM-USD vs. XRP-USD - Drawdown Comparison

The maximum ATOM-USD drawdown since its inception was -91.94%, roughly equal to 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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ATOM-USD vs. XRP-USD - Volatility Comparison

Cosmos (ATOM-USD) has a higher volatility of 21.56% compared to Ripple (XRP-USD) at 18.07%. 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.


Loading data...