ATOM vs. IOO

Last updated Jun 4, 2026

ATOM (Atomera Incorporated) is a stock, while IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 5 years, ATOM returned -15.17%/yr vs 16.68%/yr for IOO. At a 0.33 correlation, their price movements are largely independent.

Performance

ATOM vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atomera Incorporated (ATOM) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ATOM achieves a 311.76% return, which is significantly higher than IOO's 12.26% return.

ATOM

• 1D: -7.61%
• 1M: -12.25%
• YTD: 311.76%
• 6M: 269.92%
• 1Y: 45.14%
• 3Y*: 1.70%
• 5Y*: -15.17%
• 10Y*: —

IOO

• 1D: -1.33%
• 1M: 5.37%
• YTD: 12.26%
• 6M: 12.43%
• 1Y: 38.24%
• 3Y*: 25.48%
• 5Y*: 16.68%
• 10Y*: 16.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATOM vs. IOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATOM Atomera Incorporated	311.76%	-80.95%	65.48%	12.70%	-69.09%	25.05%	422.40%	7.32%	-33.72%	-35.85%
IOO iShares Global 100 ETF	12.26%	27.02%	26.54%	27.71%	-16.34%	26.03%	18.61%	30.01%	-6.22%	23.56%

Correlation

The correlation between ATOM and IOO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Aug 8, 2016	0.33

The correlation between ATOM and IOO shifts across timeframes, from 0.33 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ATOM vs. IOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATOM

ATOM Risk / Return Rank: 59
ATOM Sharpe Ratio Rank: 52
ATOM Sortino Ratio Rank: 70
ATOM Omega Ratio Rank: 66
ATOM Calmar Ratio Rank: 55
ATOM Martin Ratio Rank: 52

IOO

IOO Risk / Return Rank: 82
IOO Sharpe Ratio Rank: 85
IOO Sortino Ratio Rank: 84
IOO Omega Ratio Rank: 82
IOO Calmar Ratio Rank: 75
IOO Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATOM vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atomera Incorporated (ATOM) and iShares Global 100 ETF (IOO). 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	IOO	Difference
Sharpe ratio Return per unit of total volatility	0.31	2.84	-2.52
Sortino ratio Return per unit of downside risk	1.75	3.85	-2.10
Omega ratio Gain probability vs. loss probability	1.21	1.50	-0.30
Calmar ratio Return relative to maximum drawdown	0.67	3.87	-3.20
Martin ratio Return relative to average drawdown	1.09	17.94	-16.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATOM vs. IOO - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is 0.31, which is lower than the IOO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of ATOM and IOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ATOM	IOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	2.84	-2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.98	-1.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.39	-0.38

Drawdowns

ATOM vs. IOO - Drawdown Comparison

The maximum ATOM drawdown since its inception was -95.72%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for ATOM and IOO.

Drawdown Indicators

	ATOM	IOO	Difference
Max Drawdown Largest peak-to-trough decline	-95.72%	-55.85%	-39.87%
Max Drawdown (1Y) Largest decline over 1 year	-68.16%	-9.94%	-58.22%
Max Drawdown (3Y) Largest decline over 3 years	-87.98%	-19.19%	-68.79%
Max Drawdown (5Y) Largest decline over 5 years	-93.74%	-23.52%	-70.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.43%	—
Current Drawdown Current decline from peak	-80.41%	-1.33%	-79.08%
Average Drawdown Average peak-to-trough decline	-62.62%	-11.27%	-51.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.65%	2.14%	+39.51%

Volatility

ATOM vs. IOO - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 46.72% compared to iShares Global 100 ETF (IOO) at 3.81%. This indicates that ATOM's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATOM	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.72%	3.81%	+42.91%
Volatility (6M) Calculated over the trailing 6-month period	112.27%	10.59%	+101.68%
Volatility (1Y) Calculated over the trailing 1-year period	144.19%	13.54%	+130.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	105.76%	17.04%	+88.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.47%	17.78%	+77.69%

Dividends

ATOM vs. IOO - Dividend Comparison

ATOM has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 0.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ATOM Atomera Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IOO iShares Global 100 ETF	0.82%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%

Frequently Asked Questions

Can I hold both ATOM and IOO in my portfolio?

ATOM and IOO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ATOM or IOO?

ATOM has higher volatility (46.72%) compared to IOO (3.81%). In terms of maximum drawdown, ATOM dropped -95.72% vs IOO's -55.85%.

Which has better risk-adjusted returns?

IOO currently has the higher Sharpe Ratio (2.84 vs 0.31), 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.