ATOM vs. IOO
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 -21.80%/yr vs 15.80%/yr for IOO. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
ATOM vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, ATOM achieves a 133.48% return, which is significantly higher than IOO's 12.18% return.
ATOM
- 1D
- 1.38%
- 1M
- -30.36%
- 6M
- 76.11%
- YTD
- 133.48%
- 1Y
- 10.73%
- 3Y*
- -15.56%
- 5Y*
- -21.80%
- 10Y*
- —
- ALL TIME*
- -4.45%
IOO
- 1D
- 1.15%
- 1M
- 3.02%
- 6M
- 10.29%
- YTD
- 12.18%
- 1Y
- 30.07%
- 3Y*
- 23.40%
- 5Y*
- 15.80%
- 10Y*
- 16.41%
- ALL TIME*
- 7.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.13M | $3.97M | $12.15M | |
| $39.71M | $29.92M | $34.31M |
ATOM vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATOM Atomera Incorporated | 133.48% | -80.95% | 65.48% | 12.70% | -69.09% | 25.05% | 422.40% | 7.32% | -33.72% | -35.85% |
IOO iShares Global 100 ETF | 12.18% | 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 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2016 | 0.33 |
The correlation between ATOM and IOO shifts across timeframes, from 0.33 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ATOM vs. IOO — Risk / Return Rank
ATOM
IOO
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ATOM | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 2.81 | -2.75 |
| Martin ratioReturn relative to average drawdown | 0.09 | 10.47 | -10.39 |
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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.
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Drawdown Indicators
| ATOM | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.72% | -55.85% | -39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -63.13% | -9.94% | -53.19% |
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 | -95.72% | -31.43% | -64.29% |
Current DrawdownCurrent decline from peak | -88.89% | -1.39% | -87.50% |
Average DrawdownAverage peak-to-trough decline | -62.95% | -11.22% | -51.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.23% | 2.66% | +35.57% |
Volatility
ATOM vs. IOO - Volatility Comparison
Atomera Incorporated (ATOM) has a higher volatility of 25.80% compared to iShares Global 100 ETF (IOO) at 4.30%. 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.
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Volatility by Period
| ATOM | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.80% | 4.30% | +21.50% |
Volatility (6M)Calculated over the trailing 6-month period | 114.38% | 11.83% | +102.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 147.91% | 14.73% | +133.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.14% | 17.21% | +88.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.54% | 17.73% | +77.81% |
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 0.83%.
| 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 | 0.83% | 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
ATOM and IOO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM has higher volatility (25.80%) compared to IOO (4.30%). In terms of maximum drawdown, ATOM dropped -95.72% vs IOO's -55.85%.
IOO currently has the higher Sharpe Ratio (1.89 vs 0.02), 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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