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

Correlation

The correlation between ATOM and MATIC-USD is 0.13, 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.


-0.50.00.51.00.1

Performance

ATOM vs. MATIC-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
99.99%
-42.53%
ATOM
MATIC-USD

Key characteristics

Sharpe Ratio

ATOM:

-0.16

MATIC-USD:

-0.74

Sortino Ratio

ATOM:

0.61

MATIC-USD:

-1.10

Omega Ratio

ATOM:

1.08

MATIC-USD:

0.90

Calmar Ratio

ATOM:

-0.19

MATIC-USD:

0.01

Martin Ratio

ATOM:

-0.43

MATIC-USD:

-1.86

Ulcer Index

ATOM:

41.13%

MATIC-USD:

34.67%

Daily Std Dev

ATOM:

114.91%

MATIC-USD:

70.90%

Max Drawdown

ATOM:

-94.73%

MATIC-USD:

-89.89%

Current Drawdown

ATOM:

-87.34%

MATIC-USD:

-89.53%

Returns By Period

In the year-to-date period, ATOM achieves a -49.31% return, which is significantly lower than MATIC-USD's -32.98% return.


ATOM

YTD

-49.31%

1M

-31.94%

6M

98.65%

1Y

-17.07%

5Y*

4.56%

10Y*

N/A

MATIC-USD

YTD

-32.98%

1M

-31.97%

6M

-34.65%

1Y

-69.70%

5Y*

70.94%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM vs. MATIC-USD — Risk-Adjusted Performance Rank

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

ATOM
The Risk-Adjusted Performance Rank of ATOM is 4040
Overall Rank
The Sharpe Ratio Rank of ATOM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ATOM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ATOM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ATOM is 3636
Martin Ratio Rank

MATIC-USD
The Risk-Adjusted Performance Rank of MATIC-USD is 1212
Overall Rank
The Sharpe Ratio Rank of MATIC-USD is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MATIC-USD is 44
Sortino Ratio Rank
The Omega Ratio Rank of MATIC-USD is 44
Omega Ratio Rank
The Calmar Ratio Rank of MATIC-USD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MATIC-USD is 77
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 vs. MATIC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atomera Incorporated (ATOM) and Polygon USD (MATIC-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.


Sharpe ratio
The chart of Sharpe ratio for ATOM, currently valued at 0.70, compared to the broader market-2.000.002.004.000.70-0.74
The chart of Sortino ratio for ATOM, currently valued at 1.76, compared to the broader market-6.00-4.00-2.000.002.004.006.001.76-1.10
The chart of Omega ratio for ATOM, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.90
The chart of Calmar ratio for ATOM, currently valued at 0.46, compared to the broader market0.002.004.006.000.460.01
The chart of Martin ratio for ATOM, currently valued at 3.32, compared to the broader market0.0010.0020.0030.003.32-1.86
ATOM
MATIC-USD

The current ATOM Sharpe Ratio is -0.16, which is higher than the MATIC-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ATOM and MATIC-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.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00SeptemberOctoberNovemberDecember2025February
0.70
-0.74
ATOM
MATIC-USD

Drawdowns

ATOM vs. MATIC-USD - Drawdown Comparison

The maximum ATOM drawdown since its inception was -94.73%, which is greater than MATIC-USD's maximum drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for ATOM and MATIC-USD. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-87.34%
-89.53%
ATOM
MATIC-USD

Volatility

ATOM vs. MATIC-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 64.57% compared to Polygon USD (MATIC-USD) at 22.78%. This indicates that ATOM's price experiences larger fluctuations and is considered to be riskier than MATIC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
64.57%
22.78%
ATOM
MATIC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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