ATOM vs. MATIC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Atomera Incorporated (ATOM) and Polygon USD (MATIC-USD).

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.

ATOM vs. MATIC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ATOM Atomera Incorporated	82.81%	-80.95%	65.48%	12.70%	-69.09%	25.05%	422.40%	18.92%
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	27.71%	212.30%

Returns By Period

ATOM

• 1D: 6.04%
• 1M: -22.90%
• YTD: 82.81%
• 6M: -12.55%
• 1Y: -1.46%
• 3Y*: -14.08%
• 5Y*: -30.93%
• 10Y*: —

MATIC-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

ATOM vs. MATIC-USD — Risk / Return Rank

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

ATOM

ATOM Risk / Return Rank: 46
ATOM Sharpe Ratio Rank: 39
ATOM Sortino Ratio Rank: 55
ATOM Omega Ratio Rank: 53
ATOM Calmar Ratio Rank: 41
ATOM Martin Ratio Rank: 41

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. MATIC-USD - Risk-Adjusted Trends 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.

	ATOM	MATIC-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.01	—	—
Sortino ratio Return per unit of downside risk	1.03	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.01	—	—
Martin ratio Return relative to average drawdown	0.02	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ATOM	MATIC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	—	—

Correlation

The correlation between ATOM and MATIC-USD is 0.12, 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.

Drawdowns

Drawdown Indicators

	ATOM	MATIC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-95.72%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-73.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-93.74%	—	—
Current Drawdown Current decline from peak	-91.30%	—	—
Average Drawdown Average peak-to-trough decline	-62.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	48.11%	—	—

Volatility

Volatility by Period

	ATOM	MATIC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	102.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	128.33%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.21%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.93%	—	—