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

Key characteristics


ATOMXRP-USD
YTD Return-29.67%-16.18%
1Y Return-37.59%9.13%
3Y Return (Ann)-33.44%-31.33%
5Y Return (Ann)14.04%11.09%
Sharpe Ratio-0.38-0.04
Daily Std Dev74.93%77.21%
Max Drawdown-90.42%-95.87%
Current Drawdown-89.39%-84.74%

Correlation

-0.50.00.51.00.1

The correlation between ATOM and XRP-USD is 0.09, 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 vs. XRP-USD - Performance Comparison

In the year-to-date period, ATOM achieves a -29.67% return, which is significantly lower than XRP-USD's -16.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-19.97%
-10.97%
ATOM
XRP-USD

Compare stocks, funds, or ETFs

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


Atomera Incorporated

Ripple

Risk-Adjusted Performance

ATOM vs. XRP-USD - Risk-Adjusted Performance Comparison

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


ATOM
Sharpe ratio
The chart of Sharpe ratio for ATOM, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.004.00-0.45
Sortino ratio
The chart of Sortino ratio for ATOM, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.006.00-0.25
Omega ratio
The chart of Omega ratio for ATOM, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for ATOM, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for ATOM, currently valued at -1.73, compared to the broader market0.0010.0020.0030.00-1.73
XRP-USD
Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at -0.04, compared to the broader market-2.00-1.000.001.002.003.004.00-0.04
Sortino ratio
The chart of Sortino ratio for XRP-USD, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.006.000.36
Omega ratio
The chart of Omega ratio for XRP-USD, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for XRP-USD, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for XRP-USD, currently valued at -0.15, compared to the broader market0.0010.0020.0030.00-0.15

ATOM vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is -0.38, which is lower than the XRP-USD Sharpe Ratio of -0.04. The chart below compares the 12-month rolling Sharpe Ratio of ATOM and XRP-USD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.45
-0.04
ATOM
XRP-USD

Drawdowns

ATOM vs. XRP-USD - Drawdown Comparison

The maximum ATOM drawdown since its inception was -90.42%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ATOM and XRP-USD. For additional features, visit the drawdowns tool.


-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%-78.00%NovemberDecember2024FebruaryMarchApril
-89.39%
-84.74%
ATOM
XRP-USD

Volatility

ATOM vs. XRP-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 28.45% compared to Ripple (XRP-USD) at 21.28%. This indicates that ATOM'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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
28.45%
21.28%
ATOM
XRP-USD