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ATOM vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ATOM vs. XRP-USD - Performance Comparison

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

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ATOM vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATOM
Atomera Incorporated
82.81%-80.95%65.48%12.70%-69.09%25.05%422.40%7.32%-33.72%-35.85%
XRP-USD
Ripple
-26.25%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%33,831.71%

Returns By Period

In the year-to-date period, ATOM achieves a 82.81% return, which is significantly higher than XRP-USD's -26.25% return.


ATOM

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

XRP-USD

1D
1.22%
1M
-2.44%
YTD
-26.25%
6M
-54.02%
1Y
-36.59%
3Y*
37.75%
5Y*
17.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ATOM vs. XRP-USD — Risk / Return Rank

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

ATOM
ATOM Risk / Return Rank: 4646
Overall Rank
ATOM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ATOM Sortino Ratio Rank: 5555
Sortino Ratio Rank
ATOM Omega Ratio Rank: 5353
Omega Ratio Rank
ATOM Calmar Ratio Rank: 4141
Calmar Ratio Rank
ATOM Martin Ratio Rank: 4141
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4040
Overall Rank
XRP-USD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5050
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 3333
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 99
Martin Ratio Rank
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. XRP-USD - Risk-Adjusted Trends 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.


ATOMXRP-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.01

-0.51

+0.50

Sortino ratio

Return per unit of downside risk

1.03

-0.41

+1.44

Omega ratio

Gain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratio

Return relative to maximum drawdown

0.01

-1.12

+1.13

Martin ratio

Return relative to average drawdown

0.02

-1.89

+1.91

ATOM vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is -0.01, which is higher than the XRP-USD Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ATOM and XRP-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.


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Sharpe Ratios by Period


ATOMXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.51

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.17

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.57

-0.65

Correlation

The correlation between ATOM and XRP-USD is 0.10, 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

ATOM vs. XRP-USD - Drawdown Comparison

The maximum ATOM drawdown since its inception was -95.72%, roughly equal to 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.


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Drawdown Indicators


ATOMXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.72%

-95.87%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-73.92%

-65.87%

-8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-93.74%

-83.25%

-10.49%

Current Drawdown

Current decline from peak

-91.30%

-61.82%

-29.48%

Average Drawdown

Average peak-to-trough decline

-62.25%

-71.20%

+8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.11%

37.60%

+10.51%

Volatility

ATOM vs. XRP-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 27.17% compared to Ripple (XRP-USD) at 13.04%. 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.


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Volatility by Period


ATOMXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.17%

13.04%

+14.13%

Volatility (6M)

Calculated over the trailing 6-month period

102.68%

53.69%

+48.99%

Volatility (1Y)

Calculated over the trailing 1-year period

128.33%

59.67%

+68.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.21%

81.35%

+19.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.93%

112.81%

-19.88%