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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 XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATOM achieves a 154.30% return, which is significantly higher than XRP-USD's -40.85% return.


ATOM

1D
-1.23%
1M
-31.21%
6M
137.13%
YTD
154.30%
1Y
9.13%
3Y*
-14.68%
5Y*
-20.39%
10Y*

XRP-USD

1D
0.13%
1M
-8.27%
6M
-47.37%
YTD
-40.85%
1Y
-68.79%
3Y*
11.78%
5Y*
13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATOM vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATOM
Atomera Incorporated
154.30%-80.95%65.48%12.70%-69.09%25.05%422.40%7.32%-33.72%-35.85%
XRP-USD
XRP
-40.85%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between ATOM and XRP-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.10

Over the past year, ATOM and XRP-USD have become more correlated (0.33) than their long-term average of 0.10, meaning their price movements have been converging.

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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: 5555
Overall Rank
ATOM Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ATOM Sortino Ratio Rank: 6767
Sortino Ratio Rank
ATOM Omega Ratio Rank: 6363
Omega Ratio Rank
ATOM Calmar Ratio Rank: 4949
Calmar Ratio Rank
ATOM Martin Ratio Rank: 4848
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 1111
Overall Rank
XRP-USD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 1818
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 1818
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 77
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 55
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 XRP (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.

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.


ATOMXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+3.40

Omega ratioGain probability vs. loss probability

1.16

0.80

+0.36

Calmar ratioReturn relative to maximum drawdown

0.15

-0.97

+1.12

Martin ratioReturn relative to average drawdown

0.24

-1.41

+1.65

ATOM vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is 0.06, which is higher than the XRP-USD Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of ATOM and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-62.38%

-70.77%

+8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-87.98%

-70.77%

-17.21%

Max Drawdown (5Y)

Largest decline over 5 years

-93.74%

-77.83%

-15.91%

Current Drawdown

Current decline from peak

-87.90%

-69.38%

-18.52%

Average Drawdown

Average peak-to-trough decline

-62.85%

-70.96%

+8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.94%

40.81%

-2.87%

Volatility

ATOM vs. XRP-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 29.03% compared to XRP (XRP-USD) at 11.15%. 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

29.03%

11.15%

+17.88%

Volatility (6M)

Calculated over the trailing 6-month period

115.59%

43.80%

+71.79%

Volatility (1Y)

Calculated over the trailing 1-year period

146.82%

55.23%

+91.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.82%

71.26%

+34.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.49%

111.28%

-15.79%

Frequently Asked Questions


ATOM and XRP-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATOM has higher volatility (29.03%) compared to XRP-USD (11.15%). In terms of maximum drawdown, ATOM dropped -95.72% vs XRP-USD's -95.87%.

ATOM currently has the higher Sharpe Ratio (0.06 vs -1.06), 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.

Portfolio Optimizer

Find the right allocation for ATOM and XRP-USD

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