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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 220.36% return, which is significantly higher than XRP-USD's -43.10% return.


ATOM

1D
-3.15%
1M
-35.81%
YTD
220.36%
6M
227.78%
1Y
36.42%
3Y*
-4.50%
5Y*
-21.31%
10Y*

XRP-USD

1D
0.42%
1M
-19.86%
YTD
-43.10%
6M
-43.19%
1Y
-50.32%
3Y*
29.32%
5Y*
10.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATOM vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATOM
Atomera Incorporated
220.36%-80.95%65.48%12.70%-69.09%25.05%422.40%7.32%-33.72%-35.85%
XRP-USD
XRP
-43.10%-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

0.19

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: 6161
Overall Rank
ATOM Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ATOM Sortino Ratio Rank: 7171
Sortino Ratio Rank
ATOM Omega Ratio Rank: 6868
Omega Ratio Rank
ATOM Calmar Ratio Rank: 5757
Calmar Ratio Rank
ATOM Martin Ratio Rank: 5555
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5656
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

+1.00

Sortino ratioReturn per unit of downside risk

+2.67

Omega ratioGain probability vs. loss probability

1.19

0.90

+0.29

Calmar ratioReturn relative to maximum drawdown

0.58

-0.71

+1.29

Martin ratioReturn relative to average drawdown

0.98

-1.10

+2.08

ATOM vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is 0.25, which is higher than the XRP-USD Sharpe Ratio of -0.75. 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

-63.01%

-70.67%

+7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-87.98%

-70.67%

-17.31%

Max Drawdown (5Y)

Largest decline over 5 years

-93.74%

-77.83%

-15.91%

Current Drawdown

Current decline from peak

-84.76%

-70.54%

-14.22%

Average Drawdown

Average peak-to-trough decline

-62.72%

-70.97%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.11%

39.83%

-2.72%

Volatility

ATOM vs. XRP-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 27.20% compared to XRP (XRP-USD) at 15.68%. 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

27.20%

15.68%

+11.52%

Volatility (6M)

Calculated over the trailing 6-month period

113.67%

46.23%

+67.44%

Volatility (1Y)

Calculated over the trailing 1-year period

145.39%

56.07%

+89.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.50%

71.43%

+34.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.45%

111.59%

-16.14%

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 (27.20%) compared to XRP-USD (15.68%). In terms of maximum drawdown, ATOM dropped -95.72% vs XRP-USD's -95.87%.

ATOM currently has the higher Sharpe Ratio (0.25 vs -0.75), 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

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