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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 309.50% return, which is significantly higher than XRP-USD's -36.95% return.


ATOM

1D
-0.55%
1M
-14.30%
YTD
309.50%
6M
260.56%
1Y
47.39%
3Y*
2.03%
5Y*
-15.26%
10Y*

XRP-USD

1D
-3.33%
1M
-17.93%
YTD
-36.95%
6M
-44.69%
1Y
-47.35%
3Y*
31.46%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATOM vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATOM
Atomera Incorporated
309.50%-80.95%65.48%12.70%-69.09%25.05%422.40%7.32%-33.72%-35.85%
XRP-USD
XRP
-36.95%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%33,831.71%

Correlation

The correlation between ATOM and XRP-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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 3, 2017

0.10

Over the past year, ATOM and XRP-USD have become more correlated (0.32) 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: 5454
Sharpe Ratio Rank
ATOM Sortino Ratio Rank: 7171
Sortino Ratio Rank
ATOM Omega Ratio Rank: 6767
Omega Ratio Rank
ATOM Calmar Ratio Rank: 5757
Calmar Ratio Rank
ATOM Martin Ratio Rank: 5454
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5555
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.


ATOMXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.21

0.91

+0.30

Calmar ratioReturn relative to maximum drawdown

0.70

-0.70

+1.40

Martin ratioReturn relative to average drawdown

1.14

-1.11

+2.25

ATOM vs. XRP-USD - Sharpe Ratio Comparison

The current ATOM Sharpe Ratio is 0.33, which is higher than the XRP-USD Sharpe Ratio of -0.70. 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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Sharpe Ratios by Period


ATOMXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.70

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.05

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.54

-0.53

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

-68.16%

-67.36%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-87.98%

-67.36%

-20.62%

Max Drawdown (5Y)

Largest decline over 5 years

-93.74%

-77.83%

-15.91%

Current Drawdown

Current decline from peak

-80.52%

-67.36%

-13.16%

Average Drawdown

Average peak-to-trough decline

-62.63%

-71.01%

+8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.56%

43.26%

-1.70%

Volatility

ATOM vs. XRP-USD - Volatility Comparison

Atomera Incorporated (ATOM) has a higher volatility of 46.65% compared to XRP (XRP-USD) at 12.23%. 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

46.65%

12.23%

+34.42%

Volatility (6M)

Calculated over the trailing 6-month period

112.14%

45.40%

+66.74%

Volatility (1Y)

Calculated over the trailing 1-year period

144.17%

56.01%

+88.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.59%

72.44%

+33.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.45%

111.85%

-16.40%

Frequently Asked Questions


ATOM and XRP-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATOM has higher volatility (46.65%) compared to XRP-USD (12.23%). In terms of maximum drawdown, ATOM dropped -95.72% vs XRP-USD's -95.87%.

ATOM currently has the higher Sharpe Ratio (0.33 vs -0.70), 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.

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