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

Correlation

The correlation between ATOM and XRP-USD is 0.22, 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

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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Key characteristics

Sharpe Ratio

ATOM:

0.44

XRP-USD:

3.58

Sortino Ratio

ATOM:

1.46

XRP-USD:

4.57

Omega Ratio

ATOM:

1.19

XRP-USD:

1.51

Calmar Ratio

ATOM:

0.55

XRP-USD:

6.14

Martin Ratio

ATOM:

1.23

XRP-USD:

31.94

Ulcer Index

ATOM:

42.28%

XRP-USD:

21.32%

Daily Std Dev

ATOM:

121.31%

XRP-USD:

81.04%

Max Drawdown

ATOM:

-94.73%

XRP-USD:

-95.87%

Current Drawdown

ATOM:

-86.14%

XRP-USD:

-31.22%

Returns By Period

In the year-to-date period, ATOM achieves a -44.48% return, which is significantly lower than XRP-USD's 11.68% return.


ATOM

YTD

-44.48%

1M

52.97%

6M

21.51%

1Y

52.61%

5Y*

2.84%

10Y*

N/A

XRP-USD

YTD

11.68%

1M

13.23%

6M

319.29%

1Y

345.88%

5Y*

63.65%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATOM vs. XRP-USD — Risk-Adjusted Performance Rank

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

ATOM
The Risk-Adjusted Performance Rank of ATOM is 7272
Overall Rank
The Sharpe Ratio Rank of ATOM is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ATOM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ATOM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ATOM is 6767
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ATOM Sharpe Ratio is 0.44, which is lower than the XRP-USD Sharpe Ratio of 3.58. 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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Drawdowns

ATOM vs. XRP-USD - Drawdown Comparison

The maximum ATOM drawdown since its inception was -94.73%, 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. For additional features, visit the drawdowns tool.


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Volatility

ATOM vs. XRP-USD - Volatility Comparison


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