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ATOS vs. FCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ATOS vs. FCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atossa Therapeutics, Inc. (ATOS) and Freeport-McMoRan Inc. (FCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATOS achieves a -46.89% return, which is significantly lower than FCX's 39.74% return. Over the past 10 years, ATOS has underperformed FCX with an annualized return of -40.99%, while FCX has yielded a comparatively higher 21.48% annualized return.


ATOS

1D
-3.09%
1M
-19.80%
YTD
-46.89%
6M
-57.57%
1Y
-63.23%
3Y*
-30.69%
5Y*
-41.62%
10Y*
-40.99%

FCX

1D
-1.51%
1M
27.12%
YTD
39.74%
6M
59.38%
1Y
77.59%
3Y*
25.51%
5Y*
12.50%
10Y*
21.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATOS vs. FCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATOS
Atossa Therapeutics, Inc.
-46.89%-37.51%7.28%66.51%-66.97%68.42%-39.49%53.92%-67.31%-81.56%
FCX
Freeport-McMoRan Inc.
39.74%35.41%-9.41%13.69%-7.91%61.41%99.06%29.59%-45.11%43.75%

Correlation

The correlation between ATOS and FCX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.22

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

0.13

Fundamentals

Market Cap

ATOS:

$40.52M

FCX:

$102.00B

EPS

ATOS:

-$4.37

FCX:

$1.89

PB Ratio

ATOS:

1.33

FCX:

5.23

Total Revenue (TTM)

ATOS:

$0.00

FCX:

$26.42B

Gross Profit (TTM)

ATOS:

-$12.00K

FCX:

$7.35B

EBITDA (TTM)

ATOS:

-$29.16M

FCX:

$9.59B

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Return for Risk

ATOS vs. FCX — Risk / Return Rank

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

ATOS
ATOS Risk / Return Rank: 99
Overall Rank
ATOS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ATOS Sortino Ratio Rank: 88
Sortino Ratio Rank
ATOS Omega Ratio Rank: 88
Omega Ratio Rank
ATOS Calmar Ratio Rank: 1010
Calmar Ratio Rank
ATOS Martin Ratio Rank: 99
Martin Ratio Rank

FCX
FCX Risk / Return Rank: 8080
Overall Rank
FCX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FCX Omega Ratio Rank: 7777
Omega Ratio Rank
FCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FCX Martin Ratio Rank: 8383
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.

ATOS vs. FCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atossa Therapeutics, Inc. (ATOS) and Freeport-McMoRan Inc. (FCX). 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.


ATOSFCXDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

0.83

1.29

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.82

3.13

-3.95

Martin ratioReturn relative to average drawdown

-1.36

7.90

-9.26

ATOS vs. FCX - Sharpe Ratio Comparison

The current ATOS Sharpe Ratio is -0.87, which is lower than the FCX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ATOS and FCX, 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


ATOSFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.64

-2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.28

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

0.44

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.16

-0.46

Drawdowns

ATOS vs. FCX - Drawdown Comparison

The maximum ATOS drawdown since its inception was -99.99%, which is greater than FCX's maximum drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for ATOS and FCX.


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Drawdown Indicators


ATOSFCXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-92.52%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-77.74%

-24.90%

-52.84%

Max Drawdown (3Y)

Largest decline over 3 years

-87.49%

-46.34%

-41.15%

Max Drawdown (5Y)

Largest decline over 5 years

-96.95%

-51.47%

-45.48%

Max Drawdown (10Y)

Largest decline over 10 years

-99.58%

-72.59%

-26.99%

Current Drawdown

Current decline from peak

-99.99%

-1.51%

-98.48%

Average Drawdown

Average peak-to-trough decline

-93.59%

-39.65%

-53.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.62%

9.85%

+36.77%

Volatility

ATOS vs. FCX - Volatility Comparison

The current volatility for Atossa Therapeutics, Inc. (ATOS) is 13.46%, while Freeport-McMoRan Inc. (FCX) has a volatility of 14.37%. This indicates that ATOS experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATOSFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

14.37%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

67.76%

35.63%

+32.13%

Volatility (1Y)

Calculated over the trailing 1-year period

72.77%

47.46%

+25.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.10%

44.84%

+31.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

155.32%

48.61%

+106.71%

Dividends

ATOS vs. FCX - Dividend Comparison

ATOS has not paid dividends to shareholders, while FCX's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM20252024202320222021202020192018201720162015
ATOS
Atossa Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCX
Freeport-McMoRan Inc.
0.85%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%

Financials

ATOS vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between Atossa Therapeutics, Inc. and Freeport-McMoRan Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B202220232024202520260
6.23B
(ATOS) Total Revenue
(FCX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ATOS and FCX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCX has higher volatility (14.37%) compared to ATOS (13.46%). In terms of maximum drawdown, ATOS dropped -99.99% vs FCX's -92.52%.

FCX currently has the higher Sharpe Ratio (1.64 vs -0.87), 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 ATOS and FCX

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