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ATYM.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ATYM.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Atalaya Mining Ltd (ATYM.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ATYM.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ATYM.L achieves a 0.35% return, which is significantly higher than BTC-USD's -27.44% return. Over the past 10 years, ATYM.L has underperformed BTC-USD with an annualized return of 24.18%, while BTC-USD has yielded a comparatively higher 61.37% annualized return.


ATYM.L

1D
-2.17%
1M
15.09%
YTD
0.35%
6M
15.79%
1Y
96.23%
3Y*
41.16%
5Y*
23.68%
10Y*
24.18%

BTC-USD

1D
-4.92%
1M
-20.15%
YTD
-27.44%
6M
-32.67%
1Y
-39.60%
3Y*
29.13%
5Y*
12.60%
10Y*
61.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATYM.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATYM.L
Atalaya Mining Ltd
0.35%141.03%0.93%11.73%-17.55%88.92%22.40%-8.35%26.97%35.25%
BTC-USD
Bitcoin
-27.44%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between ATYM.L and BTC-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.02

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

0.06

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2012

0.02

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Return for Risk

ATYM.L vs. BTC-USD — Risk / Return Rank

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

ATYM.L
ATYM.L Risk / Return Rank: 8484
Overall Rank
ATYM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ATYM.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
ATYM.L Omega Ratio Rank: 8484
Omega Ratio Rank
ATYM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
ATYM.L Martin Ratio Rank: 8181
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
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.

ATYM.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atalaya Mining Ltd (ATYM.L) and Bitcoin (BTC-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.


ATYM.LBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

2.20

-0.95

+3.15

Sortino ratio

Return per unit of downside risk

2.67

-1.31

+3.98

Omega ratio

Gain probability vs. loss probability

1.35

0.86

+0.50

Calmar ratio

Return relative to maximum drawdown

2.62

-0.79

+3.42

Martin ratio

Return relative to average drawdown

7.10

-1.42

+8.52

ATYM.L vs. BTC-USD - Sharpe Ratio Comparison

The current ATYM.L Sharpe Ratio is 2.20, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ATYM.L and BTC-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


ATYM.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

-0.95

+3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.23

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.91

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.15

-1.02

Drawdowns

ATYM.L vs. BTC-USD - Drawdown Comparison

The maximum ATYM.L drawdown since its inception was -93.04%, which is greater than BTC-USD's maximum drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for ATYM.L and BTC-USD.


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Drawdown Indicators


ATYM.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.04%

-84.19%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-36.50%

-49.84%

+13.34%

Max Drawdown (3Y)

Largest decline over 3 years

-36.87%

-49.84%

+12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-57.48%

-73.24%

+15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-68.65%

-82.15%

+13.50%

Current Drawdown

Current decline from peak

-20.11%

-49.07%

+28.96%

Average Drawdown

Average peak-to-trough decline

-61.85%

-40.25%

-21.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.50%

33.45%

-19.95%

Volatility

ATYM.L vs. BTC-USD - Volatility Comparison

Atalaya Mining Ltd (ATYM.L) has a higher volatility of 15.11% compared to Bitcoin (BTC-USD) at 10.99%. This indicates that ATYM.L's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATYM.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.11%

10.99%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

36.24%

33.82%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

43.49%

34.80%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

44.89%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.30%

56.05%

-16.75%

Frequently Asked Questions


ATYM.L and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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