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ATYM.L vs. XRH0.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATYM.L vs. XRH0.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Atalaya Mining Ltd (ATYM.L) and Xtrackers Physical Rhodium ETC (XRH0.L). 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 XRH0.L is traded in USD. To make them comparable, the XRH0.L 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 -4.50% return, which is significantly higher than XRH0.L's -26.90% return. Over the past 10 years, ATYM.L has underperformed XRH0.L with an annualized return of 24.45%, while XRH0.L has yielded a comparatively higher 27.35% annualized return.


ATYM.L

1D
4.08%
1M
-6.69%
YTD
-4.50%
6M
-5.06%
1Y
82.02%
3Y*
38.85%
5Y*
25.14%
10Y*
24.45%

XRH0.L

1D
1.66%
1M
-9.15%
YTD
-26.90%
6M
-22.53%
1Y
45.78%
3Y*
16.41%
5Y*
-14.54%
10Y*
27.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATYM.L vs. XRH0.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATYM.L
Atalaya Mining Ltd
-4.50%141.04%0.93%11.73%-18.78%88.92%22.40%-8.35%26.97%35.25%
XRH0.L
Xtrackers Physical Rhodium ETC
-26.90%183.48%-13.20%-62.77%6.90%-14.71%174.89%123.98%55.07%82.70%

Correlation

The correlation between ATYM.L and XRH0.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.06

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

0.06

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 19, 2011

0.05

The correlation between ATYM.L and XRH0.L shifts across timeframes, from 0.05 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ATYM.L vs. XRH0.L — 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: 8282
Overall Rank
ATYM.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ATYM.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ATYM.L Omega Ratio Rank: 8282
Omega Ratio Rank
ATYM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
ATYM.L Martin Ratio Rank: 7979
Martin Ratio Rank

XRH0.L
XRH0.L Risk / Return Rank: 2222
Overall Rank
XRH0.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XRH0.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
XRH0.L Omega Ratio Rank: 2727
Omega Ratio Rank
XRH0.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XRH0.L Martin Ratio Rank: 1919
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. XRH0.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atalaya Mining Ltd (ATYM.L) and Xtrackers Physical Rhodium ETC (XRH0.L). 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.


ATYM.LXRH0.LDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.30

1.18

+0.12

Calmar ratioReturn relative to maximum drawdown

2.24

1.14

+1.10

Martin ratioReturn relative to average drawdown

5.43

2.17

+3.26

ATYM.L vs. XRH0.L - Sharpe Ratio Comparison

The current ATYM.L Sharpe Ratio is 1.79, which is higher than the XRH0.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ATYM.L and XRH0.L, 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

ATYM.L vs. XRH0.L - Drawdown Comparison

The maximum ATYM.L drawdown since its inception was -93.06%, which is greater than XRH0.L's maximum drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for ATYM.L and XRH0.L.


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Drawdown Indicators


ATYM.LXRH0.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.06%

-84.57%

-8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-36.50%

-39.95%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-36.87%

-46.17%

+9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-57.50%

-79.64%

+22.14%

Max Drawdown (10Y)

Largest decline over 10 years

-68.65%

-84.57%

+15.92%

Current Drawdown

Current decline from peak

-23.98%

-65.98%

+42.00%

Average Drawdown

Average peak-to-trough decline

-62.66%

-47.18%

-15.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.05%

21.01%

-5.96%

Volatility

ATYM.L vs. XRH0.L - Volatility Comparison

The current volatility for Atalaya Mining Ltd (ATYM.L) is 16.09%, while Xtrackers Physical Rhodium ETC (XRH0.L) has a volatility of 27.80%. This indicates that ATYM.L experiences smaller price fluctuations and is considered to be less risky than XRH0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATYM.LXRH0.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.09%

27.80%

-11.71%

Volatility (6M)

Calculated over the trailing 6-month period

38.84%

69.79%

-30.95%

Volatility (1Y)

Calculated over the trailing 1-year period

45.66%

89.33%

-43.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

69.18%

-28.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.47%

66.47%

-27.00%

Dividends

ATYM.L vs. XRH0.L - Dividend Comparison

ATYM.L's dividend yield for the trailing twelve months is around 0.75%, while XRH0.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
ATYM.L
Atalaya Mining Ltd
0.75%0.71%1.71%1.91%0.91%7.14%
XRH0.L
Xtrackers Physical Rhodium ETC
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ATYM.L and XRH0.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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