BNB-USD vs. ATOM-USD
BNB-USD (BNB) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 9.67%/yr vs -34.04%/yr for ATOM-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
BNB-USD vs. ATOM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -30.99% return, which is significantly lower than ATOM-USD's -9.66% return.
BNB-USD
- 1D
- -1.40%
- 1M
- -8.25%
- YTD
- -30.99%
- 6M
- -33.59%
- 1Y
- -8.63%
- 3Y*
- 31.73%
- 5Y*
- 9.67%
- 10Y*
- —
ATOM-USD
- 1D
- 1.52%
- 1M
- -10.12%
- YTD
- -9.66%
- 6M
- -22.56%
- 1Y
- -59.25%
- 3Y*
- -42.54%
- 5Y*
- -34.04%
- 10Y*
- —
BNB-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and ATOM-USD is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.57 |
The correlation between BNB-USD and ATOM-USD has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
BNB-USD vs. ATOM-USD — Risk / Return Rank
BNB-USD
ATOM-USD
BNB-USD vs. ATOM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) and Cosmos (ATOM-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.
| BNB-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.87 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.86 | +0.71 |
| Martin ratioReturn relative to average drawdown | -0.25 | -1.24 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNB-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.87 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.36 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | -0.15 | +1.13 |
Drawdowns
BNB-USD vs. ATOM-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum ATOM-USD drawdown of -96.33%. Use the drawdown chart below to compare losses from any high point for BNB-USD and ATOM-USD.
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Drawdown Indicators
| BNB-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -96.33% | +16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -56.24% | -68.62% | +12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -88.56% | +32.32% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -96.33% | +26.44% |
Current DrawdownCurrent decline from peak | -54.42% | -96.07% | +41.65% |
Average DrawdownAverage peak-to-trough decline | -38.68% | -65.02% | +26.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.58% | 48.93% | -7.35% |
Volatility
BNB-USD vs. ATOM-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 17.17%, while Cosmos (ATOM-USD) has a volatility of 19.00%. This indicates that BNB-USD experiences smaller price fluctuations and is considered to be less risky than ATOM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNB-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.17% | 19.00% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 42.78% | -8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.36% | 56.49% | -12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.57% | 78.05% | -27.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.12% | 90.70% | -10.58% |
Frequently Asked Questions
BNB-USD and ATOM-USD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (19.00%) compared to BNB-USD (17.17%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs ATOM-USD's -96.33%.
BNB-USD currently has the higher Sharpe Ratio (-0.16 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.
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