BTC-USD vs. ATOM-USD
BTC-USD (Bitcoin) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, BTC-USD returned 10.82%/yr vs -34.04%/yr for ATOM-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
BTC-USD vs. ATOM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than ATOM-USD's -9.66% return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
ATOM-USD
- 1D
- 1.52%
- 1M
- -10.12%
- YTD
- -9.66%
- 6M
- -22.56%
- 1Y
- -59.25%
- 3Y*
- -42.54%
- 5Y*
- -34.04%
- 10Y*
- —
BTC-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-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 | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.58 |
The correlation between BTC-USD and ATOM-USD has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. ATOM-USD — Risk / Return Rank
BTC-USD
ATOM-USD
BTC-USD vs. ATOM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-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.
| BTC-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.87 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.86 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.24 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BTC-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.87 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.36 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | -0.15 | +1.29 |
Drawdowns
BTC-USD vs. ATOM-USD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum ATOM-USD drawdown of -96.33%. Use the drawdown chart below to compare losses from any high point for BTC-USD and ATOM-USD.
Loading charts...
Drawdown Indicators
| BTC-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -96.33% | +11.03% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -68.62% | +17.41% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -88.56% | +37.35% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -96.33% | +19.66% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.86% | -96.07% | +46.21% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -65.02% | +22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 48.93% | -14.47% |
Volatility
BTC-USD vs. ATOM-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Cosmos (ATOM-USD) has a volatility of 19.00%. This indicates that BTC-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.
Loading charts...
Volatility by Period
| BTC-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 19.00% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 42.78% | -8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 56.49% | -20.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 78.05% | -33.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 90.70% | -33.99% |
Frequently Asked Questions
BTC-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 BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs ATOM-USD's -96.33%.
ATOM-USD currently has the higher Sharpe Ratio (-0.87 vs -0.95), 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.
Find the right allocation for BTC-USD and ATOM-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer