KSM-USD vs. ATOM-USD
KSM-USD (Kusama) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, KSM-USD returned -61.32%/yr vs -35.63%/yr for ATOM-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
KSM-USD vs. ATOM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KSM-USD achieves a -46.77% return, which is significantly lower than ATOM-USD's -13.19% return.
KSM-USD
- 1D
- -5.96%
- 1M
- -28.96%
- YTD
- -46.77%
- 6M
- -55.62%
- 1Y
- -76.12%
- 3Y*
- -48.88%
- 5Y*
- -61.32%
- 10Y*
- —
ATOM-USD
- 1D
- -7.52%
- 1M
- -12.09%
- YTD
- -13.19%
- 6M
- -23.97%
- 1Y
- -59.05%
- 3Y*
- -45.18%
- 5Y*
- -35.63%
- 10Y*
- —
KSM-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between KSM-USD and ATOM-USD is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.59 |
The correlation between KSM-USD and ATOM-USD shifts across timeframes, from 0.59 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
KSM-USD vs. ATOM-USD — Risk / Return Rank
KSM-USD
ATOM-USD
KSM-USD vs. ATOM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kusama (KSM-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.
| KSM-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.87 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.86 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.46 | -1.24 | -0.21 |
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
| KSM-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | -0.87 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.55 | -0.38 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.16 | +0.24 |
Drawdowns
KSM-USD vs. ATOM-USD - Drawdown Comparison
The maximum KSM-USD drawdown since its inception was -99.39%, roughly equal to the maximum ATOM-USD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for KSM-USD and ATOM-USD.
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Drawdown Indicators
| KSM-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.39% | -96.29% | -3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -79.15% | -68.29% | -10.86% |
Max Drawdown (3Y)Largest decline over 3 years | -93.95% | -88.44% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -99.29% | -96.29% | -3.00% |
Current DrawdownCurrent decline from peak | -99.39% | -96.23% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -73.22% | -64.99% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.09% | 48.48% | +9.61% |
Volatility
KSM-USD vs. ATOM-USD - Volatility Comparison
Kusama (KSM-USD) has a higher volatility of 20.43% compared to Cosmos (ATOM-USD) at 18.10%. This indicates that KSM-USD's price experiences larger fluctuations and is considered to be riskier 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
| KSM-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.43% | 18.10% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 54.36% | 42.48% | +11.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.14% | 56.43% | +15.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.58% | 78.12% | +14.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.99% | 90.73% | +18.26% |
Frequently Asked Questions
KSM-USD and ATOM-USD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSM-USD has higher volatility (20.43%) compared to ATOM-USD (18.10%). In terms of maximum drawdown, KSM-USD dropped -99.39% vs ATOM-USD's -96.29%.
ATOM-USD currently has the higher Sharpe Ratio (-0.87 vs -0.88), 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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