LINK-USD vs. ATOM-USD
LINK-USD (ChainLink) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, LINK-USD returned -23.04%/yr vs -35.63%/yr for ATOM-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
LINK-USD vs. ATOM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LINK-USD achieves a -39.00% return, which is significantly lower than ATOM-USD's -13.19% return.
LINK-USD
- 1D
- -7.19%
- 1M
- -25.67%
- YTD
- -39.00%
- 6M
- -45.32%
- 1Y
- -42.35%
- 3Y*
- 5.89%
- 5Y*
- -23.04%
- 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*
- —
LINK-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between LINK-USD and ATOM-USD is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.63 |
The correlation between LINK-USD and ATOM-USD shifts across timeframes, from 0.63 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LINK-USD vs. ATOM-USD — Risk / Return Rank
LINK-USD
ATOM-USD
LINK-USD vs. ATOM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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.
| LINK-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.87 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.86 | +0.28 |
| Martin ratioReturn relative to average drawdown | -0.89 | -1.24 | +0.35 |
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
| LINK-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -0.87 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | -0.38 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | -0.16 | +0.59 |
Drawdowns
LINK-USD vs. ATOM-USD - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.19%, smaller than the maximum ATOM-USD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for LINK-USD and ATOM-USD.
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Drawdown Indicators
| LINK-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -96.29% | +6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -72.24% | -68.29% | -3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -74.59% | -88.44% | +13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -85.26% | -96.29% | +11.03% |
Current DrawdownCurrent decline from peak | -85.80% | -96.23% | +10.43% |
Average DrawdownAverage peak-to-trough decline | -60.38% | -64.99% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.80% | 48.48% | +2.32% |
Volatility
LINK-USD vs. ATOM-USD - Volatility Comparison
The current volatility for ChainLink (LINK-USD) is 15.45%, while Cosmos (ATOM-USD) has a volatility of 18.10%. This indicates that LINK-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
| LINK-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.45% | 18.10% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 44.81% | 42.48% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.50% | 56.43% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.62% | 78.12% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.88% | 90.73% | +10.15% |
Frequently Asked Questions
LINK-USD and ATOM-USD have a correlation of 0.77, 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 (18.10%) compared to LINK-USD (15.45%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs ATOM-USD's -96.29%.
LINK-USD currently has the higher Sharpe Ratio (-0.54 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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