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LINK-USD vs. ATOM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LINK-USD and ATOM-USD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LINK-USD vs. ATOM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChainLink (LINK-USD) and Cosmos (ATOM-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025
83.12%
7.55%
LINK-USD
ATOM-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.73

ATOM-USD:

-0.41

Sortino Ratio

LINK-USD:

1.73

ATOM-USD:

-0.12

Omega Ratio

LINK-USD:

1.16

ATOM-USD:

0.99

Calmar Ratio

LINK-USD:

0.38

ATOM-USD:

0.01

Martin Ratio

LINK-USD:

2.29

ATOM-USD:

-0.94

Ulcer Index

LINK-USD:

30.73%

ATOM-USD:

37.08%

Daily Std Dev

LINK-USD:

75.88%

ATOM-USD:

68.33%

Max Drawdown

LINK-USD:

-90.17%

ATOM-USD:

-91.75%

Current Drawdown

LINK-USD:

-54.66%

ATOM-USD:

-86.01%

Returns By Period

In the year-to-date period, LINK-USD achieves a 18.10% return, which is significantly higher than ATOM-USD's 0.54% return.


LINK-USD

YTD

18.10%

1M

14.76%

6M

84.13%

1Y

52.72%

5Y*

52.99%

10Y*

N/A

ATOM-USD

YTD

0.54%

1M

0.54%

6M

7.54%

1Y

-31.67%

5Y*

7.28%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LINK-USD vs. ATOM-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7878
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7878
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7777
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 3636
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LINK-USD vs. ATOM-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LINK-USD, currently valued at 0.69, compared to the broader market0.002.004.006.000.69-0.41
The chart of Sortino ratio for LINK-USD, currently valued at 1.69, compared to the broader market0.002.004.001.69-0.12
The chart of Omega ratio for LINK-USD, currently valued at 1.15, compared to the broader market1.001.201.401.601.150.99
The chart of Calmar ratio for LINK-USD, currently valued at 0.35, compared to the broader market2.004.006.000.350.01
The chart of Martin ratio for LINK-USD, currently valued at 2.17, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.17-0.94
LINK-USD
ATOM-USD

The current LINK-USD Sharpe Ratio is 0.73, which is higher than the ATOM-USD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of LINK-USD and ATOM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.69
-0.41
LINK-USD
ATOM-USD

Drawdowns

LINK-USD vs. ATOM-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, roughly equal to the maximum ATOM-USD drawdown of -91.75%. Use the drawdown chart below to compare losses from any high point for LINK-USD and ATOM-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025
-54.66%
-86.01%
LINK-USD
ATOM-USD

Volatility

LINK-USD vs. ATOM-USD - Volatility Comparison

ChainLink (LINK-USD) and Cosmos (ATOM-USD) have volatilities of 25.32% and 25.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%SeptemberOctoberNovemberDecember2025
25.32%
25.98%
LINK-USD
ATOM-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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