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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 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
2,935.33%
-26.07%
LINK-USD
ATOM-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.70

ATOM-USD:

-0.01

Sortino Ratio

LINK-USD:

1.67

ATOM-USD:

0.68

Omega Ratio

LINK-USD:

1.16

ATOM-USD:

1.07

Calmar Ratio

LINK-USD:

0.40

ATOM-USD:

0.00

Martin Ratio

LINK-USD:

2.41

ATOM-USD:

-0.02

Ulcer Index

LINK-USD:

30.69%

ATOM-USD:

38.10%

Daily Std Dev

LINK-USD:

81.18%

ATOM-USD:

70.75%

Max Drawdown

LINK-USD:

-90.17%

ATOM-USD:

-91.92%

Current Drawdown

LINK-USD:

-71.45%

ATOM-USD:

-89.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with LINK-USD having a -25.63% return and ATOM-USD slightly lower at -25.77%.


LINK-USD

YTD

-25.63%

1M

4.42%

6M

35.47%

1Y

4.37%

5Y*

32.08%

10Y*

N/A

ATOM-USD

YTD

-25.77%

1M

0.99%

6M

3.18%

1Y

-45.28%

5Y*

10.23%

10Y*

N/A

*Annualized

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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 7777
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7878
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 3737
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 99
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 4646
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.


The chart of Sharpe ratio for LINK-USD, currently valued at 0.70, compared to the broader market0.001.002.003.004.00
LINK-USD: 0.70
ATOM-USD: -0.01
The chart of Sortino ratio for LINK-USD, currently valued at 1.67, compared to the broader market0.001.002.003.004.00
LINK-USD: 1.67
ATOM-USD: 0.68
The chart of Omega ratio for LINK-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
LINK-USD: 1.16
ATOM-USD: 1.07
The chart of Calmar ratio for LINK-USD, currently valued at 0.40, compared to the broader market1.002.003.004.00
LINK-USD: 0.40
ATOM-USD: 0.00
The chart of Martin ratio for LINK-USD, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.0025.00
LINK-USD: 2.41
ATOM-USD: -0.02

The current LINK-USD Sharpe Ratio is 0.70, which is higher than the ATOM-USD Sharpe Ratio of -0.01. 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
-0.01
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 -91.92%. 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%NovemberDecember2025FebruaryMarchApril
-71.45%
-89.67%
LINK-USD
ATOM-USD

Volatility

LINK-USD vs. ATOM-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 28.83% compared to Cosmos (ATOM-USD) at 23.66%. This indicates that LINK-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.


15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
28.83%
23.66%
LINK-USD
ATOM-USD