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

Correlation

The correlation between SOL-USD and ATOM-USD is 0.29, 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.


Performance

SOL-USD vs. ATOM-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SOL-USD:

0.28

ATOM-USD:

-0.43

Sortino Ratio

SOL-USD:

1.61

ATOM-USD:

1.29

Omega Ratio

SOL-USD:

1.17

ATOM-USD:

1.13

Calmar Ratio

SOL-USD:

0.51

ATOM-USD:

0.18

Martin Ratio

SOL-USD:

2.36

ATOM-USD:

1.10

Ulcer Index

SOL-USD:

29.62%

ATOM-USD:

40.01%

Daily Std Dev

SOL-USD:

73.38%

ATOM-USD:

71.58%

Max Drawdown

SOL-USD:

-96.27%

ATOM-USD:

-91.94%

Current Drawdown

SOL-USD:

-29.73%

ATOM-USD:

-88.14%

Returns By Period

In the year-to-date period, SOL-USD achieves a -2.78% return, which is significantly higher than ATOM-USD's -14.59% return.


SOL-USD

YTD

-2.78%

1M

42.30%

6M

-14.49%

1Y

29.55%

5Y*

218.89%

10Y*

N/A

ATOM-USD

YTD

-14.59%

1M

27.96%

6M

3.14%

1Y

-35.00%

5Y*

16.37%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 7070
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 7171
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 5050
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 5959
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.

SOL-USD vs. ATOM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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 current SOL-USD Sharpe Ratio is 0.28, which is higher than the ATOM-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SOL-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.


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Drawdowns

SOL-USD vs. ATOM-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum ATOM-USD drawdown of -91.94%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ATOM-USD. For additional features, visit the drawdowns tool.


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Volatility

SOL-USD vs. ATOM-USD - Volatility Comparison

The current volatility for Solana (SOL-USD) is 17.27%, while Cosmos (ATOM-USD) has a volatility of 18.98%. This indicates that SOL-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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