PortfoliosLab logo
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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
4,147.39%
-42.91%
SOL-USD
ATOM-USD

Key characteristics

Sharpe Ratio

SOL-USD:

0.08

ATOM-USD:

-0.12

Sortino Ratio

SOL-USD:

0.80

ATOM-USD:

0.51

Omega Ratio

SOL-USD:

1.08

ATOM-USD:

1.05

Calmar Ratio

SOL-USD:

0.02

ATOM-USD:

0.01

Martin Ratio

SOL-USD:

0.26

ATOM-USD:

-0.29

Ulcer Index

SOL-USD:

27.83%

ATOM-USD:

37.60%

Daily Std Dev

SOL-USD:

73.76%

ATOM-USD:

70.78%

Max Drawdown

SOL-USD:

-96.27%

ATOM-USD:

-91.92%

Current Drawdown

SOL-USD:

-42.28%

ATOM-USD:

-90.09%

Returns By Period

In the year-to-date period, SOL-USD achieves a -20.14% return, which is significantly higher than ATOM-USD's -28.74% return.


SOL-USD

YTD

-20.14%

1M

5.10%

6M

-14.68%

1Y

2.31%

5Y*

N/A

10Y*

N/A

ATOM-USD

YTD

-28.74%

1M

-8.95%

6M

-8.85%

1Y

-47.55%

5Y*

8.84%

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

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 6262
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6666
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 4747
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 4545
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 chart of Sharpe ratio for SOL-USD, currently valued at 0.08, compared to the broader market0.001.002.003.004.00
SOL-USD: 0.08
ATOM-USD: -0.12
The chart of Sortino ratio for SOL-USD, currently valued at 0.80, compared to the broader market0.001.002.003.004.00
SOL-USD: 0.80
ATOM-USD: 0.51
The chart of Omega ratio for SOL-USD, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.40
SOL-USD: 1.08
ATOM-USD: 1.05
The chart of Calmar ratio for SOL-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
SOL-USD: 0.02
ATOM-USD: 0.01
The chart of Martin ratio for SOL-USD, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.0025.00
SOL-USD: 0.26
ATOM-USD: -0.29

The current SOL-USD Sharpe Ratio is 0.08, which is higher than the ATOM-USD Sharpe Ratio of -0.12. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.08
-0.12
SOL-USD
ATOM-USD

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 -91.92%. 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.28%
-90.09%
SOL-USD
ATOM-USD

Volatility

SOL-USD vs. ATOM-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 28.19% compared to Cosmos (ATOM-USD) at 23.52%. This indicates that SOL-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%NovemberDecember2025FebruaryMarchApril
28.19%
23.52%
SOL-USD
ATOM-USD