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

Correlation

The correlation between TRX-USD and ATOM-USD is 0.19, 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: 0.2

Performance

TRX-USD vs. ATOM-USD - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
959.46%
-29.39%
TRX-USD
ATOM-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.07

ATOM-USD:

-0.06

Sortino Ratio

TRX-USD:

3.12

ATOM-USD:

0.60

Omega Ratio

TRX-USD:

1.39

ATOM-USD:

1.06

Calmar Ratio

TRX-USD:

1.48

ATOM-USD:

0.00

Martin Ratio

TRX-USD:

4.23

ATOM-USD:

-0.15

Ulcer Index

TRX-USD:

32.44%

ATOM-USD:

38.27%

Daily Std Dev

TRX-USD:

89.54%

ATOM-USD:

70.84%

Max Drawdown

TRX-USD:

-96.01%

ATOM-USD:

-91.92%

Current Drawdown

TRX-USD:

-42.37%

ATOM-USD:

-90.14%

Returns By Period

In the year-to-date period, TRX-USD achieves a -3.43% return, which is significantly higher than ATOM-USD's -29.11% return.


TRX-USD

YTD

-3.43%

1M

5.84%

6M

49.69%

1Y

102.31%

5Y*

72.04%

10Y*

N/A

ATOM-USD

YTD

-29.11%

1M

3.34%

6M

-1.65%

1Y

-46.52%

5Y*

8.22%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 8888
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8585
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 3434
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-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 TRX-USD, currently valued at 1.07, compared to the broader market0.001.002.003.004.00
TRX-USD: 1.07
ATOM-USD: -0.06
The chart of Sortino ratio for TRX-USD, currently valued at 3.12, compared to the broader market0.001.002.003.004.00
TRX-USD: 3.12
ATOM-USD: 0.60
The chart of Omega ratio for TRX-USD, currently valued at 1.39, compared to the broader market1.001.101.201.301.40
TRX-USD: 1.39
ATOM-USD: 1.06
The chart of Calmar ratio for TRX-USD, currently valued at 1.48, compared to the broader market1.002.003.004.00
TRX-USD: 1.48
ATOM-USD: 0.00
The chart of Martin ratio for TRX-USD, currently valued at 4.23, compared to the broader market0.005.0010.0015.0020.00
TRX-USD: 4.23
ATOM-USD: -0.15

The current TRX-USD Sharpe Ratio is 1.07, which is higher than the ATOM-USD Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of TRX-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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.07
-0.06
TRX-USD
ATOM-USD

Drawdowns

TRX-USD vs. ATOM-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -96.01%, roughly equal to the maximum ATOM-USD drawdown of -91.92%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ATOM-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.37%
-90.14%
TRX-USD
ATOM-USD

Volatility

TRX-USD vs. ATOM-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 10.37%, while Cosmos (ATOM-USD) has a volatility of 23.43%. This indicates that TRX-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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
10.37%
23.43%
TRX-USD
ATOM-USD