TRX-USD vs. ATOM-USD
TRX-USD (Tronix) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, TRX-USD returned 32.86%/yr vs -35.63%/yr for ATOM-USD. At a 0.50 correlation, their price movements are largely independent.
Performance
TRX-USD vs. ATOM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TRX-USD achieves a 12.88% return, which is significantly higher than ATOM-USD's -13.19% return.
TRX-USD
- 1D
- -3.46%
- 1M
- -7.38%
- YTD
- 12.88%
- 6M
- 12.29%
- 1Y
- 13.67%
- 3Y*
- 60.09%
- 5Y*
- 32.86%
- 10Y*
- —
ATOM-USD
- 1D
- -7.52%
- 1M
- -12.09%
- YTD
- -13.19%
- 6M
- -23.97%
- 1Y
- -59.05%
- 3Y*
- -45.18%
- 5Y*
- -35.63%
- 10Y*
- —
TRX-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and ATOM-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.50 |
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Return for Risk
TRX-USD vs. ATOM-USD — Risk / Return Rank
TRX-USD
ATOM-USD
TRX-USD vs. ATOM-USD - Risk-Adjusted Trends 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.
| TRX-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.87 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.86 | +1.38 |
| Martin ratioReturn relative to average drawdown | 0.91 | -1.24 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRX-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.87 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.38 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | -0.16 | +0.75 |
Drawdowns
TRX-USD vs. ATOM-USD - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum ATOM-USD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ATOM-USD.
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Drawdown Indicators
| TRX-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -96.29% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -68.29% | +41.71% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -88.44% | +37.46% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -96.29% | +36.69% |
Current DrawdownCurrent decline from peak | -25.93% | -96.23% | +70.30% |
Average DrawdownAverage peak-to-trough decline | -62.57% | -64.99% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.58% | 48.48% | -34.90% |
Volatility
TRX-USD vs. ATOM-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 8.41%, while Cosmos (ATOM-USD) has a volatility of 18.10%. 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.
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Volatility by Period
| TRX-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 18.10% | -9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 42.48% | -24.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.53% | 56.43% | -31.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.59% | 78.12% | -19.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.35% | 90.73% | +19.62% |
Frequently Asked Questions
TRX-USD and ATOM-USD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (18.10%) compared to TRX-USD (8.41%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs ATOM-USD's -96.29%.
TRX-USD currently has the higher Sharpe Ratio (0.46 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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