PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRX-USD vs. ATOM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TRX-USD and ATOM-USD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
108.83%
1.53%
TRX-USD
ATOM-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.65

ATOM-USD:

-0.25

Sortino Ratio

TRX-USD:

3.95

ATOM-USD:

0.18

Omega Ratio

TRX-USD:

1.58

ATOM-USD:

1.02

Calmar Ratio

TRX-USD:

2.47

ATOM-USD:

0.01

Martin Ratio

TRX-USD:

20.03

ATOM-USD:

-0.56

Ulcer Index

TRX-USD:

10.28%

ATOM-USD:

37.14%

Daily Std Dev

TRX-USD:

87.83%

ATOM-USD:

67.33%

Max Drawdown

TRX-USD:

-96.01%

ATOM-USD:

-91.75%

Current Drawdown

TRX-USD:

-41.65%

ATOM-USD:

-84.40%

Returns By Period

In the year-to-date period, TRX-USD achieves a 130.85% return, which is significantly higher than ATOM-USD's -34.51% return.


TRX-USD

YTD

130.85%

1M

25.13%

6M

107.83%

1Y

136.44%

5Y*

78.23%

10Y*

N/A

ATOM-USD

YTD

-34.51%

1M

-15.64%

6M

1.53%

1Y

-38.31%

5Y*

10.22%

10Y*

N/A

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

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.


Sharpe ratio
The chart of Sharpe ratio for TRX-USD, currently valued at 1.76, compared to the broader market0.002.004.006.001.76-0.25
The chart of Sortino ratio for TRX-USD, currently valued at 4.08, compared to the broader market-1.000.001.002.003.004.005.004.080.18
The chart of Omega ratio for TRX-USD, currently valued at 1.61, compared to the broader market1.001.201.401.611.02
The chart of Calmar ratio for TRX-USD, currently valued at 3.24, compared to the broader market1.002.003.004.005.006.003.240.01
The chart of Martin ratio for TRX-USD, currently valued at 19.51, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.51-0.56
TRX-USD
ATOM-USD

The current TRX-USD Sharpe Ratio is 1.65, which is higher than the ATOM-USD Sharpe Ratio of -0.25. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.76
-0.25
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 -91.75%. 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%JulyAugustSeptemberOctoberNovemberDecember
-41.65%
-84.40%
TRX-USD
ATOM-USD

Volatility

TRX-USD vs. ATOM-USD - Volatility Comparison

Tronix (TRX-USD) has a higher volatility of 76.31% compared to Cosmos (ATOM-USD) at 35.15%. This indicates that TRX-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.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
76.31%
35.15%
TRX-USD
ATOM-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab