That controller is for the Colecovision and won't work on the Atari 5200. They're 2 third party joysticks for the 5200 that are excellent but kinda expensive. The Wico Command has a separate keypad and can be used self centering or non- self centering via switches on the bottom of the stick. It also can be used in conjunction with a 5200 controller to use the keypad via the Y cable (if you buy one these make sure the Y cable is included). The competition Pro is a digital joystick that requires a least a 5200 joystick with working Start, Reset and Pause buttons.
Another option would be the Masterplay Interface (if you can find one) which lets you use a 2600 joystick on the 5200.
Hope this helps and welcome to AA.