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Decred (DCR-USD)
Performance
Return for Risk
Drawdowns
Volatility

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Decred

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Decred, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Decred (DCR-USD) has returned 22.36% so far this year and 80.14% over the past 12 months.


Decred

1D
0.12%
1M
-30.82%
YTD
22.36%
6M
24.02%
1Y
80.14%
3Y*
0.67%
5Y*
-35.26%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 9, 2017, DCR-USD's average daily return is +0.16%, while the average monthly return is +3.39%. At this rate, your investment would double in approximately 1.7 years.

Historically, 50% of months were positive and 50% were negative. The best month was Apr 2018 with a return of +110.1%, while the worst month was Nov 2018 at -49.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DCR-USD closed higher 49% of trading days. The best single day was Aug 5, 2022 with a return of +103.3%, while the worst single day was Mar 12, 2020 at -44.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.74%67.39%-33.39%22.36%
2025-17.22%-3.66%-6.47%11.66%15.00%1.11%10.41%-2.42%3.84%-1.20%39.59%-26.50%9.81%
2024-12.69%32.93%36.01%-32.06%6.50%-26.26%-17.29%-15.70%13.53%-0.62%46.71%-13.50%-15.92%
202323.32%3.36%-13.45%-10.70%-13.01%-0.33%-6.52%-11.22%4.81%-4.83%10.47%25.47%-1.99%
202217.29%-24.59%1.92%-10.44%-34.15%-38.49%21.97%3.43%-11.10%8.16%-24.48%-10.43%-73.16%
202162.06%104.00%34.47%12.80%-16.87%-15.50%9.23%11.65%-40.22%7.94%-7.03%-34.33%69.23%

Benchmark Metrics

Decred has an annualized alpha of -2.87%, beta of 1.17, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.

  • This cryptocurrency participated in 161.23% of S&P 500 Index downside but only -5.58% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.05 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-2.87%
Beta
1.17
0.05
Upside Capture
-5.58%
Downside Capture
161.23%

Return for Risk

Risk / Return Rank

DCR-USD ranks 93 for risk / return — in the top 93% of cryptocurrencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DCR-USD Risk / Return Rank: 9393
Overall Rank
DCR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DCR-USD Sortino Ratio Rank: 9595
Sortino Ratio Rank
DCR-USD Omega Ratio Rank: 9494
Omega Ratio Rank
DCR-USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
DCR-USD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Decred (DCR-USD) and compare them to a chosen benchmark (S&P 500 Index).


DCR-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.90

-0.34

Sortino ratio

Return per unit of downside risk

2.12

1.39

+0.74

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

0.53

1.40

-0.87

Martin ratio

Return relative to average drawdown

0.94

6.61

-5.67

Explore DCR-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Decred. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Decred was 96.10%, occurring on Aug 11, 2024. The portfolio has not yet recovered.

The current Decred drawdown is 91.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.1%Apr 17, 20211213Aug 11, 2024
-92.87%Jan 14, 2018789Mar 12, 2020341Feb 16, 20211130
-23.5%Feb 22, 20215Feb 26, 202112Mar 10, 202117
-20.72%Nov 27, 20173Nov 29, 201713Dec 12, 201716
-19.78%Dec 21, 20172Dec 22, 20175Dec 27, 20177

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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