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Polkadot (DOT-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DOT-USD vs. XRP-USD DOT-USD vs. MATIC-USD DOT-USD vs. ADA-USD DOT-USD vs. BTC-USD DOT-USD vs. AVAX-USD DOT-USD vs. BNB-USD DOT-USD vs. LINK-USD DOT-USD vs. ADA.L DOT-USD vs. ATOM-USD DOT-USD vs. AAPL
Popular comparisons:
DOT-USD vs. XRP-USD DOT-USD vs. MATIC-USD DOT-USD vs. ADA-USD DOT-USD vs. BTC-USD DOT-USD vs. AVAX-USD DOT-USD vs. BNB-USD DOT-USD vs. LINK-USD DOT-USD vs. ADA.L DOT-USD vs. ATOM-USD DOT-USD vs. AAPL

Performance

Performance Chart

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


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
28.70%
9.65%
DOT-USD (Polkadot)
Benchmark (^GSPC)

Returns By Period

Polkadot had a return of -10.08% year-to-date (YTD) and -14.80% in the last 12 months.


DOT-USD

YTD

-10.08%

1M

-13.41%

6M

28.70%

1Y

-14.80%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of DOT-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-18.77%24.03%16.81%-33.40%8.80%-11.14%-13.26%-20.92%4.19%-10.83%126.65%-10.08%
202345.18%1.29%-0.06%-6.94%-9.89%-2.75%-1.22%-16.42%-3.84%8.42%22.79%49.91%89.90%
2022-27.34%-2.57%12.52%-31.84%-28.61%-32.09%22.81%-18.72%-10.13%5.00%-17.47%-21.16%-83.87%
202170.78%108.13%10.02%-0.69%-36.23%-29.90%3.46%87.87%-9.94%49.65%-11.18%-29.71%183.89%
2020120.21%-31.21%-3.42%28.76%75.01%229.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DOT-USD is 59, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DOT-USD is 5959
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5959
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Polkadot (DOT-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 0.17, compared to the broader market0.002.004.006.008.000.172.07
The chart of Sortino ratio for DOT-USD, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.005.000.912.76
The chart of Omega ratio for DOT-USD, currently valued at 1.09, compared to the broader market1.001.201.401.601.091.39
The chart of Calmar ratio for DOT-USD, currently valued at 0.04, compared to the broader market2.004.006.000.043.05
The chart of Martin ratio for DOT-USD, currently valued at 0.47, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.4713.27
DOT-USD
^GSPC

The current Polkadot Sharpe ratio is 0.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Polkadot with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.17
2.07
DOT-USD (Polkadot)
Benchmark (^GSPC)

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.34%
-1.91%
DOT-USD (Polkadot)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Polkadot. 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 Polkadot was 93.24%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Polkadot drawdown is 86.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.24%Nov 5, 2021714Oct 19, 2023
-77.18%May 15, 202167Jul 20, 2021104Nov 1, 2021171
-40.26%Sep 1, 202036Oct 6, 202083Dec 28, 2020119
-37.04%Apr 6, 202119Apr 24, 202120May 14, 202139
-24.31%Feb 22, 202132Mar 25, 20218Apr 2, 202140

Volatility

Volatility Chart

The current Polkadot volatility is 33.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.17%
3.82%
DOT-USD (Polkadot)
Benchmark (^GSPC)
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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.

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