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Polkadot (DOT-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Polkadot (DOT-USD) has returned -29.49% so far this year and -68.67% over the past 12 months.


Polkadot

1D
1.37%
1M
-17.97%
YTD
-29.49%
6M
-67.78%
1Y
-68.67%
3Y*
-41.43%
5Y*
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 Jun 15, 2021, DOT-USD's average daily return is -0.06%, while the average monthly return is -1.60%.

Historically, 41% of months were positive and 59% were negative. The best month was Nov 2024 with a return of +126.4%, while the worst month was May 2022 at -38.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DOT-USD closed higher 48% of trading days. The best single day was Feb 25, 2026 with a return of +34.2%, while the worst single day was Jun 20, 2021 at -23.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.49%7.37%-24.10%-29.49%
2025-4.65%-25.45%-14.61%1.14%0.25%-16.67%8.33%1.68%4.49%-26.31%-23.35%-19.10%-73.03%
2024-21.05%27.69%5.54%-24.70%2.47%-10.48%-15.51%-23.78%8.89%-10.79%126.38%-25.97%-22.95%
202348.05%0.93%-2.76%-10.71%-8.11%2.69%-2.62%-19.00%0.95%11.03%15.86%56.93%96.80%
2022-31.56%-3.47%16.77%-30.40%-38.48%-28.68%21.36%-12.22%-12.67%3.03%-16.25%-19.22%-84.73%
2021-34.03%21.12%80.34%-3.77%56.53%-26.35%-22.32%24.18%

Benchmark Metrics

Polkadot has an annualized alpha of 0.48%, beta of 0.32, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 16, 2021.

  • This cryptocurrency participated in 193.46% of S&P 500 Index downside but only 92.18% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.32 may look defensive, but with R² of 0.01 this cryptocurrency is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this cryptocurrency's risk.
  • R² of 0.01 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
0.48%
Beta
0.32
0.01
Upside Capture
92.18%
Downside Capture
193.46%

Return for Risk

Risk / Return Rank

DOT-USD ranks 19 for risk / return — in the bottom 19% of cryptocurrencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DOT-USD Risk / Return Rank: 1919
Overall Rank
DOT-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 2020
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2626
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 1313
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 1616
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 Polkadot (DOT-USD) and compare them to a chosen benchmark (S&P 500 Index).


DOT-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.78

0.90

-1.67

Sortino ratio

Return per unit of downside risk

-1.34

1.39

-2.72

Omega ratio

Gain probability vs. loss probability

0.88

1.21

-0.33

Calmar ratio

Return relative to maximum drawdown

-1.16

1.40

-2.56

Martin ratio

Return relative to average drawdown

-1.80

6.61

-8.40

Explore DOT-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 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 97.70%, occurring on Feb 24, 2026. The portfolio has not yet recovered.

The current Polkadot drawdown is 97.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.7%Nov 4, 20211574Feb 24, 2026
-52.43%Jun 16, 202134Jul 19, 202126Aug 14, 202160
-29.56%Sep 14, 202114Sep 27, 202115Oct 12, 202129
-19.36%Sep 5, 20213Sep 7, 20214Sep 11, 20217
-15.05%Aug 20, 20216Aug 25, 20215Aug 30, 202111

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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