PortfoliosLab logo
NEAR Protocol (NEAR-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

Returns By Period

NEAR Protocol (NEAR-USD) returned -34.40% year-to-date (YTD) and -54.18% over the past 12 months.


NEAR-USD

YTD

-34.40%

1M

52.33%

6M

-37.79%

1Y

-54.18%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.82%-33.61%-18.03%-1.98%30.57%-34.40%
2024-22.74%37.15%88.69%-15.36%17.26%-26.85%-5.80%-19.21%31.18%-23.48%72.98%-30.02%34.22%
202385.77%-4.43%-10.63%-2.79%-19.13%-11.64%-1.02%-15.68%-1.81%17.65%40.98%94.21%190.96%
2022-23.84%-12.52%36.38%-22.10%-42.55%-43.89%27.15%3.13%-18.59%-12.66%-44.61%-27.06%-91.40%
202153.81%77.58%57.44%-7.33%-39.33%-38.09%15.03%120.29%30.85%46.85%-13.76%66.68%947.53%
2020-46.56%69.82%29.57%17.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NEAR-USD is 14, meaning it’s performing worse than 86% of other cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NEAR-USD is 1414
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1919
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 55
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1616
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 NEAR Protocol (NEAR-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NEAR Protocol Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: -0.56
  • All Time: 0.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of NEAR Protocol compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the NEAR Protocol. 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 NEAR Protocol was 95.12%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current NEAR Protocol drawdown is 84.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.12%Jan 15, 2022643Oct 19, 2023
-77.33%Mar 14, 2021129Jul 20, 202149Sep 7, 2021178
-54.95%Oct 15, 202021Nov 4, 202020Nov 24, 202041
-40.82%Oct 27, 202141Dec 6, 202117Dec 23, 202158
-38.26%Sep 9, 202120Sep 28, 202127Oct 25, 202147

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...