ALGO-USD vs. DOT-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Algorand (ALGO-USD) and Polkadot (DOT-USD).

Performance

ALGO-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algorand (ALGO-USD) and Polkadot (DOT-USD). The values are adjusted to include any dividend payments, if applicable.

ALGO-USD vs. DOT-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ALGO-USD Algorand	-0.73%	-66.96%	49.75%	29.22%	-89.60%	60.75%
DOT-USD Polkadot	-30.61%	-73.03%	-22.95%	96.80%	-84.73%	24.18%

Returns By Period

In the year-to-date period, ALGO-USD achieves a -0.73% return, which is significantly higher than DOT-USD's -30.61% return.

ALGO-USD

• 1D: 6.73%
• 1M: 27.03%
• YTD: -0.73%
• 6M: -51.38%
• 1Y: -38.07%
• 3Y*: -20.08%
• 5Y*: -38.69%
• 10Y*: —

DOT-USD

• 1D: -1.20%
• 1M: -19.17%
• YTD: -30.61%
• 6M: -71.23%
• 1Y: -68.72%
• 3Y*: -42.26%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALGO-USD vs. DOT-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALGO-USD

ALGO-USD Risk / Return Rank: 62
ALGO-USD Sharpe Ratio Rank: 61
ALGO-USD Sortino Ratio Rank: 62
ALGO-USD Omega Ratio Rank: 62
ALGO-USD Calmar Ratio Rank: 63
ALGO-USD Martin Ratio Rank: 64

DOT-USD

DOT-USD Risk / Return Rank: 23
DOT-USD Sharpe Ratio Rank: 22
DOT-USD Sortino Ratio Rank: 20
DOT-USD Omega Ratio Rank: 24
DOT-USD Calmar Ratio Rank: 23
DOT-USD Martin Ratio Rank: 23

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.

ALGO-USD vs. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Algorand (ALGO-USD) and Polkadot (DOT-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ALGO-USD	DOT-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.44	-0.78	+0.33
Sortino ratio Return per unit of downside risk	-0.20	-1.35	+1.14
Omega ratio Gain probability vs. loss probability	0.98	0.88	+0.10
Calmar ratio Return relative to maximum drawdown	-1.00	-1.12	+0.12
Martin ratio Return relative to average drawdown	-1.48	-1.72	+0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALGO-USD vs. DOT-USD - Sharpe Ratio Comparison

The current ALGO-USD Sharpe Ratio is -0.44, which is higher than the DOT-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of ALGO-USD and DOT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALGO-USD	DOT-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.44	-0.78	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	-0.52	+0.17

Correlation

The correlation between ALGO-USD and DOT-USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

ALGO-USD vs. DOT-USD - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -97.47%, roughly equal to the maximum DOT-USD drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and DOT-USD.

Drawdown Indicators

	ALGO-USD	DOT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.47%	-97.70%	+0.23%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	-76.67%	+2.12%
Max Drawdown (5Y) Largest decline over 5 years	-96.59%	—	—
Current Drawdown Current decline from peak	-96.59%	-97.70%	+1.11%
Average Drawdown Average peak-to-trough decline	-86.49%	-80.33%	-6.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.60%	47.45%	+1.15%

Volatility

ALGO-USD vs. DOT-USD - Volatility Comparison

Algorand (ALGO-USD) has a higher volatility of 22.18% compared to Polkadot (DOT-USD) at 17.42%. This indicates that ALGO-USD's price experiences larger fluctuations and is considered to be riskier than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALGO-USD	DOT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.18%	17.42%	+4.76%
Volatility (6M) Calculated over the trailing 6-month period	58.73%	70.49%	-11.76%
Volatility (1Y) Calculated over the trailing 1-year period	71.32%	73.52%	-2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.50%	73.57%	+9.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.07%	73.57%	+20.50%