ATOM-USD vs. DOT-USD
ATOM-USD (Cosmos) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -36.39%/yr vs -47.06%/yr for DOT-USD. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
ATOM-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ATOM-USD achieves a -34.42% return, which is significantly higher than DOT-USD's -55.46% return.
ATOM-USD
- 1D
- 2.77%
- 1M
- -20.82%
- 6M
- -33.91%
- YTD
- -34.42%
- 1Y
- -69.14%
- 3Y*
- -47.27%
- 5Y*
- -36.39%
- 10Y*
- —
- ALL TIME*
- -19.79%
DOT-USD
- 1D
- 2.05%
- 1M
- -9.55%
- 6M
- -46.76%
- YTD
- -55.46%
- 1Y
- -77.30%
- 3Y*
- -45.77%
- 5Y*
- -47.06%
- 10Y*
- —
- ALL TIME*
- -48.52%
Liquidity Comparison
ATOM-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and DOT-USD is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.23 |
Over the past year, ATOM-USD and DOT-USD have become more correlated (0.75) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
ATOM-USD vs. DOT-USD — Risk / Return Rank
ATOM-USD
DOT-USD
ATOM-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cosmos (ATOM-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.81 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.93 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.32 | -1.31 | -0.01 |
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Drawdowns
ATOM-USD vs. DOT-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -97.23%, roughly equal to the maximum DOT-USD drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and DOT-USD.
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Drawdown Indicators
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.23% | -98.59% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -74.88% | -83.28% | +8.40% |
Max Drawdown (3Y)Largest decline over 3 years | -91.37% | -93.44% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -97.23% | -98.59% | +1.36% |
Current DrawdownCurrent decline from peak | -97.15% | -98.52% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -65.64% | -81.53% | +15.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.55% | 44.33% | -15.78% |
Volatility
ATOM-USD vs. DOT-USD - Volatility Comparison
The current volatility for Cosmos (ATOM-USD) is 10.74%, while Polkadot (DOT-USD) has a volatility of 13.73%. This indicates that ATOM-USD experiences smaller price fluctuations and is considered to be less risky than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 13.73% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 40.50% | 53.02% | -12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.87% | 69.80% | -13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.50% | 71.28% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.03% | 72.08% | +17.95% |
Frequently Asked Questions
ATOM-USD and DOT-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.73%) compared to ATOM-USD (10.74%). In terms of maximum drawdown, ATOM-USD dropped -97.23% vs DOT-USD's -98.59%.
DOT-USD currently has the higher Sharpe Ratio (-0.92 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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