ATOM-USD vs. DOT-USD
ATOM-USD (Cosmos) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -33.40%/yr vs -42.29%/yr for DOT-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
ATOM-USD vs. DOT-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ATOM-USD achieves a -20.04% return, which is significantly higher than DOT-USD's -53.05% return.
ATOM-USD
- 1D
- -1.72%
- 1M
- -20.99%
- 6M
- -38.08%
- YTD
- -20.04%
- 1Y
- -67.11%
- 3Y*
- -46.02%
- 5Y*
- -33.40%
- 10Y*
- —
DOT-USD
- 1D
- -0.71%
- 1M
- -14.30%
- 6M
- -59.09%
- YTD
- -53.05%
- 1Y
- -78.97%
- 3Y*
- -46.34%
- 5Y*
- -42.29%
- 10Y*
- —
ATOM-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and DOT-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year 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 (0.76) than their long-term average of 0.23, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.80 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.96 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.29 | -1.40 | +0.11 |
Loading charts...
Drawdowns
ATOM-USD vs. DOT-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.59%, roughly equal to the maximum DOT-USD drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for ATOM-USD and DOT-USD.
Loading charts...
Drawdown Indicators
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -98.50% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -70.86% | -82.23% | +11.37% |
Max Drawdown (3Y)Largest decline over 3 years | -89.38% | -93.00% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -96.59% | -98.50% | +1.91% |
Current DrawdownCurrent decline from peak | -96.52% | -98.44% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -65.40% | -81.35% | +15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.96% | 54.49% | -18.53% |
Volatility
ATOM-USD vs. DOT-USD - Volatility Comparison
The current volatility for Cosmos (ATOM-USD) is 11.63%, while Polkadot (DOT-USD) has a volatility of 13.37%. 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.
Loading charts...
Volatility by Period
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 13.37% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 42.34% | 55.69% | -13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.41% | 70.41% | -14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.74% | 71.78% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.30% | 72.36% | +17.94% |
Frequently Asked Questions
ATOM-USD and DOT-USD have a correlation of 0.76, 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 (13.37%) compared to ATOM-USD (11.63%). In terms of maximum drawdown, ATOM-USD dropped -96.59% vs DOT-USD's -98.50%.
DOT-USD currently has the higher Sharpe Ratio (-0.93 vs -0.99), 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.
Find the right allocation for ATOM-USD and DOT-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer