ATOM-USD vs. DOT-USD
ATOM-USD (Cosmos) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, ATOM-USD returned -30.18%/yr vs -42.42%/yr for DOT-USD. At a 0.23 correlation, their price movements are largely independent.
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 -10.59% return, which is significantly higher than DOT-USD's -48.91% return.
ATOM-USD
- 1D
- -4.17%
- 1M
- -16.04%
- YTD
- -10.59%
- 6M
- -12.59%
- 1Y
- -57.74%
- 3Y*
- -43.20%
- 5Y*
- -30.18%
- 10Y*
- —
DOT-USD
- 1D
- -2.35%
- 1M
- -26.67%
- YTD
- -48.91%
- 6M
- -48.21%
- 1Y
- -73.29%
- 3Y*
- -44.00%
- 5Y*
- -42.42%
- 10Y*
- —
ATOM-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between ATOM-USD and DOT-USD is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
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 (0.78) 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 | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.84 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.92 | +0.08 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.38 | +0.22 |
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Drawdowns
ATOM-USD vs. DOT-USD - Drawdown Comparison
The maximum ATOM-USD drawdown since its inception was -96.33%, roughly equal to the maximum DOT-USD drawdown of -98.31%. 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 | -96.33% | -98.31% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -68.62% | -79.95% | +11.33% |
Max Drawdown (3Y)Largest decline over 3 years | -88.56% | -92.10% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -96.33% | -98.31% | +1.98% |
Current DrawdownCurrent decline from peak | -96.11% | -98.31% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -65.17% | -81.17% | +16.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.22% | 50.42% | -13.20% |
Volatility
ATOM-USD vs. DOT-USD - Volatility Comparison
Cosmos (ATOM-USD) has a higher volatility of 23.10% compared to Polkadot (DOT-USD) at 16.01%. This indicates that ATOM-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.
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Volatility by Period
| ATOM-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.10% | 16.01% | +7.09% |
Volatility (6M)Calculated over the trailing 6-month period | 44.79% | 57.79% | -13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.89% | 71.26% | -13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.61% | 72.07% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.61% | 72.61% | +18.00% |
Frequently Asked Questions
ATOM-USD and DOT-USD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (23.10%) compared to DOT-USD (16.01%). In terms of maximum drawdown, ATOM-USD dropped -96.33% vs DOT-USD's -98.31%.
ATOM-USD currently has the higher Sharpe Ratio (-0.84 vs -0.86), 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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