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AVAX-USD vs. DOT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AVAX-USD and DOT-USD is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AVAX-USD vs. DOT-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
192.64%
49.23%
AVAX-USD
DOT-USD

Key characteristics

Sharpe Ratio

AVAX-USD:

0.17

DOT-USD:

-0.01

Sortino Ratio

AVAX-USD:

0.95

DOT-USD:

0.66

Omega Ratio

AVAX-USD:

1.09

DOT-USD:

1.07

Calmar Ratio

AVAX-USD:

0.05

DOT-USD:

0.00

Martin Ratio

AVAX-USD:

0.43

DOT-USD:

-0.02

Ulcer Index

AVAX-USD:

37.86%

DOT-USD:

38.52%

Daily Std Dev

AVAX-USD:

78.80%

DOT-USD:

70.18%

Max Drawdown

AVAX-USD:

-93.48%

DOT-USD:

-93.75%

Current Drawdown

AVAX-USD:

-83.41%

DOT-USD:

-92.09%

Returns By Period

The year-to-date returns for both investments are quite close, with AVAX-USD having a -37.36% return and DOT-USD slightly higher at -35.73%.


AVAX-USD

YTD

-37.36%

1M

1.41%

6M

-10.18%

1Y

-37.17%

5Y*

N/A

10Y*

N/A

DOT-USD

YTD

-35.73%

1M

-9.15%

6M

6.95%

1Y

-37.86%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AVAX-USD vs. DOT-USD — Risk-Adjusted Performance Rank

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

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 6464
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 6666
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 4545
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5252
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.

AVAX-USD vs. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-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.


The chart of Sharpe ratio for AVAX-USD, currently valued at 0.17, compared to the broader market0.001.002.003.004.00
AVAX-USD: 0.17
DOT-USD: -0.01
The chart of Sortino ratio for AVAX-USD, currently valued at 0.95, compared to the broader market0.001.002.003.004.00
AVAX-USD: 0.95
DOT-USD: 0.66
The chart of Omega ratio for AVAX-USD, currently valued at 1.09, compared to the broader market1.001.101.201.301.40
AVAX-USD: 1.09
DOT-USD: 1.07
The chart of Calmar ratio for AVAX-USD, currently valued at 0.05, compared to the broader market1.002.003.004.00
AVAX-USD: 0.05
DOT-USD: 0.00
The chart of Martin ratio for AVAX-USD, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.00
AVAX-USD: 0.43
DOT-USD: -0.02

The current AVAX-USD Sharpe Ratio is 0.17, which is higher than the DOT-USD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of AVAX-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.17
-0.01
AVAX-USD
DOT-USD

Drawdowns

AVAX-USD vs. DOT-USD - Drawdown Comparison

The maximum AVAX-USD drawdown since its inception was -93.48%, roughly equal to the maximum DOT-USD drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and DOT-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-83.41%
-92.09%
AVAX-USD
DOT-USD

Volatility

AVAX-USD vs. DOT-USD - Volatility Comparison

Avalanche (AVAX-USD) has a higher volatility of 29.09% compared to Polkadot (DOT-USD) at 21.89%. This indicates that AVAX-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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
29.09%
21.89%
AVAX-USD
DOT-USD