BNB-USD vs. DOT-USD
BNB-USD (BNB) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 12.53%/yr vs -44.39%/yr for DOT-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
BNB-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -33.94% return, which is significantly higher than DOT-USD's -53.89% return.
BNB-USD
- 1D
- 0.39%
- 1M
- -3.86%
- 6M
- -36.01%
- YTD
- -33.94%
- 1Y
- -14.71%
- 3Y*
- 32.39%
- 5Y*
- 12.53%
- 10Y*
- —
DOT-USD
- 1D
- -0.24%
- 1M
- -13.90%
- 6M
- -60.95%
- YTD
- -53.89%
- 1Y
- -77.24%
- 3Y*
- -45.92%
- 5Y*
- -44.39%
- 10Y*
- —
BNB-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and DOT-USD is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.18 |
Over the past year, BNB-USD and DOT-USD have become more correlated (0.73) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
BNB-USD vs. DOT-USD — Risk / Return Rank
BNB-USD
DOT-USD
BNB-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-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.
| BNB-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.81 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.94 | +0.69 |
| Martin ratioReturn relative to average drawdown | -0.38 | -1.39 | +1.00 |
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Drawdowns
BNB-USD vs. DOT-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum DOT-USD drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for BNB-USD and DOT-USD.
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Drawdown Indicators
| BNB-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -98.50% | +18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -82.23% | +23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -93.00% | +34.75% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -98.50% | +28.61% |
Current DrawdownCurrent decline from peak | -56.36% | -98.47% | +42.11% |
Average DrawdownAverage peak-to-trough decline | -38.85% | -81.31% | +42.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.06% | 53.72% | -17.66% |
Volatility
BNB-USD vs. DOT-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 9.24%, while Polkadot (DOT-USD) has a volatility of 13.20%. This indicates that BNB-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
| BNB-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 13.20% | -3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 34.72% | 55.30% | -20.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.61% | 70.60% | -25.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.25% | 71.78% | -22.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.77% | 72.39% | +7.38% |
Frequently Asked Questions
BNB-USD and DOT-USD have a correlation of 0.73, 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 (13.20%) compared to BNB-USD (9.24%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs DOT-USD's -98.50%.
BNB-USD currently has the higher Sharpe Ratio (-0.27 vs -0.91), 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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