BNB-USD vs. DOT-USD
BNB-USD (BNB) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 12.09%/yr vs -46.15%/yr for DOT-USD. Their 0.18 correlation means their historical movements had little consistent relationship.
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 -33.83% return, which is significantly higher than DOT-USD's -57.41% return.
BNB-USD
- 1D
- 0.10%
- 1M
- 2.28%
- 6M
- -36.64%
- YTD
- -33.83%
- 1Y
- -29.03%
- 3Y*
- 33.07%
- 5Y*
- 12.09%
- 10Y*
- —
- ALL TIME*
- 90.73%
DOT-USD
- 1D
- 0.13%
- 1M
- -7.65%
- 6M
- -59.26%
- YTD
- -57.41%
- 1Y
- -80.50%
- 3Y*
- -46.99%
- 5Y*
- -46.15%
- 10Y*
- —
- ALL TIME*
- -49.04%
Liquidity Comparison
BNB-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and DOT-USD is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.79 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.97 | +0.47 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.37 | +0.66 |
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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 -98.59%. 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% | -98.59% | +18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -83.26% | +25.01% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -93.43% | +35.18% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -98.59% | +28.70% |
Current DrawdownCurrent decline from peak | -56.29% | -98.59% | +42.30% |
Average DrawdownAverage peak-to-trough decline | -38.96% | -81.50% | +42.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 46.81% | -17.17% |
Volatility
BNB-USD vs. DOT-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 6.78%, while Polkadot (DOT-USD) has a volatility of 14.14%. 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 | 6.78% | 14.14% | -7.36% |
Volatility (6M)Calculated over the trailing 6-month period | 34.09% | 54.08% | -19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.00% | 69.83% | -25.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.94% | 71.41% | -22.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.53% | 72.14% | +7.39% |
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 (14.14%) compared to BNB-USD (6.78%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs DOT-USD's -98.59%.
BNB-USD currently has the higher Sharpe Ratio (-0.55 vs -0.96), 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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