DOT-USD vs. ADA-USD
Compare and contrast key facts about Polkadot (DOT-USD) and Cardano (ADA-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOT-USD or ADA-USD.
Key characteristics
| DOT-USD | ADA-USD | |
|---|---|---|
| YTD Return | -38.05% | -2.60% |
| 1Y Return | -2.43% | 61.73% |
| 3Y Return (Ann) | -52.15% | -34.30% |
| Sharpe Ratio | -0.90 | -0.39 |
| Sortino Ratio | -1.49 | -0.13 |
| Omega Ratio | 0.86 | 0.99 |
| Calmar Ratio | 0.01 | 0.00 |
| Martin Ratio | -1.31 | -0.64 |
| Ulcer Index | 49.90% | 45.80% |
| Daily Std Dev | 63.85% | 65.18% |
| Max Drawdown | -93.24% | -97.85% |
| Current Drawdown | -90.59% | -80.50% |
Correlation
The correlation between DOT-USD and ADA-USD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DOT-USD vs. ADA-USD - Performance Comparison
In the year-to-date period, DOT-USD achieves a -38.05% return, which is significantly lower than ADA-USD's -2.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DOT-USD vs. ADA-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Cardano (ADA-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.
Drawdowns
DOT-USD vs. ADA-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -93.24%, roughly equal to the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ADA-USD. For additional features, visit the drawdowns tool.
Volatility
DOT-USD vs. ADA-USD - Volatility Comparison
The current volatility for Polkadot (DOT-USD) is 23.95%, while Cardano (ADA-USD) has a volatility of 30.20%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.