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

Correlation

The correlation between DOT-USD and ATOM-USD is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DOT-USD vs. ATOM-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-11.08%
0.34%
DOT-USD
ATOM-USD

Key characteristics

Sharpe Ratio

DOT-USD:

-0.52

ATOM-USD:

-0.41

Sortino Ratio

DOT-USD:

-0.36

ATOM-USD:

-0.06

Omega Ratio

DOT-USD:

0.96

ATOM-USD:

0.99

Calmar Ratio

DOT-USD:

0.00

ATOM-USD:

0.01

Martin Ratio

DOT-USD:

-1.30

ATOM-USD:

-1.05

Ulcer Index

DOT-USD:

36.49%

ATOM-USD:

36.80%

Daily Std Dev

DOT-USD:

71.41%

ATOM-USD:

71.83%

Max Drawdown

DOT-USD:

-93.24%

ATOM-USD:

-91.92%

Current Drawdown

DOT-USD:

-93.18%

ATOM-USD:

-90.02%

Returns By Period

In the year-to-date period, DOT-USD achieves a -44.58% return, which is significantly lower than ATOM-USD's -28.23% return.


DOT-USD

YTD

-44.58%

1M

-16.49%

6M

-12.21%

1Y

-56.71%

5Y*

N/A

10Y*

N/A

ATOM-USD

YTD

-28.23%

1M

4.25%

6M

-4.43%

1Y

-60.05%

5Y*

13.67%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 3030
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 3131
Martin Ratio Rank

ATOM-USD
The Risk-Adjusted Performance Rank of ATOM-USD is 4747
Overall Rank
The Sharpe Ratio Rank of ATOM-USD is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOM-USD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ATOM-USD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ATOM-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ATOM-USD is 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Cosmos (ATOM-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 DOT-USD, currently valued at -0.52, compared to the broader market0.001.002.00
DOT-USD: -0.52
ATOM-USD: -0.41
The chart of Sortino ratio for DOT-USD, currently valued at -0.36, compared to the broader market-1.000.001.002.003.00
DOT-USD: -0.36
ATOM-USD: -0.06
The chart of Omega ratio for DOT-USD, currently valued at 0.96, compared to the broader market0.901.001.101.201.30
DOT-USD: 0.96
ATOM-USD: 0.99
The chart of Calmar ratio for DOT-USD, currently valued at 0.00, compared to the broader market0.501.001.502.00
DOT-USD: 0.00
ATOM-USD: 0.01
The chart of Martin ratio for DOT-USD, currently valued at -1.30, compared to the broader market0.005.0010.0015.0020.00
DOT-USD: -1.30
ATOM-USD: -1.05

The current DOT-USD Sharpe Ratio is -0.52, which is comparable to the ATOM-USD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DOT-USD and ATOM-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-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.52
-0.41
DOT-USD
ATOM-USD

Drawdowns

DOT-USD vs. ATOM-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.24%, roughly equal to the maximum ATOM-USD drawdown of -91.92%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ATOM-USD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%NovemberDecember2025FebruaryMarchApril
-93.18%
-90.02%
DOT-USD
ATOM-USD

Volatility

DOT-USD vs. ATOM-USD - Volatility Comparison

The current volatility for Polkadot (DOT-USD) is 18.80%, while Cosmos (ATOM-USD) has a volatility of 26.83%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than ATOM-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
18.80%
26.83%
DOT-USD
ATOM-USD