DOT-USD vs. ATOM-USD
DOT-USD (Polkadot) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -43.82%/yr vs -30.00%/yr for ATOM-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
DOT-USD vs. ATOM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DOT-USD achieves a -53.00% return, which is significantly lower than ATOM-USD's -16.25% return.
DOT-USD
- 1D
- -5.20%
- 1M
- -32.70%
- YTD
- -53.00%
- 6M
- -50.12%
- 1Y
- -74.96%
- 3Y*
- -45.19%
- 5Y*
- -43.82%
- 10Y*
- —
ATOM-USD
- 1D
- -2.18%
- 1M
- -27.24%
- YTD
- -16.25%
- 6M
- -17.58%
- 1Y
- -59.71%
- 3Y*
- -44.01%
- 5Y*
- -30.00%
- 10Y*
- —
DOT-USD vs. ATOM-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and ATOM-USD is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.23 |
Over the past year, DOT-USD and ATOM-USD have become more correlated (0.78) than their long-term average of 0.23, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DOT-USD vs. ATOM-USD — Risk / Return Rank
DOT-USD
ATOM-USD
DOT-USD vs. ATOM-USD - Risk-Adjusted Trends 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.
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.
| DOT-USD | ATOM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.87 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.87 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.20 | -0.20 |
Loading charts...
Drawdowns
DOT-USD vs. ATOM-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.44%, roughly equal to the maximum ATOM-USD drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ATOM-USD.
Loading charts...
Drawdown Indicators
| DOT-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -96.36% | -2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -81.55% | -68.91% | -12.64% |
Max Drawdown (3Y)Largest decline over 3 years | -92.73% | -88.67% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -98.44% | -96.36% | -2.08% |
Current DrawdownCurrent decline from peak | -98.44% | -96.36% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -81.18% | -65.19% | -15.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.83% | 36.40% | +14.43% |
Volatility
DOT-USD vs. ATOM-USD - Volatility Comparison
The current volatility for Polkadot (DOT-USD) is 16.49%, while Cosmos (ATOM-USD) has a volatility of 22.47%. 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.
Loading charts...
Volatility by Period
| DOT-USD | ATOM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 22.47% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 57.99% | 45.04% | +12.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.04% | 57.48% | +13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.98% | 77.44% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.60% | 90.59% | -17.99% |
Frequently Asked Questions
DOT-USD and ATOM-USD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATOM-USD has higher volatility (22.47%) compared to DOT-USD (16.49%). In terms of maximum drawdown, DOT-USD dropped -98.44% vs ATOM-USD's -96.36%.
ATOM-USD currently has the higher Sharpe Ratio (-0.86 vs -0.88), 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.
Find the right allocation for DOT-USD and ATOM-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer