DOT-USD vs. ATOM-USD
Compare and contrast key facts about Polkadot (DOT-USD) and Cosmos (ATOM-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOT-USD or ATOM-USD.
Key characteristics
| DOT-USD | ATOM-USD | |
|---|---|---|
| YTD Return | -34.90% | -49.67% |
| 1Y Return | -0.63% | -42.09% |
| 3Y Return (Ann) | -51.67% | -45.33% |
| Sharpe Ratio | -0.75 | -0.95 |
| Sortino Ratio | -1.02 | -1.74 |
| Omega Ratio | 0.90 | 0.84 |
| Calmar Ratio | 0.01 | 0.01 |
| Martin Ratio | -1.12 | -1.28 |
| Ulcer Index | 49.78% | 54.04% |
| Daily Std Dev | 63.91% | 61.67% |
| Max Drawdown | -93.24% | -91.75% |
| Current Drawdown | -90.11% | -88.01% |
Correlation
The correlation between DOT-USD and ATOM-USD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DOT-USD vs. ATOM-USD - Performance Comparison
In the year-to-date period, DOT-USD achieves a -34.90% return, which is significantly higher than ATOM-USD's -49.67% 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. 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.
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 -91.75%. 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.
Volatility
DOT-USD vs. ATOM-USD - Volatility Comparison
Polkadot (DOT-USD) and Cosmos (ATOM-USD) have volatilities of 23.68% and 23.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.