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DOT-USD vs. ATOM-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, DOT-USD achieves a -38.72% return, which is significantly lower than ATOM-USD's -4.31% return.


DOT-USD

1D
1.69%
1M
-10.83%
YTD
-38.72%
6M
-53.72%
1Y
-73.55%
3Y*
-40.00%
5Y*
10Y*

ATOM-USD

1D
1.32%
1M
-2.44%
YTD
-4.31%
6M
-22.95%
1Y
-58.28%
3Y*
-44.45%
5Y*
-34.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOT-USD vs. ATOM-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-38.72%-73.03%-22.95%96.80%-84.73%24.18%
ATOM-USD
Cosmos
-4.31%-68.81%-41.72%13.35%-71.17%150.33%

Correlation

The correlation between DOT-USD and ATOM-USD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2021

0.22

Over the past year, DOT-USD and ATOM-USD have become more correlated (0.80) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

DOT-USD vs. ATOM-USD — Risk / Return Rank

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

DOT-USD
DOT-USD Risk / Return Rank: 2626
Overall Rank
DOT-USD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1818
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2121
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 2222
Martin Ratio Rank

ATOM-USD
ATOM-USD Risk / Return Rank: 3939
Overall Rank
ATOM-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ATOM-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
ATOM-USD Omega Ratio Rank: 3535
Omega Ratio Rank
ATOM-USD Calmar Ratio Rank: 5050
Calmar Ratio Rank
ATOM-USD Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DOT-USDATOM-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.86

-0.86

+0.01

Sortino ratio

Return per unit of downside risk

-1.72

-1.28

-0.44

Omega ratio

Gain probability vs. loss probability

0.84

0.87

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.96

-0.85

-0.11

Martin ratio

Return relative to average drawdown

-1.47

-1.23

-0.24

DOT-USD vs. ATOM-USD - Sharpe Ratio Comparison

The current DOT-USD Sharpe Ratio is -0.86, which is comparable to the ATOM-USD Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of DOT-USD and ATOM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DOT-USDATOM-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

-0.86

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.15

-0.37

Drawdowns

DOT-USD vs. ATOM-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -98.00%, roughly equal to the maximum ATOM-USD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ATOM-USD.


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Drawdown Indicators


DOT-USDATOM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-96.29%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-76.35%

-68.29%

-8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-90.68%

-88.44%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-96.29%

Current Drawdown

Current decline from peak

-97.97%

-95.84%

-2.13%

Average Drawdown

Average peak-to-trough decline

-80.93%

-64.96%

-15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.20%

48.19%

+10.01%

Volatility

DOT-USD vs. ATOM-USD - Volatility Comparison

The current volatility for Polkadot (DOT-USD) is 15.10%, while Cosmos (ATOM-USD) has a volatility of 16.21%. 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.


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Volatility by Period


DOT-USDATOM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.10%

16.21%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

58.25%

42.09%

+16.16%

Volatility (1Y)

Calculated over the trailing 1-year period

71.22%

56.12%

+15.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.83%

78.15%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.83%

90.73%

-17.90%

Frequently Asked Questions


DOT-USD and ATOM-USD have a correlation of 0.80, 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 (16.21%) compared to DOT-USD (15.10%). In terms of maximum drawdown, DOT-USD dropped -98.00% vs ATOM-USD's -96.29%.

DOT-USD currently has the higher Sharpe Ratio (-0.86 vs -0.86), 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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