DOT-USD vs. ATOM-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Polkadot (DOT-USD) and Cosmos (ATOM-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021
DOT-USD Polkadot	-30.61%	-73.03%	-22.95%	96.80%	-84.73%	24.18%
ATOM-USD Cosmos	-13.29%	-68.81%	-41.72%	13.35%	-71.17%	150.33%

Returns By Period

In the year-to-date period, DOT-USD achieves a -30.61% return, which is significantly lower than ATOM-USD's -13.29% return.

DOT-USD

• 1D: -1.20%
• 1M: -19.17%
• YTD: -30.61%
• 6M: -71.23%
• 1Y: -68.72%
• 3Y*: -42.26%
• 5Y*: —
• 10Y*: —

ATOM-USD

• 1D: -0.36%
• 1M: -7.94%
• YTD: -13.29%
• 6M: -61.32%
• 1Y: -60.37%
• 3Y*: -46.90%
• 5Y*: -39.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 23
DOT-USD Sharpe Ratio Rank: 22
DOT-USD Sortino Ratio Rank: 20
DOT-USD Omega Ratio Rank: 24
DOT-USD Calmar Ratio Rank: 23
DOT-USD Martin Ratio Rank: 23

ATOM-USD

ATOM-USD Risk / Return Rank: 19
ATOM-USD Sharpe Ratio Rank: 15
ATOM-USD Sortino Ratio Rank: 23
ATOM-USD Omega Ratio Rank: 25
ATOM-USD Calmar Ratio Rank: 8
ATOM-USD Martin Ratio Rank: 23

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-USD	ATOM-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.78	-0.84	+0.06
Sortino ratio Return per unit of downside risk	-1.35	-1.26	-0.08
Omega ratio Gain probability vs. loss probability	0.88	0.88	0.00
Calmar ratio Return relative to maximum drawdown	-1.12	-1.16	+0.04
Martin ratio Return relative to average drawdown	-1.72	-1.72	0.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DOT-USD Sharpe Ratio is -0.78, which is comparable to the ATOM-USD Sharpe Ratio of -0.84. 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.

Sharpe Ratios by Period

	DOT-USD	ATOM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	-0.84	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.52	-0.16	-0.35

Correlation

The correlation between DOT-USD and ATOM-USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

DOT-USD vs. ATOM-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -97.70%, 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.

Drawdown Indicators

	DOT-USD	ATOM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.70%	-96.29%	-1.41%
Max Drawdown (1Y) Largest decline over 1 year	-76.67%	-69.45%	-7.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-96.29%	—
Current Drawdown Current decline from peak	-97.70%	-96.23%	-1.47%
Average Drawdown Average peak-to-trough decline	-80.33%	-64.22%	-16.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.45%	44.77%	+2.68%

Volatility

DOT-USD vs. ATOM-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 17.42% compared to Cosmos (ATOM-USD) at 12.75%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than ATOM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOT-USD	ATOM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.42%	12.75%	+4.67%
Volatility (6M) Calculated over the trailing 6-month period	70.49%	55.03%	+15.46%
Volatility (1Y) Calculated over the trailing 1-year period	73.52%	59.98%	+13.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.57%	83.77%	-10.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.57%	91.60%	-18.03%