DOT-USD vs. ATOM-USD
DOT-USD (Polkadot) and ATOM-USD (Cosmos) are both cryptocurrencies. Over the past 3 years, DOT-USD returned -40.00%/yr vs -44.45%/yr for ATOM-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
DOT-USD vs. ATOM-USD - Performance Comparison
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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*
- —
DOT-USD vs. ATOM-USD - Yearly Performance Comparison
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
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.
| DOT-USD | ATOM-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.86 | -0.86 | +0.01 |
Sortino ratioReturn per unit of downside risk | -1.72 | -1.28 | -0.44 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.87 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.85 | -0.11 |
Martin ratioReturn relative to average drawdown | -1.47 | -1.23 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOT-USD | ATOM-USD | Difference | |
|---|---|---|---|
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-USD | ATOM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -97.97% | -95.84% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -80.93% | -64.96% | -15.97% |
Ulcer IndexDepth 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-USD | ATOM-USD | Difference | |
|---|---|---|---|
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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