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DOT-USD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOT-USD and BNB-USD is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DOT-USD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polkadot (DOT-USD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
49.32%
2,646.19%
DOT-USD
BNB-USD

Key characteristics

Sharpe Ratio

DOT-USD:

-0.04

BNB-USD:

0.35

Sortino Ratio

DOT-USD:

0.61

BNB-USD:

0.85

Omega Ratio

DOT-USD:

1.06

BNB-USD:

1.09

Calmar Ratio

DOT-USD:

0.00

BNB-USD:

0.15

Martin Ratio

DOT-USD:

-0.08

BNB-USD:

1.42

Ulcer Index

DOT-USD:

38.89%

BNB-USD:

12.61%

Daily Std Dev

DOT-USD:

70.08%

BNB-USD:

43.56%

Max Drawdown

DOT-USD:

-93.75%

BNB-USD:

-80.10%

Current Drawdown

DOT-USD:

-92.09%

BNB-USD:

-19.00%

Returns By Period

In the year-to-date period, DOT-USD achieves a -35.68% return, which is significantly lower than BNB-USD's -13.31% return.


DOT-USD

YTD

-35.68%

1M

-0.29%

6M

3.45%

1Y

-37.23%

5Y*

N/A

10Y*

N/A

BNB-USD

YTD

-13.31%

1M

-1.90%

6M

3.23%

1Y

2.01%

5Y*

105.92%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DOT-USD vs. BNB-USD — Risk-Adjusted Performance Rank

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

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 3535
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 3737
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6161
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOT-USD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Binance Coin (BNB-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.


The chart of Sharpe ratio for DOT-USD, currently valued at -0.04, compared to the broader market0.001.002.003.004.00
DOT-USD: -0.04
BNB-USD: 0.35
The chart of Sortino ratio for DOT-USD, currently valued at 0.61, compared to the broader market0.001.002.003.004.00
DOT-USD: 0.61
BNB-USD: 0.85
The chart of Omega ratio for DOT-USD, currently valued at 1.06, compared to the broader market1.001.101.201.301.40
DOT-USD: 1.06
BNB-USD: 1.09
The chart of Calmar ratio for DOT-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
DOT-USD: 0.00
BNB-USD: 0.15
The chart of Martin ratio for DOT-USD, currently valued at -0.08, compared to the broader market0.005.0010.0015.0020.0025.00
DOT-USD: -0.08
BNB-USD: 1.42

The current DOT-USD Sharpe Ratio is -0.04, which is lower than the BNB-USD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of DOT-USD and BNB-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.04
0.35
DOT-USD
BNB-USD

Drawdowns

DOT-USD vs. BNB-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.75%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for DOT-USD and BNB-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-92.09%
-19.00%
DOT-USD
BNB-USD

Volatility

DOT-USD vs. BNB-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 21.82% compared to Binance Coin (BNB-USD) at 11.75%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
21.82%
11.75%
DOT-USD
BNB-USD