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

Key characteristics


DOT-USDBNB-USD
YTD Return-11.46%87.88%
1Y Return27.97%81.22%
3Y Return (Ann)-40.84%-1.34%
Sharpe Ratio1.315.61
Daily Std Dev57.18%44.02%
Max Drawdown-93.24%-80.10%
Current Drawdown-86.55%-13.12%

Correlation

-0.50.00.51.00.7

The correlation between DOT-USD and BNB-USD is 0.67, 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. BNB-USD - Performance Comparison

In the year-to-date period, DOT-USD achieves a -11.46% return, which is significantly lower than BNB-USD's 87.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2024FebruaryMarchAprilMay
153.88%
2,552.68%
DOT-USD
BNB-USD

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Polkadot

Binance Coin

Risk-Adjusted Performance

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.


DOT-USD
Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.001.31
Sortino ratio
The chart of Sortino ratio for DOT-USD, currently valued at 1.98, compared to the broader market1.002.003.004.005.001.98
Omega ratio
The chart of Omega ratio for DOT-USD, currently valued at 1.20, compared to the broader market1.101.201.301.401.501.20
Calmar ratio
The chart of Calmar ratio for DOT-USD, currently valued at 0.53, compared to the broader market2.004.006.008.0010.0012.0014.000.53
Martin ratio
The chart of Martin ratio for DOT-USD, currently valued at 5.33, compared to the broader market0.0020.0040.0060.0080.005.33
BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.61, compared to the broader market0.002.004.006.008.0010.0012.005.61
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.98, compared to the broader market1.002.003.004.005.004.98
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.57, compared to the broader market1.101.201.301.401.501.57
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 3.07, compared to the broader market2.004.006.008.0010.0012.0014.003.07
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 50.53, compared to the broader market0.0020.0040.0060.0080.0050.53

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

The current DOT-USD Sharpe Ratio is 1.31, which is lower than the BNB-USD Sharpe Ratio of 5.61. The chart below compares the 12-month rolling Sharpe Ratio of DOT-USD and BNB-USD.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00December2024FebruaryMarchAprilMay
1.31
5.61
DOT-USD
BNB-USD

Drawdowns

DOT-USD vs. BNB-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.24%, 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%December2024FebruaryMarchAprilMay
-86.55%
-13.12%
DOT-USD
BNB-USD

Volatility

DOT-USD vs. BNB-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 26.53% compared to Binance Coin (BNB-USD) at 14.66%. 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%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
26.53%
14.66%
DOT-USD
BNB-USD