DOT-USD vs. BNB-USD
DOT-USD (Polkadot) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -43.82%/yr vs 14.92%/yr for BNB-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
DOT-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -53.00% return, which is significantly lower than BNB-USD's -35.14% return.
DOT-USD
- 1D
- -5.20%
- 1M
- -32.70%
- YTD
- -53.00%
- 6M
- -50.12%
- 1Y
- -74.96%
- 3Y*
- -45.19%
- 5Y*
- -43.82%
- 10Y*
- —
BNB-USD
- 1D
- -0.69%
- 1M
- -14.59%
- YTD
- -35.14%
- 6M
- -32.45%
- 1Y
- -13.34%
- 3Y*
- 33.37%
- 5Y*
- 14.92%
- 10Y*
- —
DOT-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and BNB-USD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.18 |
Over the past year, DOT-USD and BNB-USD have become more correlated (0.73) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. BNB-USD — Risk / Return Rank
DOT-USD
BNB-USD
DOT-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and BNB (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOT-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.00 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.23 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.40 | -0.36 | -1.04 |
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Drawdowns
DOT-USD vs. BNB-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.44%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for DOT-USD and BNB-USD.
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Drawdown Indicators
| DOT-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -79.74% | -18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -81.55% | -57.16% | -24.39% |
Max Drawdown (3Y)Largest decline over 3 years | -92.73% | -57.16% | -35.57% |
Max Drawdown (5Y)Largest decline over 5 years | -98.44% | -69.89% | -28.55% |
Current DrawdownCurrent decline from peak | -98.44% | -57.16% | -41.28% |
Average DrawdownAverage peak-to-trough decline | -81.18% | -38.77% | -42.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.83% | 36.40% | +14.43% |
Volatility
DOT-USD vs. BNB-USD - Volatility Comparison
The current volatility for Polkadot (DOT-USD) is 16.49%, while BNB (BNB-USD) has a volatility of 17.68%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 17.68% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 57.99% | 34.56% | +23.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.04% | 44.43% | +26.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.98% | 49.42% | +22.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.60% | 79.93% | -7.33% |
Frequently Asked Questions
DOT-USD and BNB-USD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.68%) compared to DOT-USD (16.49%). In terms of maximum drawdown, DOT-USD dropped -98.44% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.25 vs -0.88), 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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