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

Correlation

The correlation between DOT-USD and BTC-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. BTC-USD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
43.32%
708.76%
DOT-USD
BTC-USD

Key characteristics

Sharpe Ratio

DOT-USD:

-0.11

BTC-USD:

1.93

Sortino Ratio

DOT-USD:

0.50

BTC-USD:

2.55

Omega Ratio

DOT-USD:

1.05

BTC-USD:

1.26

Calmar Ratio

DOT-USD:

0.00

BTC-USD:

1.71

Martin Ratio

DOT-USD:

-0.25

BTC-USD:

8.60

Ulcer Index

DOT-USD:

39.08%

BTC-USD:

11.41%

Daily Std Dev

DOT-USD:

70.15%

BTC-USD:

42.72%

Max Drawdown

DOT-USD:

-93.75%

BTC-USD:

-93.07%

Current Drawdown

DOT-USD:

-92.41%

BTC-USD:

-11.67%

Returns By Period

In the year-to-date period, DOT-USD achieves a -38.27% return, which is significantly lower than BTC-USD's 0.35% return.


DOT-USD

YTD

-38.27%

1M

1.05%

6M

-0.83%

1Y

-39.09%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.35%

1M

13.51%

6M

34.11%

1Y

48.55%

5Y*

60.55%

10Y*

82.27%

*Annualized

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Risk-Adjusted Performance

DOT-USD vs. BTC-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 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 3737
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Bitcoin (BTC-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 -0.11, compared to the broader market0.001.002.003.004.00
DOT-USD: -0.11
BTC-USD: 1.93
The chart of Sortino ratio for DOT-USD, currently valued at 0.50, compared to the broader market0.001.002.003.004.00
DOT-USD: 0.50
BTC-USD: 2.55
The chart of Omega ratio for DOT-USD, currently valued at 1.05, compared to the broader market1.001.101.201.301.40
DOT-USD: 1.05
BTC-USD: 1.26
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
BTC-USD: 1.71
The chart of Martin ratio for DOT-USD, currently valued at -0.25, compared to the broader market0.005.0010.0015.0020.00
DOT-USD: -0.25
BTC-USD: 8.60

The current DOT-USD Sharpe Ratio is -0.11, which is lower than the BTC-USD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DOT-USD and BTC-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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.11
1.93
DOT-USD
BTC-USD

Drawdowns

DOT-USD vs. BTC-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.75%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for DOT-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-92.41%
-11.67%
DOT-USD
BTC-USD

Volatility

DOT-USD vs. BTC-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 20.77% compared to Bitcoin (BTC-USD) at 15.88%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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
20.77%
15.88%
DOT-USD
BTC-USD