DOT-USD vs. BTC-USD
DOT-USD (Polkadot) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -41.55%/yr vs 15.15%/yr for BTC-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
DOT-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -51.59% return, which is significantly lower than BTC-USD's -27.04% return.
DOT-USD
- 1D
- 2.25%
- 1M
- -14.53%
- 6M
- -59.12%
- YTD
- -51.59%
- 1Y
- -79.22%
- 3Y*
- -44.93%
- 5Y*
- -41.55%
- 10Y*
- —
BTC-USD
- 1D
- -1.36%
- 1M
- -2.71%
- 6M
- -33.22%
- YTD
- -27.04%
- 1Y
- -46.21%
- 3Y*
- 28.42%
- 5Y*
- 15.15%
- 10Y*
- 57.60%
DOT-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and BTC-USD is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.19 |
Over the past year, DOT-USD and BTC-USD have become more correlated (0.72) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. BTC-USD — Risk / Return Rank
DOT-USD
BTC-USD
DOT-USD vs. BTC-USD - Risk-Adjusted Trends 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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.84 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.87 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.40 | +0.01 |
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Drawdowns
DOT-USD vs. BTC-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.50%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DOT-USD and BTC-USD.
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Drawdown Indicators
| DOT-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -85.30% | -13.20% |
Max Drawdown (1Y)Largest decline over 1 year | -82.23% | -53.08% | -29.15% |
Max Drawdown (3Y)Largest decline over 3 years | -93.00% | -53.08% | -39.92% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | -76.67% | -21.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -98.40% | -48.82% | -49.58% |
Average DrawdownAverage peak-to-trough decline | -81.38% | -42.58% | -38.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.08% | 29.30% | +25.78% |
Volatility
DOT-USD vs. BTC-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 13.52% compared to Bitcoin (BTC-USD) at 9.78%. 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.
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Volatility by Period
| DOT-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.52% | 9.78% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 54.45% | 34.90% | +19.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.36% | 35.73% | +34.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.70% | 43.96% | +27.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.31% | 56.33% | +15.98% |
Frequently Asked Questions
DOT-USD and BTC-USD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.52%) compared to BTC-USD (9.78%). In terms of maximum drawdown, DOT-USD dropped -98.50% vs BTC-USD's -85.30%.
DOT-USD currently has the higher Sharpe Ratio (-0.94 vs -1.07), 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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