DOT-USD vs. BTC-USD
DOT-USD (Polkadot) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -43.82%/yr vs 13.04%/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 -53.00% return, which is significantly lower than BTC-USD's -31.91% 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*
- —
BTC-USD
- 1D
- -2.31%
- 1M
- -21.43%
- YTD
- -31.91%
- 6M
- -31.66%
- 1Y
- -44.53%
- 3Y*
- 25.32%
- 5Y*
- 13.04%
- 10Y*
- 56.92%
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 | 0.40 |
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 | 0.19 |
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 | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.84 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.85 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.45 | +0.05 |
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Drawdowns
DOT-USD vs. BTC-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.44%, 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 | -98.44% | -85.30% | -13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -81.55% | -52.23% | -29.32% |
Max Drawdown (3Y)Largest decline over 3 years | -92.73% | -52.23% | -40.50% |
Max Drawdown (5Y)Largest decline over 5 years | -98.44% | -76.67% | -21.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -98.44% | -52.23% | -46.21% |
Average DrawdownAverage peak-to-trough decline | -81.18% | -42.42% | -38.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.83% | 31.57% | +19.26% |
Volatility
DOT-USD vs. BTC-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 16.49% compared to Bitcoin (BTC-USD) at 12.44%. 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 | 16.49% | 12.44% | +4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 57.99% | 34.75% | +23.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.04% | 35.63% | +35.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.98% | 44.15% | +27.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.60% | 56.40% | +16.20% |
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 (16.49%) compared to BTC-USD (12.44%). In terms of maximum drawdown, DOT-USD dropped -98.44% vs BTC-USD's -85.30%.
DOT-USD currently has the higher Sharpe Ratio (-0.88 vs -1.04), 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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