PortfoliosLab logoPortfoliosLab logo
DOT-USD vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DOT-USD vs. HBAR-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DOT-USD achieves a -46.23% return, which is significantly lower than HBAR-USD's -26.59% return.


DOT-USD

1D
1.14%
1M
-27.54%
YTD
-46.23%
6M
-52.24%
1Y
-75.49%
3Y*
-40.54%
5Y*
10Y*

HBAR-USD

1D
-1.54%
1M
-16.53%
YTD
-26.59%
6M
-37.13%
1Y
-52.17%
3Y*
18.50%
5Y*
-16.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOT-USD vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-46.23%-73.03%-22.95%96.80%-84.73%19.21%
HBAR-USD
HederaHashgraph
-26.59%-60.44%212.23%135.51%-87.44%46.67%

Correlation

The correlation between DOT-USD and HBAR-USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.20

Over the past year, DOT-USD and HBAR-USD have become more correlated (0.81) than their long-term average of 0.20, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DOT-USD vs. HBAR-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOT-USD
DOT-USD Risk / Return Rank: 2222
Overall Rank
DOT-USD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 2222
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2828
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 2020
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 1313
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6262
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5959
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOT-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and HederaHashgraph (HBAR-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-USDHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

0.83

0.92

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.71

-0.23

Martin ratioReturn relative to average drawdown

-1.47

-1.01

-0.46

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

The current DOT-USD Sharpe Ratio is -0.88, which is lower than the HBAR-USD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of DOT-USD and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DOT-USD vs. HBAR-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -98.30%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for DOT-USD and HBAR-USD.


Loading charts...

Drawdown Indicators


DOT-USDHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.30%

-97.58%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-79.88%

-73.39%

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-92.08%

-79.29%

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

Current Drawdown

Current decline from peak

-98.22%

-84.59%

-13.63%

Average Drawdown

Average peak-to-trough decline

-81.06%

-74.50%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.04%

51.63%

+8.41%

Volatility

DOT-USD vs. HBAR-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 17.56% compared to HederaHashgraph (HBAR-USD) at 16.49%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DOT-USDHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.56%

16.49%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

58.20%

43.31%

+14.89%

Volatility (1Y)

Calculated over the trailing 1-year period

71.60%

65.23%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.80%

85.18%

-12.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.80%

108.59%

-35.79%

Frequently Asked Questions


DOT-USD and HBAR-USD have a correlation of 0.81, 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 (17.56%) compared to HBAR-USD (16.49%). In terms of maximum drawdown, DOT-USD dropped -98.30% vs HBAR-USD's -97.58%.

HBAR-USD currently has the higher Sharpe Ratio (-0.67 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.

Portfolio Optimizer

Find the right allocation for DOT-USD and HBAR-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer