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

Correlation

The correlation between DOT-USD and LINK-USD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DOT-USD vs. LINK-USD - Performance Comparison

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

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
11.15%
76.00%
DOT-USD
LINK-USD

Key characteristics

Sharpe Ratio

DOT-USD:

0.10

LINK-USD:

1.47

Sortino Ratio

DOT-USD:

0.81

LINK-USD:

2.40

Omega Ratio

DOT-USD:

1.08

LINK-USD:

1.22

Calmar Ratio

DOT-USD:

0.02

LINK-USD:

0.97

Martin Ratio

DOT-USD:

0.26

LINK-USD:

4.71

Ulcer Index

DOT-USD:

32.30%

LINK-USD:

30.54%

Daily Std Dev

DOT-USD:

69.32%

LINK-USD:

76.10%

Max Drawdown

DOT-USD:

-93.24%

LINK-USD:

-90.17%

Current Drawdown

DOT-USD:

-86.94%

LINK-USD:

-51.80%

Returns By Period

In the year-to-date period, DOT-USD achieves a 6.16% return, which is significantly lower than LINK-USD's 25.56% return.


DOT-USD

YTD

6.16%

1M

1.12%

6M

11.14%

1Y

2.45%

5Y*

N/A

10Y*

N/A

LINK-USD

YTD

25.56%

1M

0.89%

6M

78.41%

1Y

71.42%

5Y*

57.16%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DOT-USD vs. LINK-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 4242
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 3939
Martin Ratio Rank

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 8181
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7979
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. LINK-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and ChainLink (LINK-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.


Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.000.101.55
The chart of Sortino ratio for DOT-USD, currently valued at 0.81, compared to the broader market0.002.004.006.000.812.46
The chart of Omega ratio for DOT-USD, currently valued at 1.08, compared to the broader market1.001.201.401.601.081.23
The chart of Calmar ratio for DOT-USD, currently valued at 0.02, compared to the broader market2.004.006.008.000.021.03
The chart of Martin ratio for DOT-USD, currently valued at 0.26, compared to the broader market0.0020.0040.0060.000.264.94
DOT-USD
LINK-USD

The current DOT-USD Sharpe Ratio is 0.10, which is lower than the LINK-USD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DOT-USD and LINK-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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.10
1.55
DOT-USD
LINK-USD

Drawdowns

DOT-USD vs. LINK-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.24%, roughly equal to the maximum LINK-USD drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for DOT-USD and LINK-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-86.94%
-51.80%
DOT-USD
LINK-USD

Volatility

DOT-USD vs. LINK-USD - Volatility Comparison

The current volatility for Polkadot (DOT-USD) is 24.56%, while ChainLink (LINK-USD) has a volatility of 27.96%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than LINK-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%50.00%AugustSeptemberOctoberNovemberDecember2025
24.56%
27.96%
DOT-USD
LINK-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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