DOT-USD vs. LINK-USD
Compare and contrast key facts about Polkadot (DOT-USD) and ChainLink (LINK-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOT-USD or LINK-USD.
Key characteristics
| DOT-USD | LINK-USD | |
|---|---|---|
| YTD Return | -38.05% | -9.84% |
| 1Y Return | -2.43% | -3.52% |
| 3Y Return (Ann) | -52.15% | -26.35% |
| Sharpe Ratio | -0.90 | -0.56 |
| Sortino Ratio | -1.49 | -0.50 |
| Omega Ratio | 0.86 | 0.95 |
| Calmar Ratio | 0.01 | 0.04 |
| Martin Ratio | -1.31 | -1.13 |
| Ulcer Index | 49.90% | 38.76% |
| Daily Std Dev | 63.85% | 65.17% |
| Max Drawdown | -93.24% | -90.17% |
| Current Drawdown | -90.59% | -74.14% |
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.
Performance
DOT-USD vs. LINK-USD - Performance Comparison
In the year-to-date period, DOT-USD achieves a -38.05% return, which is significantly lower than LINK-USD's -9.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
DOT-USD vs. LINK-USD - Volatility Comparison
Polkadot (DOT-USD) and ChainLink (LINK-USD) have volatilities of 23.95% and 25.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.