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

Performance

DOT-USD vs. NEAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polkadot (DOT-USD) and NEAR Protocol (NEAR-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 -46.67% return, which is significantly lower than NEAR-USD's 37.19% return.


DOT-USD

1D
-2.06%
1M
-29.20%
YTD
-46.67%
6M
-55.26%
1Y
-76.33%
3Y*
-40.48%
5Y*
10Y*

NEAR-USD

1D
0.68%
1M
32.21%
YTD
37.19%
6M
18.80%
1Y
-14.37%
3Y*
14.33%
5Y*
-8.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-46.67%-73.03%-22.95%96.80%-84.73%19.21%
NEAR-USD
NEAR Protocol
37.19%-69.13%34.16%191.37%-91.43%361.22%

Correlation

The correlation between DOT-USD and NEAR-USD is 0.84, 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

0.84

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

0.48

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

0.23

Over the past year, DOT-USD and NEAR-USD have become more correlated (0.84) than their long-term average of 0.23, 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. NEAR-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: 1414
Overall Rank
DOT-USD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1414
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2020
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 88
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 44
Martin Ratio Rank

NEAR-USD
NEAR-USD Risk / Return Rank: 8585
Overall Rank
NEAR-USD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEAR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
NEAR-USD Omega Ratio Rank: 8585
Omega Ratio Rank
NEAR-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEAR-USD Martin Ratio Rank: 8585
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. NEAR-USD - Risk-Adjusted Trends Comparison

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


DOT-USDNEAR-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

0.83

1.05

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.21

-0.76

Martin ratioReturn relative to average drawdown

-1.50

-0.35

-1.16

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

The current DOT-USD Sharpe Ratio is -0.89, which is lower than the NEAR-USD Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of DOT-USD and NEAR-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...

Sharpe Ratios by Period


DOT-USDNEAR-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.14

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.08

-0.62

Drawdowns

DOT-USD vs. NEAR-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -98.25%, roughly equal to the maximum NEAR-USD drawdown of -95.24%. Use the drawdown chart below to compare losses from any high point for DOT-USD and NEAR-USD.


Loading charts...

Drawdown Indicators


DOT-USDNEAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-95.24%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-79.31%

-69.74%

-9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-91.85%

-89.15%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-95.24%

Current Drawdown

Current decline from peak

-98.23%

-89.74%

-8.49%

Average Drawdown

Average peak-to-trough decline

-80.97%

-69.37%

-11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.22%

47.71%

+11.51%

Volatility

DOT-USD vs. NEAR-USD - Volatility Comparison

The current volatility for Polkadot (DOT-USD) is 16.83%, while NEAR Protocol (NEAR-USD) has a volatility of 45.48%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DOT-USDNEAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.83%

45.48%

-28.65%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

70.64%

-11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

71.59%

84.01%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.85%

95.79%

-22.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

102.53%

-29.68%

Frequently Asked Questions


DOT-USD and NEAR-USD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEAR-USD has higher volatility (45.48%) compared to DOT-USD (16.83%). In terms of maximum drawdown, DOT-USD dropped -98.25% vs NEAR-USD's -95.24%.

NEAR-USD currently has the higher Sharpe Ratio (-0.14 vs -0.89), 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 NEAR-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