PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOT-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


DOT-USDSOL-USD
YTD Return-11.09%35.77%
1Y Return26.07%520.28%
3Y Return (Ann)-42.07%43.93%
Sharpe Ratio1.3814.67
Daily Std Dev57.19%75.61%
Max Drawdown-93.24%-96.27%
Current Drawdown-86.49%-46.78%

Correlation

-0.50.00.51.00.6

The correlation between DOT-USD and SOL-USD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DOT-USD vs. SOL-USD - Performance Comparison

In the year-to-date period, DOT-USD achieves a -11.09% return, which is significantly lower than SOL-USD's 35.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2024FebruaryMarchAprilMay
19.34%
3,772.58%
DOT-USD
SOL-USD

Compare stocks, funds, or ETFs

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


Polkadot

Solana

Risk-Adjusted Performance

DOT-USD vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Solana (SOL-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-USD
Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Sortino ratio
The chart of Sortino ratio for DOT-USD, currently valued at 2.04, compared to the broader market0.001.002.003.004.005.002.04
Omega ratio
The chart of Omega ratio for DOT-USD, currently valued at 1.21, compared to the broader market1.001.101.201.301.401.501.21
Calmar ratio
The chart of Calmar ratio for DOT-USD, currently valued at 0.57, compared to the broader market2.004.006.008.0010.0012.000.57
Martin ratio
The chart of Martin ratio for DOT-USD, currently valued at 5.66, compared to the broader market0.0020.0040.0060.005.66
SOL-USD
Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 14.67, compared to the broader market0.002.004.006.008.0010.0014.67
Sortino ratio
The chart of Sortino ratio for SOL-USD, currently valued at 5.88, compared to the broader market0.001.002.003.004.005.005.88
Omega ratio
The chart of Omega ratio for SOL-USD, currently valued at 1.59, compared to the broader market1.001.101.201.301.401.501.59
Calmar ratio
The chart of Calmar ratio for SOL-USD, currently valued at 12.86, compared to the broader market2.004.006.008.0010.0012.0012.86
Martin ratio
The chart of Martin ratio for SOL-USD, currently valued at 101.57, compared to the broader market0.0020.0040.0060.00101.57

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

The current DOT-USD Sharpe Ratio is 1.38, which is lower than the SOL-USD Sharpe Ratio of 14.67. The chart below compares the 12-month rolling Sharpe Ratio of DOT-USD and SOL-USD.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00December2024FebruaryMarchAprilMay
1.38
14.67
DOT-USD
SOL-USD

Drawdowns

DOT-USD vs. SOL-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.24%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DOT-USD and SOL-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%December2024FebruaryMarchAprilMay
-86.49%
-46.78%
DOT-USD
SOL-USD

Volatility

DOT-USD vs. SOL-USD - Volatility Comparison

Polkadot (DOT-USD) and Solana (SOL-USD) have volatilities of 26.55% and 27.08%, 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2024FebruaryMarchAprilMay
26.55%
27.08%
DOT-USD
SOL-USD