DOT-USD vs. THETA-USD

Last updated Apr 4, 2026

Compare and contrast key facts about Polkadot (DOT-USD) and THETA (THETA-USD).

Performance

DOT-USD vs. THETA-USD - Performance Comparison

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

Returns By Period

In the year-to-date period, DOT-USD achieves a -30.72% return, which is significantly higher than THETA-USD's -41.79% return.

DOT-USD

• 1D: 0.08%
• 1M: -19.66%
• YTD: -30.72%
• 6M: -71.34%
• 1Y: -69.48%
• 3Y*: -42.20%
• 5Y*: —
• 10Y*: —

THETA-USD

• 1D: 1.12%
• 1M: -22.66%
• YTD: -41.79%
• 6M: -79.68%
• 1Y: -80.42%
• 3Y*: -48.15%
• 5Y*: -58.12%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021
DOT-USD Polkadot	-30.72%	-73.03%	-22.95%	96.80%	-84.73%	24.18%
THETA-USD THETA	-41.79%	-88.09%	76.54%	71.81%	-84.48%	-48.46%

Correlation

The correlation between DOT-USD and THETA-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

Return for Risk

DOT-USD vs. THETA-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: 16
DOT-USD Sharpe Ratio Rank: 17
DOT-USD Sortino Ratio Rank: 15
DOT-USD Omega Ratio Rank: 17
DOT-USD Calmar Ratio Rank: 12
DOT-USD Martin Ratio Rank: 20

THETA-USD

THETA-USD Risk / Return Rank: 21
THETA-USD Sharpe Ratio Rank: 13
THETA-USD Sortino Ratio Rank: 8
THETA-USD Omega Ratio Rank: 8
THETA-USD Calmar Ratio Rank: 33
THETA-USD Martin Ratio Rank: 41

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. THETA-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and THETA (THETA-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	THETA-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.79	-0.86	+0.07
Sortino ratio Return per unit of downside risk	-1.39	-1.69	+0.30
Omega ratio Gain probability vs. loss probability	0.87	0.82	+0.05
Calmar ratio Return relative to maximum drawdown	-1.13	-1.10	-0.04
Martin ratio Return relative to average drawdown	-1.73	-1.60	-0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DOT-USD Sharpe Ratio is -0.79, which is comparable to the THETA-USD Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of DOT-USD and THETA-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.

Sharpe Ratios by Period

	DOT-USD	THETA-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	-0.86	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.52	-0.02	-0.50

Drawdowns

DOT-USD vs. THETA-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -97.71%, roughly equal to the maximum THETA-USD drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for DOT-USD and THETA-USD.

Drawdown Indicators

	DOT-USD	THETA-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.71%	-98.96%	+1.25%
Max Drawdown (1Y) Largest decline over 1 year	-76.71%	-85.89%	+9.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-98.96%	—
Current Drawdown Current decline from peak	-97.70%	-98.93%	+1.23%
Average Drawdown Average peak-to-trough decline	-80.34%	-70.97%	-9.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.67%	57.51%	-9.84%

Volatility

DOT-USD vs. THETA-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 17.41% compared to THETA (THETA-USD) at 14.23%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than THETA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOT-USD	THETA-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.41%	14.23%	+3.18%
Volatility (6M) Calculated over the trailing 6-month period	70.49%	73.85%	-3.36%
Volatility (1Y) Calculated over the trailing 1-year period	73.42%	77.66%	-4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.55%	87.18%	-13.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.55%	104.91%	-31.36%