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DOT-USD vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DOT-USD vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, DOT-USD achieves a -46.67% return, which is significantly lower than XLM-USD's -0.74% return.


DOT-USD

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

XLM-USD

1D
-3.17%
1M
22.68%
YTD
-0.74%
6M
-17.20%
1Y
-25.67%
3Y*
30.82%
5Y*
-11.42%
10Y*
62.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-46.67%-73.03%-22.95%96.80%-84.73%19.21%
XLM-USD
Stellar
-0.74%-39.55%157.40%81.66%-73.35%-22.38%

Correlation

The correlation between DOT-USD and XLM-USD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

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

0.43

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

0.20

Over the past year, DOT-USD and XLM-USD have become more correlated (0.75) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

DOT-USD vs. XLM-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

XLM-USD
XLM-USD Risk / Return Rank: 7878
Overall Rank
XLM-USD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7979
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 8080
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. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Stellar (XLM-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-USDXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

0.83

1.01

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.36

-0.60

Martin ratioReturn relative to average drawdown

-1.50

-0.52

-0.98

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

The current DOT-USD Sharpe Ratio is -0.89, which is lower than the XLM-USD Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of DOT-USD and XLM-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.


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Sharpe Ratios by Period


DOT-USDXLM-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.30

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.33

-0.87

Drawdowns

DOT-USD vs. XLM-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -98.25%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for DOT-USD and XLM-USD.


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Drawdown Indicators


DOT-USDXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-96.21%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-79.31%

-71.19%

-8.12%

Max Drawdown (3Y)

Largest decline over 3 years

-91.85%

-74.37%

-17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

Current Drawdown

Current decline from peak

-98.23%

-77.40%

-20.83%

Average Drawdown

Average peak-to-trough decline

-80.97%

-72.14%

-8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.22%

49.94%

+9.28%

Volatility

DOT-USD vs. XLM-USD - Volatility Comparison

The current volatility for Polkadot (DOT-USD) is 16.83%, while Stellar (XLM-USD) has a volatility of 43.03%. This indicates that DOT-USD experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOT-USDXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.83%

43.03%

-26.20%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

59.01%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

71.59%

70.37%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.85%

74.79%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

112.81%

-39.96%

Frequently Asked Questions


DOT-USD and XLM-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.03%) compared to DOT-USD (16.83%). In terms of maximum drawdown, DOT-USD dropped -98.25% vs XLM-USD's -96.21%.

XLM-USD currently has the higher Sharpe Ratio (-0.30 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.

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