DOT-USD vs. XLM-USD
DOT-USD (Polkadot) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 3 years, DOT-USD returned -40.48%/yr vs 30.82%/yr for XLM-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
DOT-USD vs. XLM-USD - Performance Comparison
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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%
DOT-USD vs. XLM-USD - Yearly Performance Comparison
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
DOT-USD
XLM-USD
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-USD | XLM-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOT-USD | XLM-USD | Difference | |
|---|---|---|---|
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-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.23% | -77.40% | -20.83% |
Average DrawdownAverage peak-to-trough decline | -80.97% | -72.14% | -8.83% |
Ulcer IndexDepth 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-USD | XLM-USD | Difference | |
|---|---|---|---|
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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