DOT-USD vs. XRP-USD
Compare and contrast key facts about Polkadot (DOT-USD) and Ripple (XRP-USD).
Performance
DOT-USD vs. XRP-USD - Performance Comparison
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DOT-USD vs. XRP-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, DOT-USD achieves a -30.61% return, which is significantly lower than XRP-USD's -28.48% return.
DOT-USD
- 1D
- -1.20%
- 1M
- -19.17%
- YTD
- -30.61%
- 6M
- -71.23%
- 1Y
- -68.72%
- 3Y*
- -42.26%
- 5Y*
- —
- 10Y*
- —
XRP-USD
- 1D
- -2.42%
- 1M
- -3.34%
- YTD
- -28.48%
- 6M
- -56.73%
- 1Y
- -35.00%
- 3Y*
- 38.33%
- 5Y*
- 17.35%
- 10Y*
- —
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Return for Risk
DOT-USD vs. XRP-USD — Risk / Return Rank
DOT-USD
XRP-USD
DOT-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Ripple (XRP-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 | XRP-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.78 | -0.49 | -0.29 |
Sortino ratioReturn per unit of downside risk | -1.35 | -0.36 | -0.98 |
Omega ratioGain probability vs. loss probability | 0.88 | 0.96 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -1.13 | +0.01 |
Martin ratioReturn relative to average drawdown | -1.72 | -1.90 | +0.18 |
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 | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.78 | -0.49 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.52 | 0.57 | -1.08 |
Correlation
The correlation between DOT-USD and XRP-USD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
DOT-USD vs. XRP-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -97.70%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for DOT-USD and XRP-USD.
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Drawdown Indicators
| DOT-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.70% | -95.87% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -76.67% | -65.87% | -10.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -83.25% | — |
Current DrawdownCurrent decline from peak | -97.70% | -62.97% | -34.73% |
Average DrawdownAverage peak-to-trough decline | -80.33% | -71.20% | -9.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.45% | 37.80% | +9.65% |
Volatility
DOT-USD vs. XRP-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 17.42% compared to Ripple (XRP-USD) at 13.05%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than XRP-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 | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.42% | 13.05% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 70.49% | 53.60% | +16.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.52% | 59.67% | +13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.57% | 81.32% | -7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.57% | 112.80% | -39.23% |