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DOT-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOT-USD and XRP-USD is 0.27, 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.


Performance

DOT-USD vs. XRP-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DOT-USD:

-0.27

XRP-USD:

3.76

Sortino Ratio

DOT-USD:

1.23

XRP-USD:

4.67

Omega Ratio

DOT-USD:

1.13

XRP-USD:

1.52

Calmar Ratio

DOT-USD:

0.14

XRP-USD:

6.67

Martin Ratio

DOT-USD:

0.93

XRP-USD:

34.01

Ulcer Index

DOT-USD:

41.15%

XRP-USD:

21.53%

Daily Std Dev

DOT-USD:

71.37%

XRP-USD:

81.15%

Max Drawdown

DOT-USD:

-93.74%

XRP-USD:

-95.87%

Current Drawdown

DOT-USD:

-90.55%

XRP-USD:

-29.94%

Returns By Period

In the year-to-date period, DOT-USD achieves a -23.25% return, which is significantly lower than XRP-USD's 13.77% return.


DOT-USD

YTD

-23.25%

1M

37.16%

6M

-10.83%

1Y

-23.08%

5Y*

N/A

10Y*

N/A

XRP-USD

YTD

13.77%

1M

9.63%

6M

281.41%

1Y

373.80%

5Y*

63.72%

10Y*

79.96%

*Annualized

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Risk-Adjusted Performance

DOT-USD vs. XRP-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 5151
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5555
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOT-USD vs. XRP-USD - Risk-Adjusted Performance 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.


The current DOT-USD Sharpe Ratio is -0.27, which is lower than the XRP-USD Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of DOT-USD and XRP-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

DOT-USD vs. XRP-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.74%, 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. For additional features, visit the drawdowns tool.


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Volatility

DOT-USD vs. XRP-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 21.90% compared to Ripple (XRP-USD) at 15.64%. 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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