DOT-USD vs. XRP-USD
DOT-USD (Polkadot) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -41.55%/yr vs 13.38%/yr for XRP-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
DOT-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -51.59% return, which is significantly lower than XRP-USD's -40.67% return.
DOT-USD
- 1D
- 2.25%
- 1M
- -14.53%
- 6M
- -59.12%
- YTD
- -51.59%
- 1Y
- -79.22%
- 3Y*
- -44.93%
- 5Y*
- -41.55%
- 10Y*
- —
XRP-USD
- 1D
- -1.94%
- 1M
- -10.28%
- 6M
- -47.50%
- YTD
- -40.67%
- 1Y
- -64.10%
- 3Y*
- 13.94%
- 5Y*
- 13.38%
- 10Y*
- —
DOT-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and XRP-USD is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.18 |
Over the past year, DOT-USD and XRP-USD have become more correlated (0.79) than their long-term average of 0.18, meaning their price movements have been converging.
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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 XRP (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOT-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.83 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.91 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.32 | -0.07 |
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Drawdowns
DOT-USD vs. XRP-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.50%, 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 | -98.50% | -95.87% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -82.23% | -70.77% | -11.46% |
Max Drawdown (3Y)Largest decline over 3 years | -93.00% | -70.77% | -22.23% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | -77.83% | -20.67% |
Current DrawdownCurrent decline from peak | -98.40% | -69.28% | -29.12% |
Average DrawdownAverage peak-to-trough decline | -81.38% | -70.96% | -10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.08% | 40.65% | +14.43% |
Volatility
DOT-USD vs. XRP-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 13.52% compared to XRP (XRP-USD) at 11.29%. 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 | 13.52% | 11.29% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 54.45% | 43.77% | +10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.36% | 55.33% | +15.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.70% | 71.26% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.31% | 111.29% | -38.98% |
Frequently Asked Questions
DOT-USD and XRP-USD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.52%) compared to XRP-USD (11.29%). In terms of maximum drawdown, DOT-USD dropped -98.50% vs XRP-USD's -95.87%.
DOT-USD currently has the higher Sharpe Ratio (-0.94 vs -0.96), 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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