ETC-USD vs. DOT-USD
ETC-USD (Ethereum Classic) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, ETC-USD returned -25.64%/yr vs -40.48%/yr for DOT-USD. At a 0.24 correlation, their price movements are largely independent.
Performance
ETC-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETC-USD achieves a -39.13% return, which is significantly higher than DOT-USD's -46.67% return.
ETC-USD
- 1D
- -1.97%
- 1M
- -27.32%
- YTD
- -39.13%
- 6M
- -48.14%
- 1Y
- -58.85%
- 3Y*
- -25.64%
- 5Y*
- -35.49%
- 10Y*
- —
DOT-USD
- 1D
- -2.06%
- 1M
- -29.20%
- YTD
- -46.67%
- 6M
- -55.26%
- 1Y
- -76.33%
- 3Y*
- -40.48%
- 5Y*
- —
- 10Y*
- —
ETC-USD vs. DOT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ETC-USD Ethereum Classic | -39.13% | -54.13% | 13.87% | 39.62% | -53.90% | -42.48% |
DOT-USD Polkadot | -46.67% | -73.03% | -22.95% | 96.80% | -84.73% | 19.21% |
Correlation
The correlation between ETC-USD and DOT-USD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.24 |
Over the past year, ETC-USD and DOT-USD have become more correlated (0.86) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
ETC-USD vs. DOT-USD — Risk / Return Rank
ETC-USD
DOT-USD
ETC-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and Polkadot (DOT-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.
| ETC-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.83 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.96 | +0.15 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.50 | +0.25 |
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
| ETC-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.89 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.54 | +0.68 |
Drawdowns
ETC-USD vs. DOT-USD - Drawdown Comparison
The maximum ETC-USD drawdown since its inception was -95.18%, roughly equal to the maximum DOT-USD drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for ETC-USD and DOT-USD.
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Drawdown Indicators
| ETC-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.18% | -98.25% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -72.46% | -79.31% | +6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -82.26% | -91.85% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -90.94% | — | — |
Current DrawdownCurrent decline from peak | -95.06% | -98.23% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -73.68% | -80.97% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.55% | 59.22% | -12.67% |
Volatility
ETC-USD vs. DOT-USD - Volatility Comparison
The current volatility for Ethereum Classic (ETC-USD) is 14.41%, while Polkadot (DOT-USD) has a volatility of 16.83%. This indicates that ETC-USD experiences smaller price fluctuations and is considered to be less risky than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETC-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.41% | 16.83% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 43.99% | 58.88% | -14.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.87% | 71.59% | -10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.44% | 72.85% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 129.89% | 72.85% | +57.04% |
Frequently Asked Questions
ETC-USD and DOT-USD have a correlation of 0.86, 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 (16.83%) compared to ETC-USD (14.41%). In terms of maximum drawdown, ETC-USD dropped -95.18% vs DOT-USD's -98.25%.
ETC-USD currently has the higher Sharpe Ratio (-0.80 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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