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HBAR-USD vs. DOT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. DOT-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -26.59% return, which is significantly higher than DOT-USD's -46.23% return.


HBAR-USD

1D
-1.54%
1M
-16.53%
YTD
-26.59%
6M
-37.13%
1Y
-52.17%
3Y*
18.50%
5Y*
-16.90%
10Y*

DOT-USD

1D
1.14%
1M
-27.54%
YTD
-46.23%
6M
-52.24%
1Y
-75.49%
3Y*
-40.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. DOT-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HBAR-USD
HederaHashgraph
-26.59%-60.44%212.23%135.51%-87.44%46.67%
DOT-USD
Polkadot
-46.23%-73.03%-22.95%96.80%-84.73%19.21%

Correlation

The correlation between HBAR-USD and DOT-USD is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.20

Over the past year, HBAR-USD and DOT-USD have become more correlated (0.81) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

HBAR-USD vs. DOT-USD — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6262
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5959
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 2222
Overall Rank
DOT-USD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 2222
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2828
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 2020
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HBAR-USD vs. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-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.

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.


HBAR-USDDOT-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

0.92

0.83

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.95

+0.23

Martin ratioReturn relative to average drawdown

-1.01

-1.47

+0.46

HBAR-USD vs. DOT-USD - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.67, which is comparable to the DOT-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of HBAR-USD and DOT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBAR-USD vs. DOT-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, roughly equal to the maximum DOT-USD drawdown of -98.30%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and DOT-USD.


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Drawdown Indicators


HBAR-USDDOT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-98.30%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-79.88%

+6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-92.08%

+12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

Current Drawdown

Current decline from peak

-84.59%

-98.22%

+13.63%

Average Drawdown

Average peak-to-trough decline

-74.50%

-81.06%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.63%

60.04%

-8.41%

Volatility

HBAR-USD vs. DOT-USD - Volatility Comparison

The current volatility for HederaHashgraph (HBAR-USD) is 16.49%, while Polkadot (DOT-USD) has a volatility of 17.56%. This indicates that HBAR-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


HBAR-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.49%

17.56%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

43.31%

58.20%

-14.89%

Volatility (1Y)

Calculated over the trailing 1-year period

65.23%

71.60%

-6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.18%

72.80%

+12.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.59%

72.80%

+35.79%

Frequently Asked Questions


HBAR-USD and DOT-USD have a correlation of 0.81, 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 (17.56%) compared to HBAR-USD (16.49%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs DOT-USD's -98.30%.

HBAR-USD currently has the higher Sharpe Ratio (-0.67 vs -0.88), 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.

Portfolio Optimizer

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