HBAR-USD vs. NEAR-USD
HBAR-USD (HederaHashgraph) and NEAR-USD (NEAR Protocol) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -16.28%/yr vs -0.82%/yr for NEAR-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
HBAR-USD vs. NEAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -31.04% return, which is significantly lower than NEAR-USD's 19.79% return.
HBAR-USD
- 1D
- -3.06%
- 1M
- -15.31%
- YTD
- -31.04%
- 6M
- -32.73%
- 1Y
- -51.17%
- 3Y*
- 13.77%
- 5Y*
- -16.28%
- 10Y*
- —
NEAR-USD
- 1D
- -7.70%
- 1M
- -28.99%
- YTD
- 19.79%
- 6M
- 25.96%
- 1Y
- -15.38%
- 3Y*
- 6.82%
- 5Y*
- -0.82%
- 10Y*
- —
HBAR-USD vs. NEAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -31.04% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -6.79% |
NEAR-USD NEAR Protocol | 19.79% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | -17.72% |
Correlation
The correlation between HBAR-USD and NEAR-USD is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020 | 0.64 |
The correlation between HBAR-USD and NEAR-USD has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
HBAR-USD vs. NEAR-USD — Risk / Return Rank
HBAR-USD
NEAR-USD
HBAR-USD vs. NEAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) and NEAR Protocol (NEAR-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-USD | NEAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.05 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.22 | -0.46 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.37 | -0.59 |
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Drawdowns
HBAR-USD vs. NEAR-USD - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, roughly equal to the maximum NEAR-USD drawdown of -95.24%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and NEAR-USD.
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Drawdown Indicators
| HBAR-USD | NEAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.58% | -95.24% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -74.90% | -69.74% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -80.46% | -89.15% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -95.24% | +2.45% |
Current DrawdownCurrent decline from peak | -85.53% | -91.04% | +5.51% |
Average DrawdownAverage peak-to-trough decline | -74.55% | -70.36% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.37% | 47.59% | -0.22% |
Volatility
HBAR-USD vs. NEAR-USD - Volatility Comparison
The current volatility for HederaHashgraph (HBAR-USD) is 17.19%, while NEAR Protocol (NEAR-USD) has a volatility of 39.31%. This indicates that HBAR-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-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-USD | NEAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.19% | 39.31% | -22.12% |
Volatility (6M)Calculated over the trailing 6-month period | 42.43% | 71.98% | -29.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.05% | 83.91% | -19.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.80% | 95.27% | -10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.33% | 102.86% | +5.47% |
Frequently Asked Questions
HBAR-USD and NEAR-USD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEAR-USD has higher volatility (39.31%) compared to HBAR-USD (17.19%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs NEAR-USD's -95.24%.
NEAR-USD currently has the higher Sharpe Ratio (-0.15 vs -0.66), 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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