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HBAR-USD vs. NEAR-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HBAR-USD and NEAR-USD is 0.30, 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

HBAR-USD vs. NEAR-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HBAR-USD:

0.75

NEAR-USD:

-0.57

Sortino Ratio

HBAR-USD:

4.55

NEAR-USD:

0.24

Omega Ratio

HBAR-USD:

1.44

NEAR-USD:

1.02

Calmar Ratio

HBAR-USD:

5.83

NEAR-USD:

0.00

Martin Ratio

HBAR-USD:

21.09

NEAR-USD:

-0.65

Ulcer Index

HBAR-USD:

32.91%

NEAR-USD:

45.47%

Daily Std Dev

HBAR-USD:

106.56%

NEAR-USD:

82.79%

Max Drawdown

HBAR-USD:

-92.80%

NEAR-USD:

-95.12%

Current Drawdown

HBAR-USD:

-59.26%

NEAR-USD:

-84.88%

Returns By Period

In the year-to-date period, HBAR-USD achieves a -23.22% return, which is significantly higher than NEAR-USD's -37.70% return.


HBAR-USD

YTD

-23.22%

1M

31.33%

6M

223.22%

1Y

85.72%

5Y*

41.87%

10Y*

N/A

NEAR-USD

YTD

-37.70%

1M

49.89%

6M

-43.61%

1Y

-62.05%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HBAR-USD vs. NEAR-USD — Risk-Adjusted Performance Rank

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

HBAR-USD
The Risk-Adjusted Performance Rank of HBAR-USD is 9494
Overall Rank
The Sharpe Ratio Rank of HBAR-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of HBAR-USD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of HBAR-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HBAR-USD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HBAR-USD is 9797
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1212
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1111
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.

HBAR-USD vs. NEAR-USD - Risk-Adjusted Performance 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.


The current HBAR-USD Sharpe Ratio is 0.75, which is higher than the NEAR-USD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of HBAR-USD and NEAR-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

HBAR-USD vs. NEAR-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -92.80%, roughly equal to the maximum NEAR-USD drawdown of -95.12%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and NEAR-USD. For additional features, visit the drawdowns tool.


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Volatility

HBAR-USD vs. NEAR-USD - Volatility Comparison

The current volatility for HederaHashgraph (HBAR-USD) is 20.46%, while NEAR Protocol (NEAR-USD) has a volatility of 30.09%. 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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