HBAR-USD vs. NEAR-USD
HBAR-USD (HederaHashgraph) and NEAR-USD (NEAR Protocol) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -18.24%/yr vs -2.66%/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 -19.88% return, which is significantly lower than NEAR-USD's 83.52% return.
HBAR-USD
- 1D
- -2.08%
- 1M
- -3.05%
- YTD
- -19.88%
- 6M
- -41.77%
- 1Y
- -50.54%
- 3Y*
- 19.26%
- 5Y*
- -18.24%
- 10Y*
- —
NEAR-USD
- 1D
- 5.62%
- 1M
- 119.73%
- YTD
- 83.52%
- 6M
- 50.14%
- 1Y
- 10.57%
- 3Y*
- 19.65%
- 5Y*
- -2.66%
- 10Y*
- —
HBAR-USD vs. NEAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -19.88% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -7.93% |
NEAR-USD NEAR Protocol | 83.52% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | 17.58% |
Correlation
The correlation between HBAR-USD and NEAR-USD is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.64 |
The correlation between HBAR-USD and NEAR-USD has been stable across timeframes, ranging from 0.64 to 0.73 - 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.
| HBAR-USD | NEAR-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.64 | 0.11 | -0.75 |
Sortino ratioReturn per unit of downside risk | -0.78 | 0.94 | -1.72 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.09 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.15 | -0.84 |
Martin ratioReturn relative to average drawdown | -1.00 | 0.26 | -1.26 |
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
| HBAR-USD | NEAR-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 0.11 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.02 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.13 | -0.14 |
Drawdowns
HBAR-USD vs. NEAR-USD - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.79%, 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 | -92.79% | -95.24% | +2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -73.25% | -69.74% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -79.18% | -89.15% | +9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -95.24% | +2.45% |
Current DrawdownCurrent decline from peak | -83.19% | -86.27% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -67.01% | -69.32% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.14% | 47.46% | +2.68% |
Volatility
HBAR-USD vs. NEAR-USD - Volatility Comparison
The current volatility for HederaHashgraph (HBAR-USD) is 17.30%, while NEAR Protocol (NEAR-USD) has a volatility of 35.15%. 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 | 17.30% | 35.15% | -17.85% |
Volatility (6M)Calculated over the trailing 6-month period | 44.03% | 64.37% | -20.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.51% | 81.22% | -15.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.38% | 95.41% | -10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.84% | 102.20% | +3.64% |
Frequently Asked Questions
HBAR-USD and NEAR-USD have a correlation of 0.73, 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 (35.15%) compared to HBAR-USD (17.30%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs NEAR-USD's -95.24%.
NEAR-USD currently has the higher Sharpe Ratio (0.11 vs -0.64), 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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