HBAR-USD vs. NEAR-USD
HBAR-USD (HederaHashgraph) and NEAR-USD (NEAR Protocol) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -18.66%/yr vs 0.51%/yr for NEAR-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
HBAR-USD vs. NEAR-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HBAR-USD achieves a -37.11% return, which is significantly lower than NEAR-USD's 31.17% return.
HBAR-USD
- 1D
- -1.75%
- 1M
- -17.22%
- 6M
- -43.31%
- YTD
- -37.11%
- 1Y
- -71.75%
- 3Y*
- 8.72%
- 5Y*
- -18.66%
- 10Y*
- —
NEAR-USD
- 1D
- -4.07%
- 1M
- -14.09%
- 6M
- 15.23%
- YTD
- 31.17%
- 1Y
- -27.61%
- 3Y*
- 9.73%
- 5Y*
- 0.51%
- 10Y*
- —
HBAR-USD vs. NEAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -37.11% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -6.79% |
NEAR-USD NEAR Protocol | 31.17% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | -17.72% |
Correlation
The correlation between HBAR-USD and NEAR-USD is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
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 0.69 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.03 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.40 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.27 | -0.64 | -0.63 |
Loading charts...
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.
Loading charts...
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 | -77.19% | -69.74% | -7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -82.25% | -89.15% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -95.24% | +2.45% |
Current DrawdownCurrent decline from peak | -86.80% | -90.19% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -74.65% | -70.56% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.16% | 48.74% | +0.42% |
Volatility
HBAR-USD vs. NEAR-USD - Volatility Comparison
The current volatility for HederaHashgraph (HBAR-USD) is 12.48%, while NEAR Protocol (NEAR-USD) has a volatility of 18.94%. 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.
Loading charts...
Volatility by Period
| HBAR-USD | NEAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.48% | 18.94% | -6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 40.53% | 71.18% | -30.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.07% | 83.38% | -23.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.60% | 95.18% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 107.94% | 102.47% | +5.47% |
Frequently Asked Questions
HBAR-USD and NEAR-USD have a correlation of 0.69, 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 (18.94%) compared to HBAR-USD (12.48%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs NEAR-USD's -95.24%.
NEAR-USD currently has the higher Sharpe Ratio (-0.28 vs -0.99), 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.
Find the right allocation for HBAR-USD and NEAR-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer