ICP-USD vs. DOT-USD
Compare and contrast key facts about Internet Computer (ICP-USD) and Polkadot (DOT-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICP-USD or DOT-USD.
Key characteristics
| ICP-USD | DOT-USD | |
|---|---|---|
| YTD Return | -33.60% | -34.90% |
| 1Y Return | 95.62% | -0.63% |
| 3Y Return (Ann) | -43.22% | -51.67% |
| Sharpe Ratio | -0.53 | -0.75 |
| Sortino Ratio | -0.43 | -1.02 |
| Omega Ratio | 0.96 | 0.90 |
| Calmar Ratio | 0.10 | 0.01 |
| Martin Ratio | -1.02 | -1.12 |
| Ulcer Index | 47.86% | 49.78% |
| Daily Std Dev | 88.33% | 63.91% |
| Max Drawdown | -99.32% | -93.24% |
| Current Drawdown | -97.94% | -90.11% |
Correlation
The correlation between ICP-USD and DOT-USD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICP-USD vs. DOT-USD - Performance Comparison
The year-to-date returns for both stocks are quite close, with ICP-USD having a -33.60% return and DOT-USD slightly lower at -34.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICP-USD vs. DOT-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-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.
Drawdowns
ICP-USD vs. DOT-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.32%, which is greater than DOT-USD's maximum drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for ICP-USD and DOT-USD. For additional features, visit the drawdowns tool.
Volatility
ICP-USD vs. DOT-USD - Volatility Comparison
Internet Computer (ICP-USD) and Polkadot (DOT-USD) have volatilities of 22.81% and 23.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.