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ICP-USD vs. DOT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ICP-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Internet Computer (ICP-USD) and Polkadot (DOT-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICP-USD achieves a -18.34% return, which is significantly higher than DOT-USD's -46.41% return.


ICP-USD

1D
-15.01%
1M
-27.40%
YTD
-18.34%
6M
-33.54%
1Y
-52.32%
3Y*
-19.41%
5Y*
-53.31%
10Y*

DOT-USD

1D
-7.65%
1M
-27.34%
YTD
-46.41%
6M
-54.95%
1Y
-74.90%
3Y*
-42.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICP-USD vs. DOT-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICP-USD
Internet Computer
-18.34%-71.20%-25.93%237.58%-83.87%-59.57%
DOT-USD
Polkadot
-46.41%-73.03%-22.95%96.80%-84.73%24.18%

Correlation

The correlation between ICP-USD and DOT-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

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2021

0.22

Over the past year, ICP-USD and DOT-USD have become more correlated (0.73) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

ICP-USD vs. DOT-USD — Risk / Return Rank

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

ICP-USD
ICP-USD Risk / Return Rank: 6666
Overall Rank
ICP-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ICP-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICP-USD Omega Ratio Rank: 7070
Omega Ratio Rank
ICP-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
ICP-USD Martin Ratio Rank: 6464
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 1616
Overall Rank
DOT-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1515
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 1919
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 1717
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICP-USD vs. DOT-USD - Risk-Adjusted Trends 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.


ICP-USDDOT-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

0.98

0.83

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.95

+0.27

Martin ratioReturn relative to average drawdown

-0.98

-1.49

+0.51

ICP-USD vs. DOT-USD - Sharpe Ratio Comparison

The current ICP-USD Sharpe Ratio is -0.48, which is higher than the DOT-USD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of ICP-USD and DOT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ICP-USDDOT-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.87

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

-0.54

-0.04

Drawdowns

ICP-USD vs. DOT-USD - Drawdown Comparison

The maximum ICP-USD drawdown since its inception was -99.51%, roughly equal to the maximum DOT-USD drawdown of -98.22%. Use the drawdown chart below to compare losses from any high point for ICP-USD and DOT-USD.


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Drawdown Indicators


ICP-USDDOT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-98.22%

-1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-76.70%

-78.97%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-89.03%

-91.72%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-97.72%

Current Drawdown

Current decline from peak

-99.46%

-98.22%

-1.24%

Average Drawdown

Average peak-to-trough decline

-96.62%

-80.94%

-15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.79%

58.60%

+3.19%

Volatility

ICP-USD vs. DOT-USD - Volatility Comparison

Internet Computer (ICP-USD) has a higher volatility of 34.26% compared to Polkadot (DOT-USD) at 16.71%. This indicates that ICP-USD's price experiences larger fluctuations and is considered to be riskier than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICP-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.26%

16.71%

+17.55%

Volatility (6M)

Calculated over the trailing 6-month period

70.11%

58.60%

+11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

91.64%

71.61%

+20.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.86%

72.88%

+16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.93%

72.88%

+20.05%

Frequently Asked Questions


ICP-USD and DOT-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.

ICP-USD has higher volatility (34.26%) compared to DOT-USD (16.71%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs DOT-USD's -98.22%.

ICP-USD currently has the higher Sharpe Ratio (-0.48 vs -0.87), 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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