ICP-USD vs. DOT-USD
ICP-USD (Internet Computer) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, ICP-USD returned -19.41%/yr vs -42.43%/yr for DOT-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
ICP-USD vs. DOT-USD - Performance Comparison
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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*
- —
ICP-USD vs. DOT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
ICP-USD
DOT-USD
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-USD | DOT-USD | Difference | |
|---|---|---|---|
| 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 |
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
| ICP-USD | DOT-USD | Difference | |
|---|---|---|---|
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-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.46% | -98.22% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -80.94% | -15.68% |
Ulcer IndexDepth 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-USD | DOT-USD | Difference | |
|---|---|---|---|
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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