ICP-USD vs. DOT-USD
ICP-USD (Internet Computer) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.05%/yr vs -43.82%/yr for DOT-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
ICP-USD vs. DOT-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ICP-USD achieves a -23.84% return, which is significantly higher than DOT-USD's -53.00% return.
ICP-USD
- 1D
- -1.32%
- 1M
- -18.52%
- YTD
- -23.84%
- 6M
- -27.49%
- 1Y
- -55.20%
- 3Y*
- -20.25%
- 5Y*
- -41.05%
- 10Y*
- —
DOT-USD
- 1D
- -5.20%
- 1M
- -32.70%
- YTD
- -53.00%
- 6M
- -50.12%
- 1Y
- -74.96%
- 3Y*
- -45.19%
- 5Y*
- -43.82%
- 10Y*
- —
ICP-USD vs. DOT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -23.84% | -71.20% | -25.93% | 237.58% | -83.87% | -63.36% |
DOT-USD Polkadot | -53.00% | -73.03% | -22.95% | 96.80% | -84.73% | 19.21% |
Correlation
The correlation between ICP-USD and DOT-USD is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.23 |
Over the past year, ICP-USD and DOT-USD have become more correlated (0.72) than their long-term average of 0.23, meaning their price movements have been converging.
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
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.
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.
| ICP-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.83 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.92 | +0.20 |
| Martin ratioReturn relative to average drawdown | -0.99 | -1.40 | +0.42 |
Loading charts...
Drawdowns
ICP-USD vs. DOT-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.67%, roughly equal to the maximum DOT-USD drawdown of -98.44%. Use the drawdown chart below to compare losses from any high point for ICP-USD and DOT-USD.
Loading charts...
Drawdown Indicators
| ICP-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -98.44% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -81.55% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -92.73% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -98.44% | +1.06% |
Current DrawdownCurrent decline from peak | -99.66% | -98.44% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -81.18% | -16.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.52% | 50.83% | +13.69% |
Volatility
ICP-USD vs. DOT-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 28.27% compared to Polkadot (DOT-USD) at 16.49%. 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.
Loading charts...
Volatility by Period
| ICP-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.27% | 16.49% | +11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 66.30% | 57.99% | +8.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.83% | 71.04% | +19.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.55% | 71.98% | +16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.30% | 72.60% | +20.70% |
Frequently Asked Questions
ICP-USD and DOT-USD have a correlation of 0.72, 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 (28.27%) compared to DOT-USD (16.49%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs DOT-USD's -98.44%.
ICP-USD currently has the higher Sharpe Ratio (-0.51 vs -0.88), 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 ICP-USD and DOT-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