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ICP-USD vs. DOT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ICP-USD and DOT-USD is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

ICP-USD:

-0.60

DOT-USD:

-0.38

Sortino Ratio

ICP-USD:

-0.09

DOT-USD:

0.96

Omega Ratio

ICP-USD:

0.99

DOT-USD:

1.10

Calmar Ratio

ICP-USD:

0.00

DOT-USD:

0.05

Martin Ratio

ICP-USD:

-0.92

DOT-USD:

0.44

Ulcer Index

ICP-USD:

42.21%

DOT-USD:

40.90%

Daily Std Dev

ICP-USD:

76.07%

DOT-USD:

70.81%

Max Drawdown

ICP-USD:

-99.32%

DOT-USD:

-93.75%

Current Drawdown

ICP-USD:

-98.73%

DOT-USD:

-91.11%

Returns By Period

In the year-to-date period, ICP-USD achieves a -44.83% return, which is significantly lower than DOT-USD's -27.77% return.


ICP-USD

YTD

-44.83%

1M

13.16%

6M

-36.49%

1Y

-54.12%

5Y*

N/A

10Y*

N/A

DOT-USD

YTD

-27.77%

1M

38.43%

6M

3.45%

1Y

-29.00%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ICP-USD vs. DOT-USD — Risk-Adjusted Performance Rank

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

ICP-USD
The Risk-Adjusted Performance Rank of ICP-USD is 1414
Overall Rank
The Sharpe Ratio Rank of ICP-USD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ICP-USD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ICP-USD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ICP-USD is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ICP-USD is 1515
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 5252
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ICP-USD Sharpe Ratio is -0.60, which is lower than the DOT-USD Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ICP-USD and DOT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 -93.75%. 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.


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Volatility

ICP-USD vs. DOT-USD - Volatility Comparison

Internet Computer (ICP-USD) and Polkadot (DOT-USD) have volatilities of 19.73% and 20.09%, 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.


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