ICP-USD vs. DOT-USD
ICP-USD (Internet Computer) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.90%/yr vs -40.55%/yr for DOT-USD. At a 0.23 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 -24.44% return, which is significantly higher than DOT-USD's -52.38% return.
ICP-USD
- 1D
- 1.04%
- 1M
- -8.50%
- 6M
- -48.70%
- YTD
- -24.44%
- 1Y
- -62.76%
- 3Y*
- -19.26%
- 5Y*
- -41.90%
- 10Y*
- —
DOT-USD
- 1D
- -0.82%
- 1M
- -15.15%
- 6M
- -59.82%
- YTD
- -52.38%
- 1Y
- -80.05%
- 3Y*
- -45.27%
- 5Y*
- -40.55%
- 10Y*
- —
ICP-USD vs. DOT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -24.44% | -71.20% | -25.93% | 237.58% | -83.87% | -63.36% |
DOT-USD Polkadot | -52.38% | -73.03% | -22.95% | 96.80% | -84.73% | 19.21% |
Correlation
The correlation between ICP-USD and DOT-USD is 0.70, 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 | 0.70 |
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 (0.70) than their long-term average of 0.23, 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.
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 | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.79 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.97 | +0.16 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.40 | +0.34 |
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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 -98.50%. 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 | -99.67% | -98.50% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -82.23% | +5.53% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -93.00% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -98.50% | +1.12% |
Current DrawdownCurrent decline from peak | -99.66% | -98.42% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -97.72% | -81.39% | -16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.25% | 55.28% | +12.97% |
Volatility
ICP-USD vs. DOT-USD - Volatility Comparison
The current volatility for Internet Computer (ICP-USD) is 12.49%, while Polkadot (DOT-USD) has a volatility of 13.38%. This indicates that ICP-USD experiences smaller price fluctuations and is considered to be less risky 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 | 12.49% | 13.38% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 59.33% | 54.41% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.38% | 70.32% | +20.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.43% | 71.69% | +14.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.84% | 72.29% | +20.55% |
Frequently Asked Questions
ICP-USD and DOT-USD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.38%) compared to ICP-USD (12.49%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs DOT-USD's -98.50%.
ICP-USD currently has the higher Sharpe Ratio (-0.58 vs -0.95), 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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