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

Correlation

The correlation between LINK-USD and DOT-USD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

LINK-USD vs. DOT-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
39.84%
9.02%
LINK-USD
DOT-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.14

DOT-USD:

-0.30

Sortino Ratio

LINK-USD:

0.99

DOT-USD:

0.13

Omega Ratio

LINK-USD:

1.09

DOT-USD:

1.01

Calmar Ratio

LINK-USD:

0.04

DOT-USD:

0.00

Martin Ratio

LINK-USD:

0.63

DOT-USD:

-0.86

Ulcer Index

LINK-USD:

22.32%

DOT-USD:

31.87%

Daily Std Dev

LINK-USD:

77.38%

DOT-USD:

72.45%

Max Drawdown

LINK-USD:

-90.17%

DOT-USD:

-93.24%

Current Drawdown

LINK-USD:

-70.64%

DOT-USD:

-91.41%

Returns By Period

In the year-to-date period, LINK-USD achieves a -23.53% return, which is significantly higher than DOT-USD's -30.16% return.


LINK-USD

YTD

-23.53%

1M

-38.61%

6M

36.92%

1Y

-19.99%

5Y*

31.28%

10Y*

N/A

DOT-USD

YTD

-30.16%

1M

-25.07%

6M

5.78%

1Y

-42.82%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7171
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7171
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 4141
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5151
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.

LINK-USD vs. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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 chart of Sharpe ratio for LINK-USD, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.000.14-0.30
The chart of Sortino ratio for LINK-USD, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.990.13
The chart of Omega ratio for LINK-USD, currently valued at 1.09, compared to the broader market0.901.001.101.201.301.401.501.091.01
The chart of Calmar ratio for LINK-USD, currently valued at 0.04, compared to the broader market1.002.003.004.005.000.040.00
The chart of Martin ratio for LINK-USD, currently valued at 0.63, compared to the broader market0.0010.0020.0030.0040.000.63-0.86
LINK-USD
DOT-USD

The current LINK-USD Sharpe Ratio is 0.14, which is higher than the DOT-USD Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of LINK-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.14
-0.30
LINK-USD
DOT-USD

Drawdowns

LINK-USD vs. DOT-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, roughly equal to the maximum DOT-USD drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for LINK-USD and DOT-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-70.64%
-91.41%
LINK-USD
DOT-USD

Volatility

LINK-USD vs. DOT-USD - Volatility Comparison

ChainLink (LINK-USD) and Polkadot (DOT-USD) have volatilities of 27.06% and 26.88%, 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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
27.06%
26.88%
LINK-USD
DOT-USD