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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 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

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.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
7.20%
49.32%
LINK-USD
DOT-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.70

DOT-USD:

-0.04

Sortino Ratio

LINK-USD:

1.67

DOT-USD:

0.61

Omega Ratio

LINK-USD:

1.16

DOT-USD:

1.06

Calmar Ratio

LINK-USD:

0.40

DOT-USD:

0.00

Martin Ratio

LINK-USD:

2.41

DOT-USD:

-0.08

Ulcer Index

LINK-USD:

30.69%

DOT-USD:

38.89%

Daily Std Dev

LINK-USD:

81.18%

DOT-USD:

70.08%

Max Drawdown

LINK-USD:

-90.17%

DOT-USD:

-93.75%

Current Drawdown

LINK-USD:

-71.45%

DOT-USD:

-92.09%

Returns By Period

In the year-to-date period, LINK-USD achieves a -25.63% return, which is significantly higher than DOT-USD's -35.68% return.


LINK-USD

YTD

-25.63%

1M

4.42%

6M

35.47%

1Y

4.37%

5Y*

32.08%

10Y*

N/A

DOT-USD

YTD

-35.68%

1M

-0.29%

6M

3.45%

1Y

-37.23%

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 7777
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7878
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 3535
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 3737
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 0.70, compared to the broader market0.001.002.003.004.00
LINK-USD: 0.70
DOT-USD: -0.04
The chart of Sortino ratio for LINK-USD, currently valued at 1.67, compared to the broader market0.001.002.003.004.00
LINK-USD: 1.67
DOT-USD: 0.61
The chart of Omega ratio for LINK-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
LINK-USD: 1.16
DOT-USD: 1.06
The chart of Calmar ratio for LINK-USD, currently valued at 0.40, compared to the broader market1.002.003.004.00
LINK-USD: 0.40
DOT-USD: 0.00
The chart of Martin ratio for LINK-USD, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.00
LINK-USD: 2.41
DOT-USD: -0.08

The current LINK-USD Sharpe Ratio is 0.70, which is higher than the DOT-USD Sharpe Ratio of -0.04. 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
-0.04
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 -93.75%. 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%NovemberDecember2025FebruaryMarchApril
-71.45%
-92.09%
LINK-USD
DOT-USD

Volatility

LINK-USD vs. DOT-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 28.83% compared to Polkadot (DOT-USD) at 21.82%. This indicates that LINK-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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
28.83%
21.82%
LINK-USD
DOT-USD