LINK-USD vs. DOT-USD
Compare and contrast key facts about ChainLink (LINK-USD) and Polkadot (DOT-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LINK-USD or DOT-USD.
Performance
LINK-USD vs. DOT-USD - Performance Comparison
Returns By Period
In the year-to-date period, LINK-USD achieves a 10.61% return, which is significantly higher than DOT-USD's -18.69% return.
LINK-USD
10.61%
46.99%
-4.15%
14.79%
49.11%
N/A
DOT-USD
-18.69%
58.84%
-8.03%
29.78%
N/A
N/A
Key characteristics
| LINK-USD | DOT-USD | |
|---|---|---|
| Sharpe Ratio | -0.27 | -0.66 |
| Sortino Ratio | 0.14 | -0.77 |
| Omega Ratio | 1.01 | 0.93 |
| Calmar Ratio | 0.04 | 0.01 |
| Martin Ratio | -0.64 | -1.14 |
| Ulcer Index | 34.45% | 44.56% |
| Daily Std Dev | 65.69% | 65.87% |
| Max Drawdown | -90.17% | -93.24% |
| Current Drawdown | -68.27% | -87.65% |
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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.
Risk-Adjusted Performance
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.
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.
Volatility
LINK-USD vs. DOT-USD - Volatility Comparison
The current volatility for ChainLink (LINK-USD) is 29.37%, while Polkadot (DOT-USD) has a volatility of 31.40%. This indicates that LINK-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.