PortfoliosLab logoPortfoliosLab logo
MKR-USD vs. NEAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MKR-USD vs. NEAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Maker (MKR-USD) and NEAR Protocol (NEAR-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MKR-USD achieves a 11.68% return, which is significantly lower than NEAR-USD's 36.20% return.


MKR-USD

1D
-4.85%
1M
-11.08%
YTD
11.68%
6M
-3.94%
1Y
-14.20%
3Y*
27.35%
5Y*
-8.28%
10Y*

NEAR-USD

1D
-1.95%
1M
-16.03%
YTD
36.20%
6M
36.74%
1Y
8.37%
3Y*
14.22%
5Y*
-1.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKR-USD vs. NEAR-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MKR-USD
Maker
11.68%-9.60%-12.34%233.05%-78.16%298.17%2.06%
NEAR-USD
NEAR Protocol
36.20%-69.13%34.16%191.37%-91.43%947.53%-17.72%

Correlation

The correlation between MKR-USD and NEAR-USD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2020

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MKR-USD vs. NEAR-USD — Risk / Return Rank

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

MKR-USD
MKR-USD Risk / Return Rank: 7979
Overall Rank
MKR-USD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MKR-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
MKR-USD Omega Ratio Rank: 7979
Omega Ratio Rank
MKR-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
MKR-USD Martin Ratio Rank: 7979
Martin Ratio Rank

NEAR-USD
NEAR-USD Risk / Return Rank: 8989
Overall Rank
NEAR-USD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NEAR-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEAR-USD Omega Ratio Rank: 8888
Omega Ratio Rank
NEAR-USD Calmar Ratio Rank: 9090
Calmar Ratio Rank
NEAR-USD Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MKR-USD vs. NEAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maker (MKR-USD) and NEAR Protocol (NEAR-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.


MKR-USDNEAR-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.26

0.12

-0.38

Martin ratioReturn relative to average drawdown

-0.47

0.20

-0.67

MKR-USD vs. NEAR-USD - Sharpe Ratio Comparison

The current MKR-USD Sharpe Ratio is -0.20, which is lower than the NEAR-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MKR-USD and NEAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MKR-USD vs. NEAR-USD - Drawdown Comparison

The maximum MKR-USD drawdown since its inception was -91.59%, roughly equal to the maximum NEAR-USD drawdown of -95.24%. Use the drawdown chart below to compare losses from any high point for MKR-USD and NEAR-USD.


Loading charts...

Drawdown Indicators


MKR-USDNEAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-95.24%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-57.25%

-69.74%

+12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-77.22%

-89.15%

+11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-87.00%

-95.24%

+8.24%

Current Drawdown

Current decline from peak

-74.94%

-89.81%

+14.87%

Average Drawdown

Average peak-to-trough decline

-66.22%

-70.33%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.05%

47.49%

-31.44%

Volatility

MKR-USD vs. NEAR-USD - Volatility Comparison

The current volatility for Maker (MKR-USD) is 25.24%, while NEAR Protocol (NEAR-USD) has a volatility of 42.28%. This indicates that MKR-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MKR-USDNEAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.24%

42.28%

-17.04%

Volatility (6M)

Calculated over the trailing 6-month period

49.10%

71.44%

-22.34%

Volatility (1Y)

Calculated over the trailing 1-year period

62.78%

84.25%

-21.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.07%

95.36%

-22.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

321.67%

102.89%

+218.78%

Frequently Asked Questions


MKR-USD and NEAR-USD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEAR-USD has higher volatility (42.28%) compared to MKR-USD (25.24%). In terms of maximum drawdown, MKR-USD dropped -91.59% vs NEAR-USD's -95.24%.

NEAR-USD currently has the higher Sharpe Ratio (0.08 vs -0.20), 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.

Portfolio Optimizer

Find the right allocation for MKR-USD and NEAR-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer