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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.

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Returns By Period

In the year-to-date period, MKR-USD achieves a 3.42% return, which is significantly lower than NEAR-USD's 28.59% return.


MKR-USD

1D
-0.00%
1M
-2.24%
6M
-0.82%
YTD
3.42%
1Y
-25.78%
3Y*
17.10%
5Y*
-11.16%
10Y*

NEAR-USD

1D
2.97%
1M
-8.65%
6M
16.21%
YTD
28.59%
1Y
-23.29%
3Y*
9.03%
5Y*
-0.52%
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
3.42%-9.60%-12.34%233.05%-78.16%298.17%2.06%
NEAR-USD
NEAR Protocol
28.59%-69.13%34.16%191.37%-91.43%947.53%-17.72%

Correlation

The correlation between MKR-USD and NEAR-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.44

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

0.48

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

0.48

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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: 8181
Sortino Ratio Rank
MKR-USD Omega Ratio Rank: 8181
Omega Ratio Rank
MKR-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
MKR-USD Martin Ratio Rank: 7878
Martin Ratio Rank

NEAR-USD
NEAR-USD Risk / Return Rank: 8585
Overall Rank
NEAR-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NEAR-USD Sortino Ratio Rank: 8686
Sortino Ratio Rank
NEAR-USD Omega Ratio Rank: 8585
Omega Ratio Rank
NEAR-USD Calmar Ratio Rank: 8585
Calmar Ratio Rank
NEAR-USD Martin Ratio Rank: 8585
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

-0.13

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.33

-0.13

Martin ratioReturn relative to average drawdown

-0.81

-0.54

-0.27

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

The current MKR-USD Sharpe Ratio is -0.36, which is lower than the NEAR-USD Sharpe Ratio of -0.23. 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.


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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.


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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

-76.79%

-90.38%

+13.59%

Average Drawdown

Average peak-to-trough decline

-66.30%

-70.53%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.43%

48.59%

-35.16%

Volatility

MKR-USD vs. NEAR-USD - Volatility Comparison

Maker (MKR-USD) has a higher volatility of 23.48% compared to NEAR Protocol (NEAR-USD) at 20.28%. This indicates that MKR-USD's price experiences larger fluctuations and is considered to be riskier than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKR-USDNEAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.48%

20.28%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

50.32%

71.87%

-21.55%

Volatility (1Y)

Calculated over the trailing 1-year period

62.26%

83.29%

-21.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.86%

95.18%

-22.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

320.65%

102.52%

+218.13%

Frequently Asked Questions


MKR-USD and NEAR-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKR-USD has higher volatility (23.48%) compared to NEAR-USD (20.28%). In terms of maximum drawdown, MKR-USD dropped -91.59% vs NEAR-USD's -95.24%.

NEAR-USD currently has the higher Sharpe Ratio (-0.23 vs -0.36), 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

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

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