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NEAR-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NEAR-USD and BTC-USD is 0.36, 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: 0.4

Performance

NEAR-USD vs. BTC-USD - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
152.58%
383.82%
NEAR-USD
BTC-USD

Key characteristics

Sharpe Ratio

NEAR-USD:

-0.50

BTC-USD:

2.03

Sortino Ratio

NEAR-USD:

-0.26

BTC-USD:

2.63

Omega Ratio

NEAR-USD:

0.98

BTC-USD:

1.27

Calmar Ratio

NEAR-USD:

0.00

BTC-USD:

1.83

Martin Ratio

NEAR-USD:

-1.16

BTC-USD:

9.11

Ulcer Index

NEAR-USD:

41.89%

BTC-USD:

11.34%

Daily Std Dev

NEAR-USD:

81.65%

BTC-USD:

42.81%

Max Drawdown

NEAR-USD:

-95.13%

BTC-USD:

-93.07%

Current Drawdown

NEAR-USD:

-87.47%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, NEAR-USD achieves a -48.20% return, which is significantly lower than BTC-USD's 0.55% return.


NEAR-USD

YTD

-48.20%

1M

-14.94%

6M

-39.09%

1Y

-64.43%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*Annualized

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Risk-Adjusted Performance

NEAR-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1111
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 99
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1414
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
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.

NEAR-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-USD) and Bitcoin (BTC-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 NEAR-USD, currently valued at -0.50, compared to the broader market0.001.002.003.004.00
NEAR-USD: -0.50
BTC-USD: 2.03
The chart of Sortino ratio for NEAR-USD, currently valued at -0.26, compared to the broader market0.001.002.003.004.00
NEAR-USD: -0.26
BTC-USD: 2.63
The chart of Omega ratio for NEAR-USD, currently valued at 0.98, compared to the broader market1.001.101.201.301.40
NEAR-USD: 0.98
BTC-USD: 1.27
The chart of Calmar ratio for NEAR-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
NEAR-USD: 0.00
BTC-USD: 1.83
The chart of Martin ratio for NEAR-USD, currently valued at -1.16, compared to the broader market0.005.0010.0015.0020.00
NEAR-USD: -1.16
BTC-USD: 9.11

The current NEAR-USD Sharpe Ratio is -0.50, which is lower than the BTC-USD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of NEAR-USD and BTC-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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.50
2.03
NEAR-USD
BTC-USD

Drawdowns

NEAR-USD vs. BTC-USD - Drawdown Comparison

The maximum NEAR-USD drawdown since its inception was -95.13%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for NEAR-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-87.47%
-11.50%
NEAR-USD
BTC-USD

Volatility

NEAR-USD vs. BTC-USD - Volatility Comparison

NEAR Protocol (NEAR-USD) has a higher volatility of 29.85% compared to Bitcoin (BTC-USD) at 16.26%. This indicates that NEAR-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
29.85%
16.26%
NEAR-USD
BTC-USD