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NEAR-USD vs. DOT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NEAR-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEAR Protocol (NEAR-USD) and Polkadot (DOT-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, NEAR-USD achieves a 37.19% return, which is significantly higher than DOT-USD's -46.67% return.


NEAR-USD

1D
0.68%
1M
32.21%
YTD
37.19%
6M
18.80%
1Y
-14.37%
3Y*
14.33%
5Y*
-8.45%
10Y*

DOT-USD

1D
-2.06%
1M
-29.20%
YTD
-46.67%
6M
-55.26%
1Y
-76.33%
3Y*
-40.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
NEAR-USD
NEAR Protocol
37.19%-69.13%34.16%191.37%-91.43%361.22%
DOT-USD
Polkadot
-46.67%-73.03%-22.95%96.80%-84.73%19.21%

Correlation

The correlation between NEAR-USD and DOT-USD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.23

Over the past year, NEAR-USD and DOT-USD have become more correlated (0.84) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

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

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

NEAR-USD
NEAR-USD Risk / Return Rank: 8585
Overall Rank
NEAR-USD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEAR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
NEAR-USD Omega Ratio Rank: 8585
Omega Ratio Rank
NEAR-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEAR-USD Martin Ratio Rank: 8585
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 1414
Overall Rank
DOT-USD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1414
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2020
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 88
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-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.


NEAR-USDDOT-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.05

0.83

+0.23

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.96

+0.76

Martin ratioReturn relative to average drawdown

-0.35

-1.50

+1.16

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

The current NEAR-USD Sharpe Ratio is -0.14, which is higher than the DOT-USD Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of NEAR-USD and DOT-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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Sharpe Ratios by Period


NEAR-USDDOT-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.89

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.54

+0.62

Drawdowns

NEAR-USD vs. DOT-USD - Drawdown Comparison

The maximum NEAR-USD drawdown since its inception was -95.24%, roughly equal to the maximum DOT-USD drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for NEAR-USD and DOT-USD.


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Drawdown Indicators


NEAR-USDDOT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.24%

-98.25%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-69.74%

-79.31%

+9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-89.15%

-91.85%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-95.24%

Current Drawdown

Current decline from peak

-89.74%

-98.23%

+8.49%

Average Drawdown

Average peak-to-trough decline

-69.37%

-80.97%

+11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.71%

59.22%

-11.51%

Volatility

NEAR-USD vs. DOT-USD - Volatility Comparison

NEAR Protocol (NEAR-USD) has a higher volatility of 45.48% compared to Polkadot (DOT-USD) at 16.83%. This indicates that NEAR-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.


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Volatility by Period


NEAR-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.48%

16.83%

+28.65%

Volatility (6M)

Calculated over the trailing 6-month period

70.64%

58.88%

+11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

84.01%

71.59%

+12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.79%

72.85%

+22.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.53%

72.85%

+29.68%

Frequently Asked Questions


NEAR-USD and DOT-USD have a correlation of 0.84, 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 (45.48%) compared to DOT-USD (16.83%). In terms of maximum drawdown, NEAR-USD dropped -95.24% vs DOT-USD's -98.25%.

NEAR-USD currently has the higher Sharpe Ratio (-0.14 vs -0.89), 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.

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