NEAR-USD vs. DOT-USD
NEAR-USD (NEAR Protocol) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, NEAR-USD returned 14.33%/yr vs -40.48%/yr for DOT-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
NEAR-USD vs. DOT-USD - Performance Comparison
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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*
- —
NEAR-USD vs. DOT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
NEAR-USD
DOT-USD
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-USD | DOT-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEAR-USD | DOT-USD | Difference | |
|---|---|---|---|
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-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -89.74% | -98.23% | +8.49% |
Average DrawdownAverage peak-to-trough decline | -69.37% | -80.97% | +11.60% |
Ulcer IndexDepth 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-USD | DOT-USD | Difference | |
|---|---|---|---|
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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