NEAR-USD vs. HBAR-USD
NEAR-USD (NEAR Protocol) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, NEAR-USD returned -9.02%/yr vs -18.71%/yr for HBAR-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
NEAR-USD vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NEAR-USD achieves a 32.03% return, which is significantly higher than HBAR-USD's -23.54% return.
NEAR-USD
- 1D
- -9.24%
- 1M
- 34.07%
- YTD
- 32.03%
- 6M
- 18.61%
- 1Y
- -11.25%
- 3Y*
- 9.15%
- 5Y*
- -9.02%
- 10Y*
- —
HBAR-USD
- 1D
- -3.03%
- 1M
- -11.20%
- YTD
- -23.54%
- 6M
- -39.40%
- 1Y
- -49.10%
- 3Y*
- 17.87%
- 5Y*
- -18.71%
- 10Y*
- —
NEAR-USD vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NEAR-USD NEAR Protocol | 32.03% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | 17.58% |
HBAR-USD HederaHashgraph | -23.54% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -7.93% |
Correlation
The correlation between NEAR-USD and HBAR-USD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.64 |
The correlation between NEAR-USD and HBAR-USD has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
NEAR-USD vs. HBAR-USD — Risk / Return Rank
NEAR-USD
HBAR-USD
NEAR-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-USD) and HederaHashgraph (HBAR-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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.93 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.67 | +0.51 |
| Martin ratioReturn relative to average drawdown | -0.27 | -0.97 | +0.70 |
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 | HBAR-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.62 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.18 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.01 | +0.09 |
Drawdowns
NEAR-USD vs. HBAR-USD - Drawdown Comparison
The maximum NEAR-USD drawdown since its inception was -95.24%, roughly equal to the maximum HBAR-USD drawdown of -92.79%. Use the drawdown chart below to compare losses from any high point for NEAR-USD and HBAR-USD.
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Drawdown Indicators
| NEAR-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.24% | -92.79% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -69.74% | -73.25% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -89.15% | -79.18% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -95.24% | -92.79% | -2.45% |
Current DrawdownCurrent decline from peak | -90.12% | -83.95% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -69.34% | -67.02% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.55% | 50.47% | -2.92% |
Volatility
NEAR-USD vs. HBAR-USD - Volatility Comparison
NEAR Protocol (NEAR-USD) has a higher volatility of 44.37% compared to HederaHashgraph (HBAR-USD) at 17.01%. This indicates that NEAR-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-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 | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.37% | 17.01% | +27.36% |
Volatility (6M)Calculated over the trailing 6-month period | 69.50% | 43.68% | +25.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.68% | 65.49% | +18.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.73% | 85.29% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 102.51% | 105.80% | -3.29% |
Frequently Asked Questions
NEAR-USD and HBAR-USD have a correlation of 0.73, 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 (44.37%) compared to HBAR-USD (17.01%). In terms of maximum drawdown, NEAR-USD dropped -95.24% vs HBAR-USD's -92.79%.
NEAR-USD currently has the higher Sharpe Ratio (-0.11 vs -0.62), 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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