THETA-USD vs. DOT-USD
THETA-USD (THETA) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, THETA-USD returned -53.43%/yr vs -46.92%/yr for DOT-USD. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
THETA-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, THETA-USD achieves a -52.13% return, which is significantly higher than DOT-USD's -57.58% return.
THETA-USD
- 1D
- 2.39%
- 1M
- -3.85%
- 6M
- -47.20%
- YTD
- -52.13%
- 1Y
- -84.07%
- 3Y*
- -45.51%
- 5Y*
- -53.43%
- 10Y*
- —
- ALL TIME*
- -2.30%
DOT-USD
- 1D
- -1.30%
- 1M
- -8.34%
- 6M
- -55.07%
- YTD
- -57.58%
- 1Y
- -79.41%
- 3Y*
- -46.89%
- 5Y*
- -46.92%
- 10Y*
- —
- ALL TIME*
- -49.04%
Liquidity Comparison
THETA-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between THETA-USD and DOT-USD is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.20 |
Over the past year, THETA-USD and DOT-USD have become more correlated (0.65) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
THETA-USD vs. DOT-USD — Risk / Return Rank
THETA-USD
DOT-USD
THETA-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THETA (THETA-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.
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.
| THETA-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.79 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.95 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.35 | +0.08 |
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Drawdowns
THETA-USD vs. DOT-USD - Drawdown Comparison
The maximum THETA-USD drawdown since its inception was -99.14%, roughly equal to the maximum DOT-USD drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for THETA-USD and DOT-USD.
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Drawdown Indicators
| THETA-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.14% | -98.59% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -86.55% | -83.28% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -96.44% | -93.44% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -98.66% | -98.59% | -0.07% |
Current DrawdownCurrent decline from peak | -99.12% | -98.59% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -72.01% | -81.52% | +9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.93% | 43.93% | +2.00% |
Volatility
THETA-USD vs. DOT-USD - Volatility Comparison
THETA (THETA-USD) has a higher volatility of 15.93% compared to Polkadot (DOT-USD) at 14.19%. This indicates that THETA-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
| THETA-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.93% | 14.19% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 53.60% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.74% | 69.82% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.67% | 71.28% | +10.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.65% | 72.10% | +31.55% |
Frequently Asked Questions
THETA-USD and DOT-USD have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THETA-USD has higher volatility (15.93%) compared to DOT-USD (14.19%). In terms of maximum drawdown, THETA-USD dropped -99.14% vs DOT-USD's -98.59%.
DOT-USD currently has the higher Sharpe Ratio (-0.95 vs -0.98), 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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