THETA-USD vs. DOT-USD

Last updated Apr 2, 2026

Compare and contrast key facts about THETA (THETA-USD) and Polkadot (DOT-USD).

Performance

THETA-USD vs. DOT-USD - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
THETA-USD THETA	-43.84%	-88.09%	76.54%	71.81%	-84.48%	-48.46%
DOT-USD Polkadot	-29.43%	-73.03%	-22.95%	96.80%	-84.73%	24.18%

Returns By Period

In the year-to-date period, THETA-USD achieves a -43.84% return, which is significantly lower than DOT-USD's -29.43% return.

THETA-USD

• 1D: -0.82%
• 1M: -23.09%
• YTD: -43.84%
• 6M: -79.68%
• 1Y: -82.28%
• 3Y*: -47.73%
• 5Y*: -58.32%
• 10Y*: —

DOT-USD

• 1D: 0.72%
• 1M: -16.43%
• YTD: -29.43%
• 6M: -69.45%
• 1Y: -69.77%
• 3Y*: -41.87%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

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

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

THETA-USD

THETA-USD Risk / Return Rank: 19
THETA-USD Sharpe Ratio Rank: 11
THETA-USD Sortino Ratio Rank: 7
THETA-USD Omega Ratio Rank: 8
THETA-USD Calmar Ratio Rank: 30
THETA-USD Martin Ratio Rank: 40

DOT-USD

DOT-USD Risk / Return Rank: 20
DOT-USD Sharpe Ratio Rank: 20
DOT-USD Sortino Ratio Rank: 16
DOT-USD Omega Ratio Rank: 19
DOT-USD Calmar Ratio Rank: 24
DOT-USD Martin Ratio Rank: 23

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.

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.

	THETA-USD	DOT-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.88	-0.79	-0.09
Sortino ratio Return per unit of downside risk	-1.82	-1.40	-0.42
Omega ratio Gain probability vs. loss probability	0.81	0.87	-0.06
Calmar ratio Return relative to maximum drawdown	-1.10	-1.13	+0.03
Martin ratio Return relative to average drawdown	-1.62	-1.74	+0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current THETA-USD Sharpe Ratio is -0.88, which is comparable to the DOT-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of THETA-USD and DOT-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.

Sharpe Ratios by Period

	THETA-USD	DOT-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	-0.79	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	-0.51	+0.49

Correlation

The correlation between THETA-USD and DOT-USD is 0.19, 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.

Drawdowns

THETA-USD vs. DOT-USD - Drawdown Comparison

The maximum THETA-USD drawdown since its inception was -98.96%, roughly equal to the maximum DOT-USD drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for THETA-USD and DOT-USD.

Drawdown Indicators

	THETA-USD	DOT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-98.96%	-97.70%	-1.26%
Max Drawdown (1Y) Largest decline over 1 year	-85.94%	-76.67%	-9.27%
Max Drawdown (5Y) Largest decline over 5 years	-98.96%	—	—
Current Drawdown Current decline from peak	-98.96%	-97.66%	-1.30%
Average Drawdown Average peak-to-trough decline	-70.95%	-80.32%	+9.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.03%	47.23%	+9.80%

Volatility

THETA-USD vs. DOT-USD - Volatility Comparison

The current volatility for THETA (THETA-USD) is 14.41%, while Polkadot (DOT-USD) has a volatility of 17.60%. This indicates that THETA-USD experiences smaller price fluctuations and is considered to be less risky than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	THETA-USD	DOT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.41%	17.60%	-3.19%
Volatility (6M) Calculated over the trailing 6-month period	73.88%	70.68%	+3.20%
Volatility (1Y) Calculated over the trailing 1-year period	77.92%	73.59%	+4.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.19%	73.59%	+13.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	104.95%	73.59%	+31.36%