TON-USD vs. DOT-USD
Compare and contrast key facts about Toncoin (TON-USD) and Polkadot (DOT-USD).
Performance
TON-USD vs. DOT-USD - Performance Comparison
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TON-USD vs. DOT-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, TON-USD achieves a -25.76% return, which is significantly higher than DOT-USD's -30.61% return.
TON-USD
- 1D
- -0.34%
- 1M
- -1.74%
- YTD
- -25.76%
- 6M
- -56.76%
- 1Y
- -67.92%
- 3Y*
- -18.09%
- 5Y*
- —
- 10Y*
- —
DOT-USD
- 1D
- -1.20%
- 1M
- -19.17%
- YTD
- -30.61%
- 6M
- -71.23%
- 1Y
- -68.72%
- 3Y*
- -42.26%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
TON-USD vs. DOT-USD — Risk / Return Rank
TON-USD
DOT-USD
TON-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toncoin (TON-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.
| TON-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.04 | -0.78 | -0.26 |
Sortino ratioReturn per unit of downside risk | -1.73 | -1.35 | -0.38 |
Omega ratioGain probability vs. loss probability | 0.81 | 0.88 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -1.12 | +0.01 |
Martin ratioReturn relative to average drawdown | -1.59 | -1.72 | +0.13 |
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
| TON-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.04 | -0.78 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | -0.52 | +0.64 |
Correlation
The correlation between TON-USD and DOT-USD is 0.18, 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
TON-USD vs. DOT-USD - Drawdown Comparison
The maximum TON-USD drawdown since its inception was -85.31%, smaller than the maximum DOT-USD drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for TON-USD and DOT-USD.
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Drawdown Indicators
| TON-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.31% | -97.70% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -66.55% | -76.67% | +10.12% |
Current DrawdownCurrent decline from peak | -84.95% | -97.70% | +12.75% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -80.33% | +29.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.58% | 47.45% | -0.87% |
Volatility
TON-USD vs. DOT-USD - Volatility Comparison
The current volatility for Toncoin (TON-USD) is 13.37%, while Polkadot (DOT-USD) has a volatility of 17.42%. This indicates that TON-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.
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Volatility by Period
| TON-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.37% | 17.42% | -4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 52.92% | 70.49% | -17.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.55% | 73.52% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.54% | 73.57% | +15.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.54% | 73.57% | +15.97% |