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VET-USD vs. NEAR-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VET-USD and NEAR-USD is 0.35, 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.


Performance

VET-USD vs. NEAR-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
73.02%
171.69%
VET-USD
NEAR-USD

Key characteristics

Sharpe Ratio

VET-USD:

-0.18

NEAR-USD:

-0.61

Sortino Ratio

VET-USD:

1.40

NEAR-USD:

-0.19

Omega Ratio

VET-USD:

1.14

NEAR-USD:

0.98

Calmar Ratio

VET-USD:

0.16

NEAR-USD:

0.00

Martin Ratio

VET-USD:

0.97

NEAR-USD:

-1.05

Ulcer Index

VET-USD:

44.57%

NEAR-USD:

44.51%

Daily Std Dev

VET-USD:

85.03%

NEAR-USD:

82.02%

Max Drawdown

VET-USD:

-99.97%

NEAR-USD:

-95.13%

Current Drawdown

VET-USD:

-99.65%

NEAR-USD:

-86.52%

Returns By Period

In the year-to-date period, VET-USD achieves a -33.59% return, which is significantly higher than NEAR-USD's -44.28% return.


VET-USD

YTD

-33.59%

1M

29.05%

6M

28.10%

1Y

-19.84%

5Y*

47.95%

10Y*

N/A

NEAR-USD

YTD

-44.28%

1M

30.05%

6M

-37.08%

1Y

-63.51%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VET-USD vs. NEAR-USD — Risk-Adjusted Performance Rank

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

VET-USD
The Risk-Adjusted Performance Rank of VET-USD is 6767
Overall Rank
The Sharpe Ratio Rank of VET-USD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VET-USD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VET-USD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VET-USD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VET-USD is 6666
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1313
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 99
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VET-USD vs. NEAR-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeChain (VET-USD) and NEAR Protocol (NEAR-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.


The current VET-USD Sharpe Ratio is -0.18, which is higher than the NEAR-USD Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of VET-USD and NEAR-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.18
-0.61
VET-USD
NEAR-USD

Drawdowns

VET-USD vs. NEAR-USD - Drawdown Comparison

The maximum VET-USD drawdown since its inception was -99.97%, which is greater than NEAR-USD's maximum drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for VET-USD and NEAR-USD. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%December2025FebruaryMarchAprilMay
-88.64%
-86.52%
VET-USD
NEAR-USD

Volatility

VET-USD vs. NEAR-USD - Volatility Comparison

The current volatility for VeChain (VET-USD) is 24.02%, while NEAR Protocol (NEAR-USD) has a volatility of 27.78%. This indicates that VET-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
24.02%
27.78%
VET-USD
NEAR-USD