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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 0.33, 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.

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Key characteristics

Sharpe Ratio

VET-USD:

-0.29

NEAR-USD:

-0.67

Sortino Ratio

VET-USD:

0.89

NEAR-USD:

-0.44

Omega Ratio

VET-USD:

1.09

NEAR-USD:

0.96

Calmar Ratio

VET-USD:

0.00

NEAR-USD:

0.00

Martin Ratio

VET-USD:

0.00

NEAR-USD:

-1.18

Ulcer Index

VET-USD:

48.28%

NEAR-USD:

48.33%

Daily Std Dev

VET-USD:

86.03%

NEAR-USD:

82.82%

Max Drawdown

VET-USD:

-99.97%

NEAR-USD:

-95.12%

Current Drawdown

VET-USD:

-99.71%

NEAR-USD:

-87.90%

Returns By Period

In the year-to-date period, VET-USD achieves a -44.48% return, which is significantly higher than NEAR-USD's -50.13% return.


VET-USD

YTD

-44.48%

1M

-12.03%

6M

-47.94%

1Y

-29.58%

3Y*

-9.97%

5Y*

30.70%

10Y*

N/A

NEAR-USD

YTD

-50.13%

1M

-3.77%

6M

-65.10%

1Y

-66.27%

3Y*

-25.61%

5Y*

N/A

10Y*

N/A

*Annualized

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VeChain

NEAR Protocol

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 4747
Overall Rank
The Sharpe Ratio Rank of VET-USD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VET-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VET-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VET-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of VET-USD is 5757
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1212
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1212
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1313
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 -0.29, which is higher than the NEAR-USD Sharpe Ratio of -0.67. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -95.12%. Use the drawdown chart below to compare losses from any high point for VET-USD and NEAR-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VET-USD vs. NEAR-USD - Volatility Comparison

The current volatility for VeChain (VET-USD) is 26.10%, while NEAR Protocol (NEAR-USD) has a volatility of 33.86%. 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.


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