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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 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
35.72%
-22.38%
VET-USD
NEAR-USD

Key characteristics

Sharpe Ratio

VET-USD:

0.08

NEAR-USD:

-0.63

Sortino Ratio

VET-USD:

0.98

NEAR-USD:

-0.71

Omega Ratio

VET-USD:

1.09

NEAR-USD:

0.94

Calmar Ratio

VET-USD:

0.02

NEAR-USD:

0.00

Martin Ratio

VET-USD:

0.28

NEAR-USD:

-1.97

Ulcer Index

VET-USD:

30.65%

NEAR-USD:

31.32%

Daily Std Dev

VET-USD:

83.83%

NEAR-USD:

94.87%

Max Drawdown

VET-USD:

-99.97%

NEAR-USD:

-95.13%

Current Drawdown

VET-USD:

-99.62%

NEAR-USD:

-84.55%

Returns By Period

In the year-to-date period, VET-USD achieves a -26.66% return, which is significantly higher than NEAR-USD's -36.13% return.


VET-USD

YTD

-26.66%

1M

-30.23%

6M

35.72%

1Y

-29.46%

5Y*

37.53%

10Y*

N/A

NEAR-USD

YTD

-36.13%

1M

-36.99%

6M

-22.38%

1Y

-11.37%

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 6565
Overall Rank
The Sharpe Ratio Rank of VET-USD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VET-USD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VET-USD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VET-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VET-USD is 6464
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1010
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 88
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 55
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.


Sharpe ratio
The chart of Sharpe ratio for VET-USD, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.63
The chart of Sortino ratio for VET-USD, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.005.000.98-0.71
The chart of Omega ratio for VET-USD, currently valued at 1.09, compared to the broader market0.901.001.101.201.301.401.501.090.94
The chart of Calmar ratio for VET-USD, currently valued at 0.02, compared to the broader market1.002.003.004.005.006.000.020.00
The chart of Martin ratio for VET-USD, currently valued at 0.28, compared to the broader market0.0010.0020.0030.0040.0050.000.28-1.97
VET-USD
NEAR-USD

The current VET-USD Sharpe Ratio is 0.08, which is higher than the NEAR-USD Sharpe Ratio of -0.63. 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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.08
-0.63
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%SeptemberOctoberNovemberDecember2025February
-87.46%
-84.55%
VET-USD
NEAR-USD

Volatility

VET-USD vs. NEAR-USD - Volatility Comparison

VeChain (VET-USD) has a higher volatility of 26.15% compared to NEAR Protocol (NEAR-USD) at 24.55%. This indicates that VET-USD's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
26.15%
24.55%
VET-USD
NEAR-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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