XMR-USD vs. DOT-USD
XMR-USD (Monero) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, XMR-USD returned 5.92%/yr vs -46.26%/yr for DOT-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
XMR-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -19.20% return, which is significantly higher than DOT-USD's -43.42% return.
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
DOT-USD
- 1D
- 1.40%
- 1M
- -20.27%
- YTD
- -43.42%
- 6M
- -46.85%
- 1Y
- -73.54%
- 3Y*
- -39.34%
- 5Y*
- -46.26%
- 10Y*
- —
XMR-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and DOT-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.10 |
Over the past year, XMR-USD and DOT-USD have become more correlated (0.31) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
XMR-USD vs. DOT-USD — Risk / Return Rank
XMR-USD
DOT-USD
XMR-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XMR-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.84 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.92 | +1.11 |
| Martin ratioReturn relative to average drawdown | 0.35 | -1.42 | +1.77 |
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Drawdowns
XMR-USD vs. DOT-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum DOT-USD drawdown of -98.30%. Use the drawdown chart below to compare losses from any high point for XMR-USD and DOT-USD.
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Drawdown Indicators
| XMR-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -98.30% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -79.88% | +20.91% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -92.08% | +33.11% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -98.30% | +31.02% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -50.80% | -98.12% | +47.32% |
Average DrawdownAverage peak-to-trough decline | -62.52% | -81.09% | +18.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.75% | 58.89% | -21.14% |
Volatility
XMR-USD vs. DOT-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.71% compared to Polkadot (DOT-USD) at 17.34%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier 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
| XMR-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.71% | 17.34% | +19.37% |
Volatility (6M)Calculated over the trailing 6-month period | 69.75% | 58.12% | +11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 71.46% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.31% | 72.75% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.78% | 72.75% | +15.03% |
Frequently Asked Questions
XMR-USD and DOT-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (36.71%) compared to DOT-USD (17.34%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs DOT-USD's -98.30%.
XMR-USD currently has the higher Sharpe Ratio (0.14 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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