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XRP-USD vs. DOT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and DOT-USD is 0.63, 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

XRP-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ripple (XRP-USD) and Polkadot (DOT-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
359.94%
29.98%
XRP-USD
DOT-USD

Key characteristics

Sharpe Ratio

XRP-USD:

6.20

DOT-USD:

0.01

Sortino Ratio

XRP-USD:

4.83

DOT-USD:

0.67

Omega Ratio

XRP-USD:

1.54

DOT-USD:

1.07

Calmar Ratio

XRP-USD:

4.80

DOT-USD:

0.00

Martin Ratio

XRP-USD:

49.89

DOT-USD:

0.03

Ulcer Index

XRP-USD:

11.30%

DOT-USD:

30.26%

Daily Std Dev

XRP-USD:

69.44%

DOT-USD:

71.89%

Max Drawdown

XRP-USD:

-95.87%

DOT-USD:

-93.24%

Current Drawdown

XRP-USD:

-33.42%

DOT-USD:

-86.48%

Returns By Period

In the year-to-date period, XRP-USD achieves a 265.71% return, which is significantly higher than DOT-USD's -10.99% return.


XRP-USD

YTD

265.71%

1M

104.08%

6M

360.16%

1Y

264.30%

5Y*

63.23%

10Y*

N/A

DOT-USD

YTD

-10.99%

1M

27.57%

6M

29.98%

1Y

-12.78%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XRP-USD vs. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-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.


Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at 7.47, compared to the broader market0.001.002.003.004.005.007.470.01
The chart of Sortino ratio for XRP-USD, currently valued at 5.30, compared to the broader market-1.000.001.002.003.004.005.300.67
The chart of Omega ratio for XRP-USD, currently valued at 1.60, compared to the broader market0.901.001.101.201.301.401.501.601.07
The chart of Calmar ratio for XRP-USD, currently valued at 6.67, compared to the broader market1.002.003.004.006.670.00
The chart of Martin ratio for XRP-USD, currently valued at 59.83, compared to the broader market0.0010.0020.0030.0040.0059.830.03
XRP-USD
DOT-USD

The current XRP-USD Sharpe Ratio is 6.20, which is higher than the DOT-USD Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XRP-USD and DOT-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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
7.47
0.01
XRP-USD
DOT-USD

Drawdowns

XRP-USD vs. DOT-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum DOT-USD drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for XRP-USD and DOT-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.13%
-86.48%
XRP-USD
DOT-USD

Volatility

XRP-USD vs. DOT-USD - Volatility Comparison

Ripple (XRP-USD) and Polkadot (DOT-USD) have volatilities of 43.34% and 42.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
43.34%
42.10%
XRP-USD
DOT-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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