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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 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

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%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
685.42%
49.23%
XRP-USD
DOT-USD

Key characteristics

Sharpe Ratio

XRP-USD:

5.80

DOT-USD:

-0.01

Sortino Ratio

XRP-USD:

4.43

DOT-USD:

0.66

Omega Ratio

XRP-USD:

1.49

DOT-USD:

1.07

Calmar Ratio

XRP-USD:

5.57

DOT-USD:

0.00

Martin Ratio

XRP-USD:

31.27

DOT-USD:

-0.02

Ulcer Index

XRP-USD:

20.02%

DOT-USD:

38.52%

Daily Std Dev

XRP-USD:

80.82%

DOT-USD:

70.18%

Max Drawdown

XRP-USD:

-95.87%

DOT-USD:

-93.75%

Current Drawdown

XRP-USD:

-34.73%

DOT-USD:

-92.09%

Returns By Period

In the year-to-date period, XRP-USD achieves a 5.98% return, which is significantly higher than DOT-USD's -35.73% return.


XRP-USD

YTD

5.98%

1M

-6.15%

6M

339.22%

1Y

319.50%

5Y*

62.17%

10Y*

N/A

DOT-USD

YTD

-35.73%

1M

-9.15%

6M

6.95%

1Y

-37.86%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. DOT-USD — Risk-Adjusted Performance Rank

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

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 4545
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5252
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.

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.


The chart of Sharpe ratio for XRP-USD, currently valued at 5.80, compared to the broader market0.001.002.003.004.00
XRP-USD: 5.80
DOT-USD: -0.01
The chart of Sortino ratio for XRP-USD, currently valued at 4.43, compared to the broader market0.001.002.003.004.00
XRP-USD: 4.43
DOT-USD: 0.66
The chart of Omega ratio for XRP-USD, currently valued at 1.49, compared to the broader market1.001.101.201.301.40
XRP-USD: 1.49
DOT-USD: 1.07
The chart of Calmar ratio for XRP-USD, currently valued at 6.53, compared to the broader market1.002.003.004.00
XRP-USD: 6.53
DOT-USD: 0.00
The chart of Martin ratio for XRP-USD, currently valued at 31.27, compared to the broader market0.005.0010.0015.0020.00
XRP-USD: 31.27
DOT-USD: -0.02

The current XRP-USD Sharpe Ratio is 5.80, 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 Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
5.80
-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 -93.75%. 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%NovemberDecember2025FebruaryMarchApril
-33.17%
-92.09%
XRP-USD
DOT-USD

Volatility

XRP-USD vs. DOT-USD - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 24.12% compared to Polkadot (DOT-USD) at 21.89%. This indicates that XRP-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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
24.12%
21.89%
XRP-USD
DOT-USD