XRP-USD vs. DOT-USD
XRP-USD (XRP) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 3 years, XRP-USD returned 27.95%/yr vs -42.43%/yr for DOT-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
XRP-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -39.58% return, which is significantly higher than DOT-USD's -46.41% return.
XRP-USD
- 1D
- -4.83%
- 1M
- -22.02%
- YTD
- -39.58%
- 6M
- -45.39%
- 1Y
- -46.96%
- 3Y*
- 27.95%
- 5Y*
- 3.29%
- 10Y*
- —
DOT-USD
- 1D
- -7.65%
- 1M
- -27.34%
- YTD
- -46.41%
- 6M
- -54.95%
- 1Y
- -74.90%
- 3Y*
- -42.43%
- 5Y*
- —
- 10Y*
- —
XRP-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and DOT-USD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2021 | 0.18 |
Over the past year, XRP-USD and DOT-USD have become more correlated (0.79) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
XRP-USD vs. DOT-USD — Risk / Return Rank
XRP-USD
DOT-USD
XRP-USD vs. DOT-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (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.
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.83 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.95 | +0.27 |
| Martin ratioReturn relative to average drawdown | -1.10 | -1.49 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -0.87 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | -0.54 | +1.07 |
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 -98.22%. Use the drawdown chart below to compare losses from any high point for XRP-USD and DOT-USD.
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Drawdown Indicators
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -98.22% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -68.72% | -78.97% | +10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -68.72% | -91.72% | +23.00% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | — | — |
Current DrawdownCurrent decline from peak | -68.72% | -98.22% | +29.50% |
Average DrawdownAverage peak-to-trough decline | -71.01% | -80.94% | +9.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.44% | 58.60% | -15.16% |
Volatility
XRP-USD vs. DOT-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 12.72%, while Polkadot (DOT-USD) has a volatility of 16.71%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky 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
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 16.71% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 45.52% | 58.60% | -13.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.10% | 71.61% | -15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.44% | 72.88% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.84% | 72.88% | +38.96% |
Frequently Asked Questions
XRP-USD and DOT-USD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (16.71%) compared to XRP-USD (12.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs DOT-USD's -98.22%.
XRP-USD currently has the higher Sharpe Ratio (-0.70 vs -0.87), 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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