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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 0.27, 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.


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.

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Key characteristics

Sharpe Ratio

XRP-USD:

3.65

DOT-USD:

-0.27

Sortino Ratio

XRP-USD:

4.68

DOT-USD:

1.16

Omega Ratio

XRP-USD:

1.52

DOT-USD:

1.12

Calmar Ratio

XRP-USD:

6.84

DOT-USD:

0.11

Martin Ratio

XRP-USD:

34.44

DOT-USD:

0.78

Ulcer Index

XRP-USD:

21.71%

DOT-USD:

41.54%

Daily Std Dev

XRP-USD:

81.58%

DOT-USD:

71.48%

Max Drawdown

XRP-USD:

-95.87%

DOT-USD:

-93.74%

Current Drawdown

XRP-USD:

-29.53%

DOT-USD:

-90.75%

Returns By Period

In the year-to-date period, XRP-USD achieves a 14.43% return, which is significantly higher than DOT-USD's -24.86% return.


XRP-USD

YTD

14.43%

1M

14.26%

6M

166.83%

1Y

361.58%

5Y*

63.94%

10Y*

80.38%

DOT-USD

YTD

-24.86%

1M

41.50%

6M

4.54%

1Y

-28.41%

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 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 4848
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5353
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 current XRP-USD Sharpe Ratio is 3.65, which is higher than the DOT-USD Sharpe Ratio of -0.27. 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.


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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 -93.74%. 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.


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Volatility

XRP-USD vs. DOT-USD - Volatility Comparison

The current volatility for Ripple (XRP-USD) is 17.52%, while Polkadot (DOT-USD) has a volatility of 22.28%. 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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