XRP-USD vs. DOT-USD
XRP-USD (XRP) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 13.09%/yr vs -40.55%/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 -40.85% return, which is significantly higher than DOT-USD's -52.38% return.
XRP-USD
- 1D
- 0.13%
- 1M
- -8.27%
- 6M
- -47.37%
- YTD
- -40.85%
- 1Y
- -68.79%
- 3Y*
- 11.78%
- 5Y*
- 13.09%
- 10Y*
- —
DOT-USD
- 1D
- -0.82%
- 1M
- -15.15%
- 6M
- -59.82%
- YTD
- -52.38%
- 1Y
- -80.05%
- 3Y*
- -45.27%
- 5Y*
- -40.55%
- 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 | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.19 |
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.
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.
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.79 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.97 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.41 | -1.40 | -0.01 |
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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 -98.50%. 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% | -98.50% | +2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -70.77% | -82.23% | +11.46% |
Max Drawdown (3Y)Largest decline over 3 years | -70.77% | -93.00% | +22.23% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -98.50% | +20.67% |
Current DrawdownCurrent decline from peak | -69.38% | -98.42% | +29.04% |
Average DrawdownAverage peak-to-trough decline | -70.96% | -81.39% | +10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.81% | 55.28% | -14.47% |
Volatility
XRP-USD vs. DOT-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 11.15%, while Polkadot (DOT-USD) has a volatility of 13.38%. 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 | 11.15% | 13.38% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 43.80% | 54.41% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.23% | 70.32% | -15.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.26% | 71.69% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.28% | 72.29% | +38.99% |
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 (13.38%) compared to XRP-USD (11.15%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs DOT-USD's -98.50%.
DOT-USD currently has the higher Sharpe Ratio (-0.95 vs -1.06), 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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