XRP-USD vs. DOT-USD
Compare and contrast key facts about Ripple (XRP-USD) and Polkadot (DOT-USD).
Performance
XRP-USD vs. DOT-USD - Performance Comparison
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XRP-USD vs. DOT-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, XRP-USD achieves a -28.48% return, which is significantly higher than DOT-USD's -30.61% return.
XRP-USD
- 1D
- -2.42%
- 1M
- -3.34%
- YTD
- -28.48%
- 6M
- -56.73%
- 1Y
- -35.00%
- 3Y*
- 38.33%
- 5Y*
- 17.35%
- 10Y*
- —
DOT-USD
- 1D
- -1.20%
- 1M
- -19.17%
- YTD
- -30.61%
- 6M
- -71.23%
- 1Y
- -68.72%
- 3Y*
- -42.26%
- 5Y*
- —
- 10Y*
- —
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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 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.
| XRP-USD | DOT-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | -0.78 | +0.29 |
Sortino ratioReturn per unit of downside risk | -0.36 | -1.35 | +0.98 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.88 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -1.13 | -1.12 | -0.01 |
Martin ratioReturn relative to average drawdown | -1.90 | -1.72 | -0.18 |
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 | -0.49 | -0.78 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | -0.52 | +1.08 |
Correlation
The correlation between XRP-USD and DOT-USD is 0.16, 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.
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 -97.70%. 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% | -97.70% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -65.87% | -76.67% | +10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | — | — |
Current DrawdownCurrent decline from peak | -62.97% | -97.70% | +34.73% |
Average DrawdownAverage peak-to-trough decline | -71.20% | -80.33% | +9.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.80% | 47.45% | -9.65% |
Volatility
XRP-USD vs. DOT-USD - Volatility Comparison
The current volatility for Ripple (XRP-USD) is 13.05%, while Polkadot (DOT-USD) has a volatility of 17.42%. 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 | 13.05% | 17.42% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 53.60% | 70.49% | -16.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.67% | 73.52% | -13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.32% | 73.57% | +7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.80% | 73.57% | +39.23% |