XTZ-USD vs. DOT-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Tezos (XTZ-USD) and Polkadot (DOT-USD).

Performance

XTZ-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tezos (XTZ-USD) and Polkadot (DOT-USD). The values are adjusted to include any dividend payments, if applicable.

XTZ-USD vs. DOT-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XTZ-USD Tezos	-30.73%	-61.50%	27.16%	40.92%	-83.50%	32.66%
DOT-USD Polkadot	-30.61%	-73.03%	-22.95%	96.80%	-84.73%	24.18%

Returns By Period

The year-to-date returns for both investments are quite close, with XTZ-USD having a -30.73% return and DOT-USD slightly higher at -30.61%.

XTZ-USD

• 1D: -2.67%
• 1M: -9.09%
• YTD: -30.73%
• 6M: -51.87%
• 1Y: -46.28%
• 3Y*: -32.57%
• 5Y*: -40.96%
• 10Y*: —

DOT-USD

• 1D: -1.20%
• 1M: -19.17%
• YTD: -30.61%
• 6M: -71.23%
• 1Y: -68.72%
• 3Y*: -42.26%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XTZ-USD vs. DOT-USD — Risk / Return Rank

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

XTZ-USD

XTZ-USD Risk / Return Rank: 31
XTZ-USD Sharpe Ratio Rank: 50
XTZ-USD Sortino Ratio Rank: 47
XTZ-USD Omega Ratio Rank: 47
XTZ-USD Calmar Ratio Rank: 2
XTZ-USD Martin Ratio Rank: 7

DOT-USD

DOT-USD Risk / Return Rank: 23
DOT-USD Sharpe Ratio Rank: 22
DOT-USD Sortino Ratio Rank: 20
DOT-USD Omega Ratio Rank: 24
DOT-USD Calmar Ratio Rank: 23
DOT-USD Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XTZ-USD vs. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-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.

	XTZ-USD	DOT-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.53	-0.78	+0.25
Sortino ratio Return per unit of downside risk	-0.48	-1.35	+0.86
Omega ratio Gain probability vs. loss probability	0.95	0.88	+0.08
Calmar ratio Return relative to maximum drawdown	-1.19	-1.12	-0.07
Martin ratio Return relative to average drawdown	-1.84	-1.72	-0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XTZ-USD vs. DOT-USD - Sharpe Ratio Comparison

The current XTZ-USD Sharpe Ratio is -0.53, which is higher than the DOT-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of XTZ-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.

Sharpe Ratios by Period

	XTZ-USD	DOT-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	-0.78	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	-0.52	+0.44

Correlation

The correlation between XTZ-USD and DOT-USD is 0.19, 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

XTZ-USD vs. DOT-USD - Drawdown Comparison

The maximum XTZ-USD drawdown since its inception was -96.79%, roughly equal to the maximum DOT-USD drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and DOT-USD.

Drawdown Indicators

	XTZ-USD	DOT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-96.79%	-97.70%	+0.91%
Max Drawdown (1Y) Largest decline over 1 year	-68.30%	-76.67%	+8.37%
Max Drawdown (5Y) Largest decline over 5 years	-96.09%	—	—
Current Drawdown Current decline from peak	-96.77%	-97.70%	+0.93%
Average Drawdown Average peak-to-trough decline	-79.02%	-80.33%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.30%	47.45%	-7.15%

Volatility

XTZ-USD vs. DOT-USD - Volatility Comparison

The current volatility for Tezos (XTZ-USD) is 13.85%, while Polkadot (DOT-USD) has a volatility of 17.42%. This indicates that XTZ-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.

Volatility by Period

	XTZ-USD	DOT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.85%	17.42%	-3.57%
Volatility (6M) Calculated over the trailing 6-month period	54.87%	70.49%	-15.62%
Volatility (1Y) Calculated over the trailing 1-year period	73.04%	73.52%	-0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.12%	73.57%	+9.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.88%	73.57%	+30.31%