XTZ-USD vs. DOT-USD
XTZ-USD (Tezos) and DOT-USD (Polkadot) are both cryptocurrencies. Over the past 5 years, XTZ-USD returned -42.35%/yr vs -46.20%/yr for DOT-USD. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
XTZ-USD vs. DOT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XTZ-USD achieves a -59.66% return, which is significantly lower than DOT-USD's -56.02% return.
XTZ-USD
- 1D
- -0.94%
- 1M
- -7.04%
- 6M
- -57.32%
- YTD
- -59.66%
- 1Y
- -73.60%
- 3Y*
- -37.97%
- 5Y*
- -42.35%
- 10Y*
- —
- ALL TIME*
- -8.58%
DOT-USD
- 1D
- 3.69%
- 1M
- -6.43%
- 6M
- -49.16%
- YTD
- -56.02%
- 1Y
- -77.83%
- 3Y*
- -45.96%
- 5Y*
- -46.20%
- 10Y*
- —
- ALL TIME*
- -48.66%
Liquidity Comparison
XTZ-USD vs. DOT-USD - Yearly Performance Comparison
Correlation
The correlation between XTZ-USD and DOT-USD is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.21 |
Over the past year, XTZ-USD and DOT-USD have become more correlated (0.74) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
XTZ-USD vs. DOT-USD — Risk / Return Rank
XTZ-USD
DOT-USD
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.
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.
| XTZ-USD | DOT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.81 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.93 | -0.01 |
| Martin ratioReturn relative to average drawdown | -1.43 | -1.32 | -0.11 |
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Drawdowns
XTZ-USD vs. DOT-USD - Drawdown Comparison
The maximum XTZ-USD drawdown since its inception was -98.12%, roughly equal to the maximum DOT-USD drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and DOT-USD.
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Drawdown Indicators
| XTZ-USD | DOT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.12% | -98.59% | +0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -78.00% | -83.28% | +5.28% |
Max Drawdown (3Y)Largest decline over 3 years | -88.88% | -93.44% | +4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -97.71% | -98.59% | +0.88% |
Current DrawdownCurrent decline from peak | -98.12% | -98.54% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -79.66% | -81.53% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.68% | 44.13% | -2.45% |
Volatility
XTZ-USD vs. DOT-USD - Volatility Comparison
Tezos (XTZ-USD) has a higher volatility of 20.99% compared to Polkadot (DOT-USD) at 14.62%. This indicates that XTZ-USD's price experiences larger fluctuations and is considered to be riskier 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
| XTZ-USD | DOT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.99% | 14.62% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 47.24% | 53.10% | -5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.82% | 69.85% | -11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.90% | 71.29% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.33% | 72.10% | +33.23% |
Frequently Asked Questions
XTZ-USD and DOT-USD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XTZ-USD has higher volatility (20.99%) compared to DOT-USD (14.62%). In terms of maximum drawdown, XTZ-USD dropped -98.12% vs DOT-USD's -98.59%.
DOT-USD currently has the higher Sharpe Ratio (-0.93 vs -1.04), 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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