Ethereum measured against Polkadot over three years of daily closes: returns, risk, drawdowns and risk-adjusted ratios. Change the assets, benchmark or period in the bar above the report.
Snapshot as of
1,095 common daily closes, Nov 9, 2023 to Nov 7, 2026. Risk-free rate 4.0% (3-month US T-bill), 365-day annualization.
ETH has the highest risk-adjusted score. It leads DOT by 22.0 points.
| ETH | 28.6 | Risk High |
| DOTBenchmark | 6.6 | Risk High |
| 2026 (to Nov 7) | −24.65% | −49.57% |
| 2025 | −11.63% | −72.96% |
| 2024 | +46.51% | −19.92% |
| 2023 (from Nov 9) | +21.43% | +65.86% |
| ETH | +18.46% | +5.82% | +21.55% | −14.91% |
| DOTBenchmark | −81.89% | −43.48% | +33.24% | −26.80% |
| DOTBenchmark | −93.49% | Mar 15, 2024 | Aug 19, 2026 | Not yet | 967d |
| ETH | −67.50% | Aug 23, 2025 | Jun 26, 2026 | Not yet | 441d |
| ETH | −63.81% | Mar 12, 2024 | Apr 9, 2025 | Aug 10, 2025 | 516d |
| DOTBenchmark | −31.28% | Dec 26, 2023 | Jan 23, 2024 | Mar 3, 2024 | 68d |
| ETH | −15.34% | Jan 12, 2024 | Jan 26, 2024 | Feb 13, 2024 | 32d |
| DOTBenchmark | −14.73% | Nov 13, 2023 | Nov 22, 2023 | Dec 6, 2023 | 23d |
| 2026 | −24.65% | −8.9% | −28.6% | +4.8% | +11.3% | −10.3% | −20.4% | +19.1% | +26.0% | +10.8% | −16.2% | −0.3% | — |
| 2025 | −11.63% | −3.4% | −29.0% | −21.6% | −0.4% | +40.5% | −1.0% | +52.2% | +14.9% | −3.6% | −9.8% | −21.4% | −0.7% |
| 2024 | +46.51% | +2.3% | +44.1% | +3.8% | −8.3% | +16.6% | −10.0% | −2.8% | −23.0% | +5.3% | 0.0% | +35.4% | −6.6% |
| 2023 | +21.43% | — | — | — | — | — | — | — | — | — | — | +7.5% | +13.0% |
Sharpe and Sortino measure excess return over the risk-free rate (“vs cash”); Information ratio and Treynor are the benchmark-relative measures. Sortino downside deviation uses the full sample as its denominator. VaR is 95% parametric (normal). Data: CoinGecko (crypto), Financial Modeling Prep and Yahoo Finance (stocks, indices, commodities). Past performance does not indicate future results.