DOT-USD vs. MATIC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Polkadot (DOT-USD) and Polygon USD (MATIC-USD).

Performance

DOT-USD vs. MATIC-USD - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
DOT-USD Polkadot	-30.61%	-73.03%	-22.95%	96.80%	-84.73%	24.18%
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	54.93%

Returns By Period

DOT-USD

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

MATIC-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

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

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Polygon USD (MATIC-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.

	DOT-USD	MATIC-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.78	—	—
Sortino ratio Return per unit of downside risk	-1.35	—	—
Omega ratio Gain probability vs. loss probability	0.88	—	—
Calmar ratio Return relative to maximum drawdown	-1.12	—	—
Martin ratio Return relative to average drawdown	-1.72	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DOT-USD	MATIC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.52	—	—

Correlation

The correlation between DOT-USD and MATIC-USD is 0.05, 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

Drawdown Indicators

	DOT-USD	MATIC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.70%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-76.67%	—	—
Current Drawdown Current decline from peak	-97.70%	—	—
Average Drawdown Average peak-to-trough decline	-80.33%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	47.45%	—	—

Volatility

Volatility by Period

	DOT-USD	MATIC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	70.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	73.52%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.57%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.57%	—	—