DOT-USD vs. MATIC-USD

In the year-to-date period, DOT-USD achieves a 6.16% return, which is significantly lower than MATIC-USD's 12.67% return.

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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.

The current DOT-USD Sharpe Ratio is 0.10, which is higher than the MATIC-USD Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of DOT-USD and MATIC-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.

The maximum DOT-USD drawdown since its inception was -93.24%, roughly equal to the maximum MATIC-USD drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for DOT-USD and MATIC-USD. For additional features, visit the drawdowns tool.

Polkadot (DOT-USD) and Polygon USD (MATIC-USD) have volatilities of 24.56% and 23.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.