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DOT-USD vs. MATIC-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-29.43%-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
0.72%
1M
-16.43%
YTD
-29.43%
6M
-69.45%
1Y
-69.77%
3Y*
-41.87%
5Y*
10Y*

MATIC-USD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 2020
Overall Rank
DOT-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1616
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 1919
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 2424
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 2323
Martin Ratio Rank

MATIC-USD
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-USDMATIC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.79

Sortino ratio

Return per unit of downside risk

-1.40

Omega ratio

Gain probability vs. loss probability

0.87

Calmar ratio

Return relative to maximum drawdown

-1.13

Martin ratio

Return relative to average drawdown

-1.74

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


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Sharpe Ratios by Period


DOT-USDMATIC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

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

DOT-USD vs. MATIC-USD - Drawdown Comparison


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Drawdown Indicators


DOT-USDMATIC-USDDifference

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

-97.66%

Average Drawdown

Average peak-to-trough decline

-80.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.23%

Volatility

DOT-USD vs. MATIC-USD - Volatility Comparison


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Volatility by Period


DOT-USDMATIC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.60%

Volatility (6M)

Calculated over the trailing 6-month period

70.68%

Volatility (1Y)

Calculated over the trailing 1-year period

73.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.59%