PortfoliosLab logo
LINK-USD vs. MATIC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LINK-USD and MATIC-USD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LINK-USD vs. MATIC-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
39.83%
-35.90%
LINK-USD
MATIC-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.14

MATIC-USD:

-0.74

Sortino Ratio

LINK-USD:

0.99

MATIC-USD:

-1.09

Omega Ratio

LINK-USD:

1.09

MATIC-USD:

0.90

Calmar Ratio

LINK-USD:

0.04

MATIC-USD:

0.01

Martin Ratio

LINK-USD:

0.63

MATIC-USD:

-2.01

Ulcer Index

LINK-USD:

22.32%

MATIC-USD:

32.11%

Daily Std Dev

LINK-USD:

77.38%

MATIC-USD:

71.13%

Max Drawdown

LINK-USD:

-90.17%

MATIC-USD:

-90.77%

Current Drawdown

LINK-USD:

-70.64%

MATIC-USD:

-90.55%

Returns By Period

In the year-to-date period, LINK-USD achieves a -23.53% return, which is significantly higher than MATIC-USD's -39.52% return.


LINK-USD

YTD

-23.53%

1M

-38.61%

6M

36.92%

1Y

-19.99%

5Y*

31.28%

10Y*

N/A

MATIC-USD

YTD

-39.52%

1M

-37.26%

6M

-41.53%

1Y

-74.28%

5Y*

69.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LINK-USD vs. MATIC-USD — Risk-Adjusted Performance Rank

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7171
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7171
Martin Ratio Rank

MATIC-USD
The Risk-Adjusted Performance Rank of MATIC-USD is 88
Overall Rank
The Sharpe Ratio Rank of MATIC-USD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MATIC-USD is 00
Sortino Ratio Rank
The Omega Ratio Rank of MATIC-USD is 11
Omega Ratio Rank
The Calmar Ratio Rank of MATIC-USD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of MATIC-USD is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LINK-USD vs. MATIC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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 chart of Sharpe ratio for LINK-USD, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.000.14-0.74
The chart of Sortino ratio for LINK-USD, currently valued at 0.99, compared to the broader market0-1.000.001.002.003.004.000.99
The chart of Omega ratio for LINK-USD, currently valued at 1.09, compared to the broader market0.901.001.101.201.301.401.501.090.90
The chart of Calmar ratio for LINK-USD, currently valued at 0.04, compared to the broader market1.002.003.004.005.000.040.01
The chart of Martin ratio for LINK-USD, currently valued at 0.63, compared to the broader market0.0010.0020.0030.0040.000.63-2.01
LINK-USD
MATIC-USD

The current LINK-USD Sharpe Ratio is 0.14, which is higher than the MATIC-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of LINK-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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.14
-0.74
LINK-USD
MATIC-USD

Drawdowns

LINK-USD vs. MATIC-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, roughly equal to the maximum MATIC-USD drawdown of -90.77%. Use the drawdown chart below to compare losses from any high point for LINK-USD and MATIC-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-70.64%
-90.55%
LINK-USD
MATIC-USD

Volatility

LINK-USD vs. MATIC-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 27.06% compared to Polygon USD (MATIC-USD) at 25.07%. This indicates that LINK-USD's price experiences larger fluctuations and is considered to be riskier than MATIC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
27.06%
25.07%
LINK-USD
MATIC-USD