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MANA-USD vs. LINK-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MANA-USD vs. LINK-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, MANA-USD achieves a -39.16% return, which is significantly lower than LINK-USD's -35.47% return.


MANA-USD

1D
0.00%
1M
-16.04%
YTD
-39.16%
6M
-39.95%
1Y
-68.82%
3Y*
-42.59%
5Y*
-31.93%
10Y*

LINK-USD

1D
1.14%
1M
-17.68%
YTD
-35.47%
6M
-37.50%
1Y
-32.57%
3Y*
8.94%
5Y*
-15.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MANA-USD vs. LINK-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MANA-USD
Decentraland
-39.16%-73.97%-10.59%75.55%-90.91%4,072.47%159.63%-33.65%-55.47%1.99%
LINK-USD
Chainlink
-35.47%-39.00%33.73%168.18%-71.46%73.35%539.54%506.40%-52.70%292.06%

Correlation

The correlation between MANA-USD and LINK-USD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2017

0.58

Over the past year, MANA-USD and LINK-USD have become more correlated (0.84) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

MANA-USD vs. LINK-USD — Risk / Return Rank

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

MANA-USD
MANA-USD Risk / Return Rank: 2525
Overall Rank
MANA-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MANA-USD Sortino Ratio Rank: 2424
Sortino Ratio Rank
MANA-USD Omega Ratio Rank: 2525
Omega Ratio Rank
MANA-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
MANA-USD Martin Ratio Rank: 2828
Martin Ratio Rank

LINK-USD
LINK-USD Risk / Return Rank: 6969
Overall Rank
LINK-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6767
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7575
Martin Ratio Rank
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.

MANA-USD vs. LINK-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Decentraland (MANA-USD) and Chainlink (LINK-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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MANA-USDLINK-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

0.87

0.98

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.45

-0.38

Martin ratioReturn relative to average drawdown

-1.22

-0.66

-0.56

MANA-USD vs. LINK-USD - Sharpe Ratio Comparison

The current MANA-USD Sharpe Ratio is -0.83, which is lower than the LINK-USD Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of MANA-USD and LINK-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MANA-USD vs. LINK-USD - Drawdown Comparison

The maximum MANA-USD drawdown since its inception was -98.77%, which is greater than LINK-USD's maximum drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for MANA-USD and LINK-USD.


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Drawdown Indicators


MANA-USDLINK-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.77%

-90.19%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-82.61%

-72.50%

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-91.81%

-74.83%

-16.98%

Max Drawdown (5Y)

Largest decline over 5 years

-98.77%

-85.26%

-13.51%

Current Drawdown

Current decline from peak

-98.58%

-84.98%

-13.60%

Average Drawdown

Average peak-to-trough decline

-78.73%

-60.49%

-18.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.93%

44.11%

+12.82%

Volatility

MANA-USD vs. LINK-USD - Volatility Comparison

Decentraland (MANA-USD) has a higher volatility of 21.72% compared to Chainlink (LINK-USD) at 16.46%. This indicates that MANA-USD's price experiences larger fluctuations and is considered to be riskier than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MANA-USDLINK-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.72%

16.46%

+5.26%

Volatility (6M)

Calculated over the trailing 6-month period

54.57%

44.82%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

68.79%

64.67%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.52%

74.81%

+28.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

172.21%

100.78%

+71.43%

Frequently Asked Questions


MANA-USD and LINK-USD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MANA-USD has higher volatility (21.72%) compared to LINK-USD (16.46%). In terms of maximum drawdown, MANA-USD dropped -98.77% vs LINK-USD's -90.19%.

LINK-USD currently has the higher Sharpe Ratio (-0.42 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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