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MATIC-USD vs. AVAX-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MATIC-USD and AVAX-USD is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

MATIC-USD vs. AVAX-USD - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.15%
-11.50%
AVES
ESGE

Key characteristics

Sharpe Ratio

MATIC-USD:

-0.83

AVAX-USD:

-0.49

Sortino Ratio

MATIC-USD:

-1.49

AVAX-USD:

-0.26

Omega Ratio

MATIC-USD:

0.86

AVAX-USD:

0.98

Calmar Ratio

MATIC-USD:

0.01

AVAX-USD:

0.00

Martin Ratio

MATIC-USD:

-1.93

AVAX-USD:

-1.42

Ulcer Index

MATIC-USD:

38.45%

AVAX-USD:

34.07%

Daily Std Dev

MATIC-USD:

70.16%

AVAX-USD:

79.58%

Max Drawdown

MATIC-USD:

-92.85%

AVAX-USD:

-93.48%

Current Drawdown

MATIC-USD:

-92.50%

AVAX-USD:

-86.51%

Returns By Period

In the year-to-date period, MATIC-USD achieves a -51.97% return, which is significantly lower than AVAX-USD's -49.06% return.


MATIC-USD

YTD

-51.97%

1M

-15.56%

6M

-43.60%

1Y

-76.10%

5Y*

80.56%

10Y*

N/A

AVAX-USD

YTD

-49.06%

1M

-16.32%

6M

-30.71%

1Y

-60.91%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

MATIC-USD
The Risk-Adjusted Performance Rank of MATIC-USD is 1111
Overall Rank
The Sharpe Ratio Rank of MATIC-USD is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of MATIC-USD is 22
Sortino Ratio Rank
The Omega Ratio Rank of MATIC-USD is 33
Omega Ratio Rank
The Calmar Ratio Rank of MATIC-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MATIC-USD is 33
Martin Ratio Rank

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 2323
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 2828
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and Avalanche (AVAX-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 AVES, currently valued at -0.22, compared to the broader market0.001.002.003.00
AVES: -0.22
ESGE: 0.16
The chart of Sortino ratio for AVES, currently valued at -0.18, compared to the broader market-1.000.001.002.003.00
AVES: -0.18
ESGE: 0.33
The chart of Omega ratio for AVES, currently valued at 0.98, compared to the broader market0.901.001.101.201.301.40
AVES: 0.98
ESGE: 1.04
The chart of Calmar ratio for AVES, currently valued at -0.25, compared to the broader market0.501.001.502.002.503.00
AVES: -0.25
ESGE: 0.12
The chart of Martin ratio for AVES, currently valued at -0.57, compared to the broader market0.005.0010.0015.0020.0025.00
AVES: -0.57
ESGE: 0.53

The current MATIC-USD Sharpe Ratio is -0.83, which is lower than the AVAX-USD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of MATIC-USD and AVAX-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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.22
0.16
AVES
ESGE

Drawdowns

MATIC-USD vs. AVAX-USD - Drawdown Comparison

The maximum MATIC-USD drawdown since its inception was -92.85%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for MATIC-USD and AVAX-USD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.88%
-17.46%
AVES
ESGE

Volatility

MATIC-USD vs. AVAX-USD - Volatility Comparison

The current volatility for Polygon USD (MATIC-USD) is NaN%, while Avalanche (AVAX-USD) has a volatility of NaN%. This indicates that MATIC-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.79%
7.30%
AVES
ESGE

User Portfolios with MATIC-USD or AVAX-USD


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