MATIC-USD vs. AVAX-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Polygon USD (MATIC-USD) and Avalanche (AVAX-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	-21.37%
AVAX-USD Avalanche	-25.37%	-65.48%	-7.43%	253.44%	-90.05%	3,388.95%	-35.96%

Returns By Period

MATIC-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVAX-USD

• 1D: 3.03%
• 1M: 0.11%
• YTD: -25.37%
• 6M: -70.15%
• 1Y: -53.71%
• 3Y*: -18.98%
• 5Y*: -20.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MATIC-USD vs. AVAX-USD — Risk / Return Rank

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

AVAX-USD

AVAX-USD Risk / Return Rank: 52
AVAX-USD Sharpe Ratio Rank: 39
AVAX-USD Sortino Ratio Rank: 42
AVAX-USD Omega Ratio Rank: 42
AVAX-USD Calmar Ratio Rank: 66
AVAX-USD Martin Ratio Rank: 70

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.

MATIC-USD vs. AVAX-USD - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MATIC-USD	AVAX-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.63	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.10	—

Correlation

The correlation between MATIC-USD and AVAX-USD is 0.58, 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.

Drawdowns

Drawdown Indicators

	MATIC-USD	AVAX-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-93.88%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-76.48%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-93.88%	—
Current Drawdown Current decline from peak	—	-93.21%	—
Average Drawdown Average peak-to-trough decline	—	-69.38%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	53.30%	—

Volatility

Volatility by Period

	MATIC-USD	AVAX-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	62.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	71.20%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	89.19%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	98.10%	—