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

Performance

MATIC-USD vs. DOT-USD - Performance Comparison

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

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


2026 (YTD)20252024202320222021
MATIC-USD
Polygon USD
0.00%-29.46%-53.57%28.05%-69.98%54.93%
DOT-USD
Polkadot
-30.61%-73.03%-22.95%96.80%-84.73%24.18%

Returns By Period


MATIC-USD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DOT-USD

1D
-1.20%
1M
-19.17%
YTD
-30.61%
6M
-71.23%
1Y
-68.72%
3Y*
-42.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

MATIC-USD

DOT-USD
DOT-USD Risk / Return Rank: 2323
Overall Rank
DOT-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 2020
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2424
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 2323
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 2323
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.

MATIC-USD vs. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and Polkadot (DOT-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.

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


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Sharpe Ratios by Period


MATIC-USDDOT-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

Correlation

The correlation between MATIC-USD and DOT-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

MATIC-USD vs. DOT-USD - Drawdown Comparison


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Drawdown Indicators


MATIC-USDDOT-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

-97.70%

Average Drawdown

Average peak-to-trough decline

-80.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.45%

Volatility

MATIC-USD vs. DOT-USD - Volatility Comparison


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Volatility by Period


MATIC-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.42%

Volatility (6M)

Calculated over the trailing 6-month period

70.49%

Volatility (1Y)

Calculated over the trailing 1-year period

73.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.57%