MATIC-USD vs. DOT-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Polygon USD (MATIC-USD) and Polkadot (DOT-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021
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)

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.

DOT-USD

DOT-USD Risk / Return Rank: 23
DOT-USD Sharpe Ratio Rank: 22
DOT-USD Sortino Ratio Rank: 20
DOT-USD Omega Ratio Rank: 24
DOT-USD Calmar Ratio Rank: 23
DOT-USD Martin Ratio Rank: 23

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.

Sharpe Ratios by Period

	MATIC-USD	DOT-USD	Difference
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

Drawdown Indicators

	MATIC-USD	DOT-USD	Difference
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

Volatility by Period

	MATIC-USD	DOT-USD	Difference
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%	—