MATIC-USD vs. SOL-USD

In the year-to-date period, MATIC-USD achieves a -51.97% return, which is significantly lower than SOL-USD's -38.15% return.

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This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and Solana (SOL-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 current MATIC-USD Sharpe Ratio is -0.83, which is lower than the SOL-USD Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of MATIC-USD and SOL-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.

The maximum MATIC-USD drawdown since its inception was -92.85%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MATIC-USD and SOL-USD. For additional features, visit the drawdowns tool.

The current volatility for Polygon USD (MATIC-USD) is 17.10%, while Solana (SOL-USD) has a volatility of 24.25%. This indicates that MATIC-USD experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.