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

Performance

MATIC-USD vs. TRX-USD - Performance Comparison

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

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Returns By Period


MATIC-USD

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

TRX-USD

1D
-0.32%
1M
-7.01%
YTD
14.63%
6M
15.78%
1Y
15.52%
3Y*
65.45%
5Y*
34.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
MATIC-USD
Polygon USD
0.00%-29.46%-53.57%28.05%-69.98%14,215.20%27.71%205.40%
TRX-USD
Tronix
14.63%11.86%135.87%97.75%-27.86%180.88%102.08%-44.01%

Correlation

The correlation between MATIC-USD and TRX-USD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2019

0.49

The correlation between MATIC-USD and TRX-USD shifts across timeframes, from 0.31 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MATIC-USD

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9595
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. TRX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and Tronix (TRX-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. TRX-USD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MATIC-USDTRX-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Drawdowns

MATIC-USD vs. TRX-USD - Drawdown Comparison


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Drawdown Indicators


MATIC-USDTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

Max Drawdown (3Y)

Largest decline over 3 years

-50.98%

Max Drawdown (5Y)

Largest decline over 5 years

-59.60%

Current Drawdown

Current decline from peak

-24.78%

Average Drawdown

Average peak-to-trough decline

-62.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.66%

Volatility

MATIC-USD vs. TRX-USD - Volatility Comparison


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Volatility by Period


MATIC-USDTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

Volatility (6M)

Calculated over the trailing 6-month period

18.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.30%

Frequently Asked Questions


MATIC-USD and TRX-USD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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