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

Performance

MATIC-USD vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polygon USD (MATIC-USD) and Monero (XMR-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*

XMR-USD

1D
2.72%
1M
-9.86%
YTD
-19.20%
6M
-14.39%
1Y
11.30%
3Y*
37.50%
5Y*
5.92%
10Y*
69.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MATIC-USD vs. XMR-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%
XMR-USD
Monero
-19.20%124.37%16.94%12.32%-35.78%46.22%252.56%-28.01%

Correlation

The correlation between MATIC-USD and XMR-USD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.42

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

0.45

The correlation between MATIC-USD and XMR-USD shifts across timeframes, from 0.28 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MATIC-USD

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


XMR-USD
XMR-USD Risk / Return Rank: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8888
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
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. XMR-USD - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MATIC-USDXMR-USDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.19

Martin ratioReturn relative to average drawdown

0.35

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


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Drawdowns

MATIC-USD vs. XMR-USD - Drawdown Comparison


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Drawdown Indicators


MATIC-USDXMR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

Max Drawdown (3Y)

Largest decline over 3 years

-58.97%

Max Drawdown (5Y)

Largest decline over 5 years

-67.28%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

Current Drawdown

Current decline from peak

-50.80%

Average Drawdown

Average peak-to-trough decline

-62.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.75%

Volatility

MATIC-USD vs. XMR-USD - Volatility Comparison


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Volatility by Period


MATIC-USDXMR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.71%

Volatility (6M)

Calculated over the trailing 6-month period

69.75%

Volatility (1Y)

Calculated over the trailing 1-year period

69.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.78%

Frequently Asked Questions


MATIC-USD and XMR-USD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MATIC-USD and XMR-USD

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