NEAR-USD vs. MATIC-USD

In the year-to-date period, NEAR-USD achieves a -45.98% return, which is significantly higher than MATIC-USD's -51.97% return.

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This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-USD) and Polygon USD (MATIC-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 NEAR-USD Sharpe Ratio is -0.68, which is comparable to the MATIC-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of NEAR-USD and MATIC-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 NEAR-USD drawdown since its inception was -95.13%, roughly equal to the maximum MATIC-USD drawdown of -92.85%. Use the drawdown chart below to compare losses from any high point for NEAR-USD and MATIC-USD. For additional features, visit the drawdowns tool.

NEAR Protocol (NEAR-USD) has a higher volatility of 32.82% compared to Polygon USD (MATIC-USD) at 23.98%. This indicates that NEAR-USD's price experiences larger fluctuations and is considered to be riskier than MATIC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.