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

Performance

SUI-USD vs. MATIC-USD - Performance Comparison

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

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Returns By Period


SUI-USD

1D
-1.28%
1M
-25.28%
YTD
-43.50%
6M
-46.05%
1Y
-73.79%
3Y*
3.96%
5Y*
10Y*

MATIC-USD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SUI-USD
Sui
-43.50%-65.91%430.93%-82.85%
MATIC-USD
Polygon USD
0.00%-29.46%-53.57%-0.74%

Correlation

The correlation between SUI-USD and MATIC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (All Time)
Calculated using the full available price history since May 3, 2023

0.36

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Return for Risk

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

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

SUI-USD
SUI-USD Risk / Return Rank: 2929
Overall Rank
SUI-USD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SUI-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
SUI-USD Omega Ratio Rank: 3030
Omega Ratio Rank
SUI-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUI-USD Martin Ratio Rank: 3232
Martin Ratio Rank

MATIC-USD

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

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.

SUI-USD vs. MATIC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sui (SUI-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.

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.


SUI-USDMATIC-USDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.26

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


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Drawdowns

SUI-USD vs. MATIC-USD - Drawdown Comparison


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Drawdown Indicators


SUI-USDMATIC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.79%

Max Drawdown (1Y)

Largest decline over 1 year

-83.75%

Max Drawdown (3Y)

Largest decline over 3 years

-86.71%

Current Drawdown

Current decline from peak

-85.02%

Average Drawdown

Average peak-to-trough decline

-63.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.36%

Volatility

SUI-USD vs. MATIC-USD - Volatility Comparison


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Volatility by Period


SUI-USDMATIC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.64%

Volatility (6M)

Calculated over the trailing 6-month period

60.52%

Volatility (1Y)

Calculated over the trailing 1-year period

76.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.95%

Frequently Asked Questions


SUI-USD and MATIC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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