ZIL-USD vs. MATIC-USD

In the year-to-date period, ZIL-USD achieves a -25.96% return, which is significantly higher than MATIC-USD's -31.73% return.

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This table presents a comparison of risk-adjusted performance metrics for Zilliqa (ZIL-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 ZIL-USD Sharpe Ratio is -0.39, which is higher than the MATIC-USD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of ZIL-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 ZIL-USD drawdown since its inception was -98.41%, which is greater than MATIC-USD's maximum drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for ZIL-USD and MATIC-USD. For additional features, visit the drawdowns tool.

Zilliqa (ZIL-USD) and Polygon USD (MATIC-USD) have volatilities of 22.01% and 22.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.