LEO-USD vs. MATIC-USD

Last updated Jul 13, 2026

LEO-USD (UNUS SED LEO) and MATIC-USD (Polygon USD) are both cryptocurrencies. At a 0.13 correlation, their price movements are largely independent.

Performance

LEO-USD vs. MATIC-USD - Performance Comparison

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

Returns By Period

LEO-USD

• 1D: 0.61%
• 1M: -0.25%
• 6M: 4.97%
• YTD: -0.95%
• 1Y: 5.56%
• 3Y*: 32.39%
• 5Y*: 26.77%
• 10Y*: —

MATIC-USD

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LEO-USD UNUS SED LEO	-0.95%	6.43%	128.19%	10.13%	-4.23%	177.40%	66.40%	-22.41%
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	27.71%	-52.95%

Correlation

The correlation between LEO-USD and MATIC-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.13

Return for Risk

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

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

LEO-USD

LEO-USD Risk / Return Rank: 92
LEO-USD Sharpe Ratio Rank: 92
LEO-USD Sortino Ratio Rank: 88
LEO-USD Omega Ratio Rank: 92
LEO-USD Calmar Ratio Rank: 93
LEO-USD Martin Ratio Rank: 94

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.

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

This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-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.

	LEO-USD	MATIC-USD	Difference
Sharpe ratio: Return per unit of total volatility	0.11	—	—
Sortino ratio: Return per unit of downside risk	0.49	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.18	—	—
Martin ratio: Return relative to average drawdown	0.76	—	—

Drawdowns

Drawdown Indicators

	LEO-USD	MATIC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-58.67%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-31.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-31.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-55.67%	—	—
Current Drawdown Current decline from peak	-7.91%	—	—
Average Drawdown Average peak-to-trough decline	-27.68%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	8.62%	—	—

Volatility

Volatility by Period

	LEO-USD	MATIC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	36.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	42.20%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.87%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.28%	—	—

Frequently Asked Questions

Can I hold both LEO-USD and MATIC-USD in my portfolio?

LEO-USD and MATIC-USD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.