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MATIC-USD vs. 2UNI.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

MATIC-USD vs. 2UNI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polygon USD (MATIC-USD) and 21Shares Uniswap ETP (2UNI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MATIC-USD is traded in USD, while 2UNI.DE is traded in EUR. To make them comparable, the 2UNI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


MATIC-USD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

2UNI.DE

1D
-7.26%
1M
-25.13%
YTD
-55.53%
6M
-47.60%
1Y
-64.74%
3Y*
-20.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MATIC-USD vs. 2UNI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MATIC-USD
Polygon USD
0.00%-29.46%-53.57%28.05%-52.41%
2UNI.DE
21Shares Uniswap ETP
-55.53%-56.00%70.47%46.08%-54.95%

Correlation

The correlation between MATIC-USD and 2UNI.DE is 0.30, 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 (All Time)
Calculated using the full available price history since Apr 6, 2022

0.30

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Return for Risk

MATIC-USD vs. 2UNI.DE — 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.


2UNI.DE
2UNI.DE Risk / Return Rank: 33
Overall Rank
2UNI.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
2UNI.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
2UNI.DE Omega Ratio Rank: 44
Omega Ratio Rank
2UNI.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
2UNI.DE Martin Ratio Rank: 33
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. 2UNI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and 21Shares Uniswap ETP (2UNI.DE). 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-USD2UNI.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.76

Martin ratioReturn relative to average drawdown

-1.15

MATIC-USD vs. 2UNI.DE - Sharpe Ratio Comparison


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Drawdowns

MATIC-USD vs. 2UNI.DE - Drawdown Comparison


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Drawdown Indicators


MATIC-USD2UNI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.65%

Max Drawdown (1Y)

Largest decline over 1 year

-77.91%

Max Drawdown (3Y)

Largest decline over 3 years

-85.65%

Current Drawdown

Current decline from peak

-85.65%

Average Drawdown

Average peak-to-trough decline

-51.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.43%

Volatility

MATIC-USD vs. 2UNI.DE - Volatility Comparison


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Volatility by Period


MATIC-USD2UNI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.27%

Volatility (6M)

Calculated over the trailing 6-month period

55.79%

Volatility (1Y)

Calculated over the trailing 1-year period

92.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.60%

Frequently Asked Questions


MATIC-USD and 2UNI.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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