MATIC-USD vs. LEO-USD

Last updated Jun 9, 2026

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

Performance

MATIC-USD vs. LEO-USD - Performance Comparison

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

Returns By Period

MATIC-USD

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

LEO-USD

• 1D: -2.29%
• 1M: -8.57%
• YTD: -2.71%
• 6M: -2.09%
• 1Y: 1.29%
• 3Y*: 38.93%
• 5Y*: 30.69%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	27.71%	-52.95%
LEO-USD UNUS SED LEO	-2.71%	6.43%	128.19%	10.13%	-4.23%	177.40%	66.40%	-22.41%

Correlation

The correlation between MATIC-USD and LEO-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	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.13

Return for Risk

MATIC-USD vs. LEO-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: 89
LEO-USD Sharpe Ratio Rank: 91
LEO-USD Sortino Ratio Rank: 84
LEO-USD Omega Ratio Rank: 88
LEO-USD Calmar Ratio Rank: 91
LEO-USD Martin Ratio Rank: 91

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. LEO-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polygon USD (MATIC-USD) and UNUS SED LEO (LEO-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.

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

Sharpe Ratios by Period

	MATIC-USD	LEO-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.03	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.65	—

Drawdowns

Drawdown Indicators

	MATIC-USD	LEO-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	—	-9.55%	—
Average Drawdown Average peak-to-trough decline	—	-27.94%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.12%	—

Volatility

Volatility by Period

	MATIC-USD	LEO-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	49.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	42.39%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	46.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	46.57%	—

Frequently Asked Questions

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

MATIC-USD and LEO-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.