MATIC-USD vs. TLT
Compare and contrast key facts about MaticNetwork (MATIC-USD) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MATIC-USD or TLT.
Performance
MATIC-USD vs. TLT - Performance Comparison
Returns By Period
In the year-to-date period, MATIC-USD achieves a -49.23% return, which is significantly lower than TLT's -5.52% return.
MATIC-USD
-49.23%
39.00%
-31.87%
-36.25%
100.46%
N/A
TLT
-5.52%
-1.49%
0.89%
3.46%
-6.08%
-0.44%
Key characteristics
| MATIC-USD | TLT | |
|---|---|---|
| Sharpe Ratio | -0.88 | 0.23 |
| Sortino Ratio | -1.58 | 0.43 |
| Omega Ratio | 0.85 | 1.05 |
| Calmar Ratio | 0.01 | 0.08 |
| Martin Ratio | -1.36 | 0.55 |
| Ulcer Index | 51.58% | 6.33% |
| Daily Std Dev | 66.94% | 14.73% |
| Max Drawdown | -89.89% | -48.35% |
| Current Drawdown | -82.92% | -41.13% |
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Correlation
The correlation between MATIC-USD and TLT is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
MATIC-USD vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MaticNetwork (MATIC-USD) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Drawdowns
MATIC-USD vs. TLT - Drawdown Comparison
The maximum MATIC-USD drawdown since its inception was -89.89%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for MATIC-USD and TLT. For additional features, visit the drawdowns tool.
Volatility
MATIC-USD vs. TLT - Volatility Comparison
MaticNetwork (MATIC-USD) has a higher volatility of 33.72% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.62%. This indicates that MATIC-USD's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.