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ADA-USD vs. LEO-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ADA-USD vs. LEO-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADA-USD achieves a -49.83% return, which is significantly lower than LEO-USD's -2.71% return.


ADA-USD

1D
1.09%
1M
-38.35%
YTD
-49.83%
6M
-61.42%
1Y
-75.10%
3Y*
-17.28%
5Y*
-36.58%
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)

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


2026 (YTD)2025202420232022202120202019
ADA-USD
Cardano
-49.83%-60.53%42.06%141.64%-81.22%621.17%452.29%-61.29%
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 ADA-USD and LEO-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 21, 2019

0.16

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Return for Risk

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

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

ADA-USD
ADA-USD Risk / Return Rank: 1818
Overall Rank
ADA-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1111
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 1717
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3030
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 2020
Martin Ratio Rank

LEO-USD
LEO-USD Risk / Return Rank: 8989
Overall Rank
LEO-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEO-USD Sortino Ratio Rank: 8484
Sortino Ratio Rank
LEO-USD Omega Ratio Rank: 8888
Omega Ratio Rank
LEO-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
LEO-USD Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-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.


ADA-USDLEO-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.82

1.07

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.90

0.04

-0.94

Martin ratioReturn relative to average drawdown

-1.41

0.19

-1.60

ADA-USD vs. LEO-USD - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.97, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of ADA-USD and LEO-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADA-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

0.03

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.55

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.65

-0.48

Drawdowns

ADA-USD vs. LEO-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than LEO-USD's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for ADA-USD and LEO-USD.


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Drawdown Indicators


ADA-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-58.67%

-39.18%

Max Drawdown (1Y)

Largest decline over 1 year

-83.69%

-31.62%

-52.07%

Max Drawdown (3Y)

Largest decline over 3 years

-87.24%

-31.62%

-55.62%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-55.67%

-39.05%

Current Drawdown

Current decline from peak

-94.37%

-9.55%

-84.82%

Average Drawdown

Average peak-to-trough decline

-77.55%

-27.94%

-49.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.06%

8.12%

+51.94%

Volatility

ADA-USD vs. LEO-USD - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 21.37% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than LEO-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADA-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.37%

7.37%

+14.00%

Volatility (6M)

Calculated over the trailing 6-month period

53.29%

49.43%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

64.03%

42.39%

+21.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.95%

46.56%

+28.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.97%

46.57%

+56.40%

Frequently Asked Questions


ADA-USD and LEO-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (21.37%) compared to LEO-USD (7.37%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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