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

Performance

AVAX-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avalanche (AVAX-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, AVAX-USD achieves a -46.26% return, which is significantly lower than LEO-USD's -2.71% return.


AVAX-USD

1D
-2.94%
1M
-33.63%
YTD
-46.26%
6M
-51.58%
1Y
-68.61%
3Y*
-21.68%
5Y*
-15.55%
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)

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


2026 (YTD)202520242023202220212020
AVAX-USD
Avalanche
-46.26%-65.48%-7.43%253.44%-90.05%3,388.95%-32.04%
LEO-USD
UNUS SED LEO
-2.71%6.43%128.19%10.13%-4.23%177.40%20.86%

Correlation

The correlation between AVAX-USD and LEO-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.16

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2020

0.16

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Return for Risk

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

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

AVAX-USD
AVAX-USD Risk / Return Rank: 3737
Overall Rank
AVAX-USD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AVAX-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
AVAX-USD Omega Ratio Rank: 3333
Omega Ratio Rank
AVAX-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
AVAX-USD Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-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.


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

-0.89

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.86

1.07

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.84

0.04

-0.89

Martin ratioReturn relative to average drawdown

-1.25

0.19

-1.44

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

The current AVAX-USD Sharpe Ratio is -0.86, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AVAX-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


AVAX-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

0.03

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.55

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.65

-0.61

Drawdowns

AVAX-USD vs. LEO-USD - Drawdown Comparison

The maximum AVAX-USD drawdown since its inception was -95.11%, 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 AVAX-USD and LEO-USD.


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Drawdown Indicators


AVAX-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.11%

-58.67%

-36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-81.22%

-31.62%

-49.60%

Max Drawdown (3Y)

Largest decline over 3 years

-89.11%

-31.62%

-57.49%

Max Drawdown (5Y)

Largest decline over 5 years

-95.11%

-55.67%

-39.44%

Current Drawdown

Current decline from peak

-95.11%

-9.55%

-85.56%

Average Drawdown

Average peak-to-trough decline

-70.16%

-27.94%

-42.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.70%

8.12%

+53.58%

Volatility

AVAX-USD vs. LEO-USD - Volatility Comparison

Avalanche (AVAX-USD) has a higher volatility of 18.22% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that AVAX-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


AVAX-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.22%

7.37%

+10.85%

Volatility (6M)

Calculated over the trailing 6-month period

48.24%

49.43%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

65.97%

42.39%

+23.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.43%

46.56%

+37.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.87%

46.57%

+50.30%

Frequently Asked Questions


AVAX-USD and LEO-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAX-USD has higher volatility (18.22%) compared to LEO-USD (7.37%). In terms of maximum drawdown, AVAX-USD dropped -95.11% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.86), 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.

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