AVAX-USD vs. LEO-USD
AVAX-USD (Avalanche) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 5 years, AVAX-USD returned -15.55%/yr vs 30.69%/yr for LEO-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
AVAX-USD vs. LEO-USD - Performance Comparison
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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*
- —
AVAX-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
AVAX-USD
LEO-USD
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-USD | LEO-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVAX-USD | LEO-USD | Difference | |
|---|---|---|---|
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-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -95.11% | -9.55% | -85.56% |
Average DrawdownAverage peak-to-trough decline | -70.16% | -27.94% | -42.22% |
Ulcer IndexDepth 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-USD | LEO-USD | Difference | |
|---|---|---|---|
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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