BCH-USD vs. LEO-USD
BCH-USD (Bitcoin Cash) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 5 years, BCH-USD returned -20.31%/yr vs 30.69%/yr for LEO-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
BCH-USD vs. LEO-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BCH-USD achieves a -65.92% return, which is significantly lower than LEO-USD's -2.71% return.
BCH-USD
- 1D
- -11.36%
- 1M
- -54.62%
- YTD
- -65.92%
- 6M
- -64.76%
- 1Y
- -50.34%
- 3Y*
- 22.57%
- 5Y*
- -20.31%
- 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*
- —
BCH-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -65.92% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | -50.90% |
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 BCH-USD and LEO-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
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 | 0.12 |
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Return for Risk
BCH-USD vs. LEO-USD — Risk / Return Rank
BCH-USD
LEO-USD
BCH-USD vs. LEO-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-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.
| BCH-USD | LEO-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.07 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.04 | -0.77 |
| Martin ratioReturn relative to average drawdown | -2.28 | 0.19 | -2.47 |
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
| BCH-USD | LEO-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | 0.03 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.55 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.65 | -0.74 |
Drawdowns
BCH-USD vs. LEO-USD - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, 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 BCH-USD and LEO-USD.
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Drawdown Indicators
| BCH-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -58.67% | -39.29% |
Max Drawdown (1Y)Largest decline over 1 year | -68.81% | -31.62% | -37.19% |
Max Drawdown (3Y)Largest decline over 3 years | -70.61% | -31.62% | -38.99% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -55.67% | -32.97% |
Current DrawdownCurrent decline from peak | -94.55% | -9.55% | -85.00% |
Average DrawdownAverage peak-to-trough decline | -86.08% | -27.94% | -58.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.93% | 8.12% | +17.81% |
Volatility
BCH-USD vs. LEO-USD - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 26.40% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that BCH-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
| BCH-USD | LEO-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.40% | 7.37% | +19.03% |
Volatility (6M)Calculated over the trailing 6-month period | 50.19% | 49.43% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.83% | 42.39% | +15.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.24% | 46.56% | +23.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.96% | 46.57% | +51.39% |
Frequently Asked Questions
BCH-USD and LEO-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH-USD has higher volatility (26.40%) compared to LEO-USD (7.37%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs LEO-USD's -58.67%.
LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.72), 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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