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

Performance

BNB-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNB (BNB-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, BNB-USD achieves a -30.99% return, which is significantly lower than LEO-USD's -2.71% return.


BNB-USD

1D
-1.40%
1M
-8.25%
YTD
-30.99%
6M
-33.59%
1Y
-8.63%
3Y*
31.73%
5Y*
9.67%
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)

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


2026 (YTD)2025202420232022202120202019
BNB-USD
BNB
-30.99%23.21%124.36%26.83%-51.86%1,277.47%170.06%-52.70%
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 BNB-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

0.11

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

0.15

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Return for Risk

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

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

BNB-USD
BNB-USD Risk / Return Rank: 8282
Overall Rank
BNB-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8080
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8686
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8686
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.

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

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


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

-0.19

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.02

1.07

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.15

0.04

-0.19

Martin ratioReturn relative to average drawdown

-0.25

0.19

-0.44

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

The current BNB-USD Sharpe Ratio is -0.16, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BNB-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


BNB-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.03

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.55

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.65

+0.32

Drawdowns

BNB-USD vs. LEO-USD - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, 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 BNB-USD and LEO-USD.


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Drawdown Indicators


BNB-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-58.67%

-21.07%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-31.62%

-24.62%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-31.62%

-24.62%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-55.67%

-14.22%

Current Drawdown

Current decline from peak

-54.42%

-9.55%

-44.87%

Average Drawdown

Average peak-to-trough decline

-38.68%

-27.94%

-10.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.58%

8.12%

+33.46%

Volatility

BNB-USD vs. LEO-USD - Volatility Comparison

BNB (BNB-USD) has a higher volatility of 17.17% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that BNB-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


BNB-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.17%

7.37%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

34.59%

49.43%

-14.84%

Volatility (1Y)

Calculated over the trailing 1-year period

44.36%

42.39%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.57%

46.56%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.12%

46.57%

+33.55%

Frequently Asked Questions


BNB-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.

BNB-USD has higher volatility (17.17%) compared to LEO-USD (7.37%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.16), 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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