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

Performance

DOT-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polkadot (DOT-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, DOT-USD achieves a -46.67% return, which is significantly lower than LEO-USD's -2.71% return.


DOT-USD

1D
-2.06%
1M
-29.20%
YTD
-46.67%
6M
-55.26%
1Y
-76.33%
3Y*
-40.48%
5Y*
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)

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


2026 (YTD)20252024202320222021
DOT-USD
Polkadot
-46.67%-73.03%-22.95%96.80%-84.73%19.21%
LEO-USD
UNUS SED LEO
-2.71%6.43%128.19%10.13%-4.23%31.93%

Correlation

The correlation between DOT-USD and LEO-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.05

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Return for Risk

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

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

DOT-USD
DOT-USD Risk / Return Rank: 1414
Overall Rank
DOT-USD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1414
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2020
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 88
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 44
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.

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

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


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

-0.91

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.83

1.07

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.96

0.04

-1.00

Martin ratioReturn relative to average drawdown

-1.50

0.19

-1.69

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

The current DOT-USD Sharpe Ratio is -0.89, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DOT-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


DOT-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

0.03

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.65

-1.19

Drawdowns

DOT-USD vs. LEO-USD - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -98.25%, 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 DOT-USD and LEO-USD.


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Drawdown Indicators


DOT-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-58.67%

-39.58%

Max Drawdown (1Y)

Largest decline over 1 year

-79.31%

-31.62%

-47.69%

Max Drawdown (3Y)

Largest decline over 3 years

-91.85%

-31.62%

-60.23%

Max Drawdown (5Y)

Largest decline over 5 years

-55.67%

Current Drawdown

Current decline from peak

-98.23%

-9.55%

-88.68%

Average Drawdown

Average peak-to-trough decline

-80.97%

-27.94%

-53.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.22%

8.12%

+51.10%

Volatility

DOT-USD vs. LEO-USD - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 16.83% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that DOT-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


DOT-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.83%

7.37%

+9.46%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

49.43%

+9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

71.59%

42.39%

+29.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.85%

46.56%

+26.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

46.57%

+26.28%

Frequently Asked Questions


DOT-USD and LEO-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOT-USD has higher volatility (16.83%) compared to LEO-USD (7.37%). In terms of maximum drawdown, DOT-USD dropped -98.25% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.89), 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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