DOT-USD vs. LEO-USD
DOT-USD (Polkadot) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 3 years, DOT-USD returned -40.48%/yr vs 38.93%/yr for LEO-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
DOT-USD vs. LEO-USD - Performance Comparison
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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*
- —
DOT-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
DOT-USD
LEO-USD
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-USD | LEO-USD | Difference | |
|---|---|---|---|
| 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 |
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
| DOT-USD | LEO-USD | Difference | |
|---|---|---|---|
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-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.23% | -9.55% | -88.68% |
Average DrawdownAverage peak-to-trough decline | -80.97% | -27.94% | -53.03% |
Ulcer IndexDepth 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-USD | LEO-USD | Difference | |
|---|---|---|---|
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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