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

Performance

ETC-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum Classic (ETC-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, ETC-USD achieves a -39.13% return, which is significantly lower than LEO-USD's -2.71% return.


ETC-USD

1D
-1.97%
1M
-27.32%
YTD
-39.13%
6M
-48.14%
1Y
-58.85%
3Y*
-25.64%
5Y*
-35.49%
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)

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


2026 (YTD)2025202420232022202120202019
ETC-USD
Ethereum Classic
-39.13%-54.13%13.87%39.62%-53.90%499.54%27.01%-39.72%
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 ETC-USD and LEO-USD is 0.08, 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

0.08

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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since May 21, 2019

0.13

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Return for Risk

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

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

ETC-USD
ETC-USD Risk / Return Rank: 4242
Overall Rank
ETC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-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.


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

-0.83

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

0.88

1.07

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.81

0.04

-0.85

Martin ratioReturn relative to average drawdown

-1.25

0.19

-1.44

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

The current ETC-USD Sharpe Ratio is -0.80, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of ETC-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


ETC-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

0.03

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.55

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.65

-0.51

Drawdowns

ETC-USD vs. LEO-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -95.18%, 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 ETC-USD and LEO-USD.


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Drawdown Indicators


ETC-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.18%

-58.67%

-36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-72.46%

-31.62%

-40.84%

Max Drawdown (3Y)

Largest decline over 3 years

-82.26%

-31.62%

-50.64%

Max Drawdown (5Y)

Largest decline over 5 years

-90.94%

-55.67%

-35.27%

Current Drawdown

Current decline from peak

-95.06%

-9.55%

-85.51%

Average Drawdown

Average peak-to-trough decline

-73.68%

-27.94%

-45.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

8.12%

+38.43%

Volatility

ETC-USD vs. LEO-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 14.41% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that ETC-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


ETC-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

7.37%

+7.04%

Volatility (6M)

Calculated over the trailing 6-month period

43.99%

49.43%

-5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

60.87%

42.39%

+18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.44%

46.56%

+26.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.89%

46.57%

+83.32%

Frequently Asked Questions


ETC-USD and LEO-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETC-USD has higher volatility (14.41%) compared to LEO-USD (7.37%). In terms of maximum drawdown, ETC-USD dropped -95.18% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.80), 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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