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

Performance

LEO-USD vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UNUS SED LEO (LEO-USD) and Cardano (ADA-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, LEO-USD achieves a -0.95% return, which is significantly higher than ADA-USD's -51.13% return.


LEO-USD

1D
0.61%
1M
-0.25%
6M
4.97%
YTD
-0.95%
1Y
5.56%
3Y*
32.39%
5Y*
26.77%
10Y*

ADA-USD

1D
-1.81%
1M
-4.07%
6M
-58.32%
YTD
-51.13%
1Y
-77.06%
3Y*
-23.04%
5Y*
-33.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
LEO-USD
UNUS SED LEO
-0.95%6.43%128.19%10.13%-4.23%177.40%66.40%-22.41%
ADA-USD
Cardano
-51.13%-60.53%42.06%141.64%-81.22%621.17%452.29%-61.29%

Correlation

The correlation between LEO-USD and ADA-USD is 0.09, 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

0.09

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

0.13

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

0.15

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

0.16

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Return for Risk

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

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

LEO-USD
LEO-USD Risk / Return Rank: 9292
Overall Rank
LEO-USD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LEO-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
LEO-USD Omega Ratio Rank: 9292
Omega Ratio Rank
LEO-USD Calmar Ratio Rank: 9393
Calmar Ratio Rank
LEO-USD Martin Ratio Rank: 9494
Martin Ratio Rank

ADA-USD
ADA-USD Risk / Return Rank: 1717
Overall Rank
ADA-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1010
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 1515
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 2929
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Cardano (ADA-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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEO-USDADA-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.09

0.81

+0.28

Calmar ratioReturn relative to maximum drawdown

0.18

-0.91

+1.08

Martin ratioReturn relative to average drawdown

0.76

-1.31

+2.08

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

The current LEO-USD Sharpe Ratio is 0.11, which is higher than the ADA-USD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of LEO-USD and ADA-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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Drawdowns

LEO-USD vs. ADA-USD - Drawdown Comparison

The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for LEO-USD and ADA-USD.


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Drawdown Indicators


LEO-USDADA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-58.67%

-97.85%

+39.18%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-85.07%

+53.45%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-88.33%

+56.71%

Max Drawdown (5Y)

Largest decline over 5 years

-55.67%

-95.16%

+39.49%

Current Drawdown

Current decline from peak

-7.91%

-94.52%

+86.61%

Average Drawdown

Average peak-to-trough decline

-27.68%

-77.71%

+50.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

52.19%

-43.57%

Volatility

LEO-USD vs. ADA-USD - Volatility Comparison

The current volatility for UNUS SED LEO (LEO-USD) is 5.63%, while Cardano (ADA-USD) has a volatility of 21.25%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEO-USDADA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

21.25%

-15.62%

Volatility (6M)

Calculated over the trailing 6-month period

36.54%

52.71%

-16.17%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

64.30%

-22.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.87%

74.63%

-29.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.28%

102.89%

-56.61%

Frequently Asked Questions


LEO-USD and ADA-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (21.25%) compared to LEO-USD (5.63%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs ADA-USD's -97.85%.

LEO-USD currently has the higher Sharpe Ratio (0.11 vs -1.00), 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

Find the right allocation for LEO-USD and ADA-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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