LEO-USD vs. AVAX-USD
LEO-USD (UNUS SED LEO) and AVAX-USD (Avalanche) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 25.94%/yr vs -13.80%/yr for AVAX-USD. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
LEO-USD vs. AVAX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LEO-USD achieves a 1.29% return, which is significantly higher than AVAX-USD's -49.67% return.
LEO-USD
- 1D
- 0.10%
- 1M
- 6.81%
- 6M
- 10.82%
- YTD
- 1.29%
- 1Y
- 8.56%
- 3Y*
- 35.09%
- 5Y*
- 25.94%
- 10Y*
- —
- ALL TIME*
- 36.30%
AVAX-USD
- 1D
- -2.83%
- 1M
- -8.84%
- 6M
- -38.77%
- YTD
- -49.67%
- 1Y
- -71.24%
- 3Y*
- -20.97%
- 5Y*
- -13.80%
- 10Y*
- —
- ALL TIME*
- 4.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AVAX-USD Avalanche | $1.60B | $1.58B | $2.04B |
LEO-USD UNUS SED LEO | $3.11M | $3.77M | $7.01M |
LEO-USD vs. AVAX-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | 1.29% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 20.86% |
AVAX-USD Avalanche | -49.67% | -65.48% | -7.43% | 253.44% | -90.05% | 3,388.95% | -32.04% |
Correlation
The correlation between LEO-USD and AVAX-USD is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.16 |
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Return for Risk
LEO-USD vs. AVAX-USD — Risk / Return Rank
LEO-USD
AVAX-USD
LEO-USD vs. AVAX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Avalanche (AVAX-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-USD | AVAX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.84 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.86 | +1.13 |
| Martin ratioReturn relative to average drawdown | 1.16 | -1.13 | +2.29 |
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Drawdowns
LEO-USD vs. AVAX-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum AVAX-USD drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for LEO-USD and AVAX-USD.
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Drawdown Indicators
| LEO-USD | AVAX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -95.65% | +36.98% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -83.27% | +51.65% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -90.29% | +58.67% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -95.65% | +39.98% |
Current DrawdownCurrent decline from peak | -5.83% | -95.42% | +89.59% |
Average DrawdownAverage peak-to-trough decline | -27.51% | -70.76% | +43.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.72% | 39.02% | -30.30% |
Volatility
LEO-USD vs. AVAX-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 3.29%, while Avalanche (AVAX-USD) has a volatility of 14.70%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-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-USD | AVAX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 14.70% | -11.41% |
Volatility (6M)Calculated over the trailing 6-month period | 35.63% | 45.91% | -10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.19% | 64.56% | -22.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.80% | 83.49% | -39.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.11% | 95.94% | -49.83% |
Frequently Asked Questions
LEO-USD and AVAX-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVAX-USD has higher volatility (14.70%) compared to LEO-USD (3.29%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs AVAX-USD's -95.65%.
LEO-USD currently has the higher Sharpe Ratio (0.17 vs -0.92), 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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