LEO-USD vs. BTC-USD
LEO-USD (UNUS SED LEO) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 30.94%/yr vs 11.35%/yr for BTC-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
LEO-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LEO-USD achieves a -0.33% return, which is significantly higher than BTC-USD's -29.97% return.
LEO-USD
- 1D
- -3.32%
- 1M
- -7.07%
- YTD
- -0.33%
- 6M
- 1.48%
- 1Y
- 9.07%
- 3Y*
- 39.86%
- 5Y*
- 30.94%
- 10Y*
- —
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
LEO-USD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | -0.33% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 66.40% | -21.30% |
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | -9.88% |
Correlation
The correlation between LEO-USD and BTC-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 | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 22, 2019 | 0.15 |
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Return for Risk
LEO-USD vs. BTC-USD — Risk / Return Rank
LEO-USD
BTC-USD
LEO-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Bitcoin (BTC-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.
| LEO-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.87 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.78 | +1.07 |
| Martin ratioReturn relative to average drawdown | 1.33 | -1.39 | +2.72 |
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
| LEO-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | -0.93 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.21 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.13 | -0.46 |
Drawdowns
LEO-USD vs. BTC-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LEO-USD and BTC-USD.
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Drawdown Indicators
| LEO-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -85.30% | +26.63% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -50.87% | +19.25% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -50.87% | +19.25% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -76.67% | +21.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -7.33% | -50.87% | +43.54% |
Average DrawdownAverage peak-to-trough decline | -27.96% | -42.29% | +14.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 34.02% | -25.96% |
Volatility
LEO-USD vs. BTC-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 6.60%, while Bitcoin (BTC-USD) has a volatility of 10.54%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 10.54% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 49.40% | 34.26% | +15.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.42% | 35.65% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.63% | 44.98% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.58% | 56.70% | -10.12% |
Frequently Asked Questions
LEO-USD and BTC-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.
BTC-USD has higher volatility (10.54%) compared to LEO-USD (6.60%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs BTC-USD's -85.30%.
LEO-USD currently has the higher Sharpe Ratio (0.18 vs -0.93), 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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