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

Performance

LEO-USD vs. DOT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UNUS SED LEO (LEO-USD) and Polkadot (DOT-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 DOT-USD's -52.60% 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*

DOT-USD

1D
-0.70%
1M
-11.49%
6M
-59.04%
YTD
-52.60%
1Y
-78.24%
3Y*
-46.24%
5Y*
-42.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LEO-USD
UNUS SED LEO
-0.95%6.43%128.19%10.13%-4.23%31.93%
DOT-USD
Polkadot
-52.60%-73.03%-22.95%96.80%-84.73%19.21%

Correlation

The correlation between LEO-USD and DOT-USD is 0.10, 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

0.10

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

0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.05

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Return for Risk

LEO-USD vs. DOT-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

DOT-USD
DOT-USD Risk / Return Rank: 1212
Overall Rank
DOT-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1010
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 1414
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 77
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 66
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. DOT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Polkadot (DOT-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-USDDOT-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.09

0.81

+0.28

Calmar ratioReturn relative to maximum drawdown

0.18

-0.95

+1.13

Martin ratioReturn relative to average drawdown

0.76

-1.39

+2.16

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

The current LEO-USD Sharpe Ratio is 0.11, which is higher than the DOT-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of LEO-USD and DOT-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. DOT-USD - Drawdown Comparison

The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum DOT-USD drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for LEO-USD and DOT-USD.


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Drawdown Indicators


LEO-USDDOT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-58.67%

-98.50%

+39.83%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-82.23%

+50.61%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-93.00%

+61.38%

Max Drawdown (5Y)

Largest decline over 5 years

-55.67%

-98.50%

+42.83%

Current Drawdown

Current decline from peak

-7.91%

-98.43%

+90.52%

Average Drawdown

Average peak-to-trough decline

-27.68%

-81.34%

+53.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

54.29%

-45.67%

Volatility

LEO-USD vs. DOT-USD - Volatility Comparison

The current volatility for UNUS SED LEO (LEO-USD) is 5.63%, while Polkadot (DOT-USD) has a volatility of 13.65%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than DOT-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-USDDOT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

13.65%

-8.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.54%

55.69%

-19.15%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

70.41%

-28.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.87%

71.79%

-26.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.28%

72.38%

-26.10%

Frequently Asked Questions


LEO-USD and DOT-USD have a correlation of 0.10, 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 (13.65%) compared to LEO-USD (5.63%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs DOT-USD's -98.50%.

LEO-USD currently has the higher Sharpe Ratio (0.11 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.

Portfolio Optimizer

Find the right allocation for LEO-USD and DOT-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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