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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 1.29% return, which is significantly higher than DOT-USD's -56.02% 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%

DOT-USD

1D
3.69%
1M
-6.43%
6M
-49.16%
YTD
-56.02%
1Y
-77.83%
3Y*
-45.96%
5Y*
-46.20%
10Y*
ALL TIME*
-48.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DOT-USD

Polkadot
$59.06M$65.75M$126.85M
$3.11M$3.77M$7.01M

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


2026 (YTD)20252024202320222021
LEO-USD
UNUS SED LEO
1.29%6.43%128.19%10.13%-4.23%31.93%
DOT-USD
Polkadot
-56.02%-73.03%-22.95%96.80%-84.73%19.21%

Correlation

The correlation between LEO-USD and DOT-USD is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.11

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer 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 historical risk-adjusted metric ranks over the past 12 months.

LEO-USD
LEO-USD Risk / Return Rank: 9292
Overall Rank
LEO-USD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LEO-USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEO-USD Omega Ratio Rank: 9191
Omega Ratio Rank
LEO-USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
LEO-USD Martin Ratio Rank: 9696
Martin Ratio Rank

DOT-USD
DOT-USD Risk / Return Rank: 2323
Overall Rank
DOT-USD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DOT-USD Sortino Ratio Rank: 1919
Sortino Ratio Rank
DOT-USD Omega Ratio Rank: 2121
Omega Ratio Rank
DOT-USD Calmar Ratio Rank: 2525
Calmar Ratio Rank
DOT-USD Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+1.10

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.10

0.81

+0.30

Calmar ratioReturn relative to maximum drawdown

0.27

-0.93

+1.21

Martin ratioReturn relative to average drawdown

1.16

-1.32

+2.47

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

The current LEO-USD Sharpe Ratio is 0.17, which is higher than the DOT-USD Sharpe Ratio of -0.93. 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 -98.59%. 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%

-98.59%

+39.92%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-83.28%

+51.66%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-93.44%

+61.82%

Max Drawdown (5Y)

Largest decline over 5 years

-55.67%

-98.59%

+42.92%

Current Drawdown

Current decline from peak

-5.83%

-98.54%

+92.71%

Average Drawdown

Average peak-to-trough decline

-27.51%

-81.53%

+54.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

44.13%

-35.41%

Volatility

LEO-USD vs. DOT-USD - Volatility Comparison

The current volatility for UNUS SED LEO (LEO-USD) is 3.29%, while Polkadot (DOT-USD) has a volatility of 14.62%. 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

3.29%

14.62%

-11.33%

Volatility (6M)

Calculated over the trailing 6-month period

35.63%

53.10%

-17.47%

Volatility (1Y)

Calculated over the trailing 1-year period

42.19%

69.85%

-27.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.80%

71.29%

-27.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.11%

72.10%

-25.99%

Frequently Asked Questions


LEO-USD and DOT-USD have a correlation of 0.11, 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 (14.62%) compared to LEO-USD (3.29%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs DOT-USD's -98.59%.

LEO-USD currently has the higher Sharpe Ratio (0.17 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.

Portfolio Optimizer

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

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