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

Performance

LEO-USD vs. ETC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UNUS SED LEO (LEO-USD) and Ethereum Classic (ETC-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 ETC-USD's -39.65% 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*

ETC-USD

1D
-0.86%
1M
-3.22%
6M
-44.09%
YTD
-39.65%
1Y
-61.95%
3Y*
-30.04%
5Y*
-31.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEO-USD vs. ETC-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%
ETC-USD
Ethereum Classic
-39.65%-54.13%13.87%39.62%-53.90%499.54%27.01%-39.72%

Correlation

The correlation between LEO-USD and ETC-USD is 0.06, 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

0.06

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

0.11

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

0.13

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

0.13

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Return for Risk

LEO-USD vs. ETC-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

ETC-USD
ETC-USD Risk / Return Rank: 4040
Overall Rank
ETC-USD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4040
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4545
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. ETC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Ethereum Classic (ETC-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-USDETC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.09

0.86

+0.23

Calmar ratioReturn relative to maximum drawdown

0.18

-0.86

+1.03

Martin ratioReturn relative to average drawdown

0.76

-1.20

+1.96

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

The current LEO-USD Sharpe Ratio is 0.11, which is higher than the ETC-USD Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of LEO-USD and ETC-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. ETC-USD - Drawdown Comparison

The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum ETC-USD drawdown of -95.18%. Use the drawdown chart below to compare losses from any high point for LEO-USD and ETC-USD.


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Drawdown Indicators


LEO-USDETC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-58.67%

-95.18%

+36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-72.46%

+40.84%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-82.26%

+50.64%

Max Drawdown (5Y)

Largest decline over 5 years

-55.67%

-90.94%

+35.27%

Current Drawdown

Current decline from peak

-7.91%

-95.10%

+87.19%

Average Drawdown

Average peak-to-trough decline

-27.68%

-73.85%

+46.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

46.39%

-37.77%

Volatility

LEO-USD vs. ETC-USD - Volatility Comparison

The current volatility for UNUS SED LEO (LEO-USD) is 5.63%, while Ethereum Classic (ETC-USD) has a volatility of 10.62%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than ETC-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-USDETC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

10.62%

-4.99%

Volatility (6M)

Calculated over the trailing 6-month period

36.54%

42.38%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

59.69%

-17.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.87%

71.39%

-26.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.28%

129.44%

-83.16%

Frequently Asked Questions


LEO-USD and ETC-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETC-USD has higher volatility (10.62%) compared to LEO-USD (5.63%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs ETC-USD's -95.18%.

LEO-USD currently has the higher Sharpe Ratio (0.11 vs -0.86), 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 ETC-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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