LEO-USD vs. SCHG
LEO-USD (UNUS SED LEO) is a cryptocurrency, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, LEO-USD returned 25.94%/yr vs 13.15%/yr for SCHG. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
LEO-USD vs. SCHG - 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 lower than SCHG's 4.99% 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%
SCHG
- 1D
- 1.12%
- 1M
- 0.15%
- 6M
- 7.02%
- YTD
- 4.99%
- 1Y
- 16.16%
- 3Y*
- 21.39%
- 5Y*
- 13.15%
- 10Y*
- 18.27%
- ALL TIME*
- 16.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
LEO-USD UNUS SED LEO | $3.11M | $3.77M | $7.01M |
| $247.66M | $249.87M | $339.91M |
LEO-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | 1.29% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 66.40% | -22.41% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.99% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 17.02% |
Correlation
The correlation between LEO-USD and SCHG is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 21, 2019 | 0.03 |
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Return for Risk
LEO-USD vs. SCHG — Risk / Return Rank
LEO-USD
SCHG
LEO-USD vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.83 | -0.56 |
| Martin ratioReturn relative to average drawdown | 1.16 | 2.62 | -1.46 |
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Drawdowns
LEO-USD vs. SCHG - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LEO-USD and SCHG.
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Drawdown Indicators
| LEO-USD | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -34.59% | -24.08% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -16.41% | -15.21% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -23.39% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -34.59% | -21.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -5.83% | -3.10% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -27.51% | -5.19% | -22.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.72% | 5.19% | +3.53% |
Volatility
LEO-USD vs. SCHG - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 3.29%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.32%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 4.32% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 35.63% | 12.90% | +22.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.19% | 16.67% | +25.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.80% | 22.42% | +21.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.11% | 21.59% | +24.52% |
Frequently Asked Questions
LEO-USD and SCHG 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.
SCHG has higher volatility (4.32%) compared to LEO-USD (3.29%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.82 vs 0.17), 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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