LEO-USD vs. SHIB-USD
LEO-USD (UNUS SED LEO) and SHIB-USD (Shiba Inu) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 30.69%/yr vs -7.82%/yr for SHIB-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
LEO-USD vs. SHIB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LEO-USD achieves a -2.71% return, which is significantly higher than SHIB-USD's -32.37% return.
LEO-USD
- 1D
- -2.29%
- 1M
- -8.57%
- YTD
- -2.71%
- 6M
- -2.09%
- 1Y
- 1.29%
- 3Y*
- 38.93%
- 5Y*
- 30.69%
- 10Y*
- —
SHIB-USD
- 1D
- -1.27%
- 1M
- -26.84%
- YTD
- -32.37%
- 6M
- -45.69%
- 1Y
- -62.72%
- 3Y*
- -16.06%
- 5Y*
- -7.82%
- 10Y*
- —
LEO-USD vs. SHIB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | -2.71% | 6.43% | 128.19% | 10.13% | -4.23% | 67.14% |
SHIB-USD Shiba Inu | -32.37% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
Correlation
The correlation between LEO-USD and SHIB-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.10 |
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Return for Risk
LEO-USD vs. SHIB-USD — Risk / Return Rank
LEO-USD
SHIB-USD
LEO-USD vs. SHIB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Shiba Inu (SHIB-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 | SHIB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.85 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.89 | +0.93 |
| Martin ratioReturn relative to average drawdown | 0.19 | -1.39 | +1.58 |
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 | SHIB-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.93 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.07 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.14 | +0.52 |
Drawdowns
LEO-USD vs. SHIB-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum SHIB-USD drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for LEO-USD and SHIB-USD.
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Drawdown Indicators
| LEO-USD | SHIB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -94.38% | +35.71% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -70.62% | +39.00% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -87.33% | +55.71% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -94.38% | +38.71% |
Current DrawdownCurrent decline from peak | -9.55% | -94.25% | +84.70% |
Average DrawdownAverage peak-to-trough decline | -27.94% | -80.14% | +52.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 44.51% | -36.39% |
Volatility
LEO-USD vs. SHIB-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 7.37%, while Shiba Inu (SHIB-USD) has a volatility of 14.65%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than SHIB-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 | SHIB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 14.65% | -7.28% |
Volatility (6M)Calculated over the trailing 6-month period | 49.43% | 45.88% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.39% | 55.90% | -13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.56% | 95.58% | -49.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.57% | 209.13% | -162.56% |
Frequently Asked Questions
LEO-USD and SHIB-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHIB-USD has higher volatility (14.65%) compared to LEO-USD (7.37%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs SHIB-USD's -94.38%.
LEO-USD currently has the higher Sharpe Ratio (0.03 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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