LEO-USD vs. SOL-USD
LEO-USD (UNUS SED LEO) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 30.69%/yr vs 9.25%/yr for SOL-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
LEO-USD vs. SOL-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 SOL-USD's -47.43% 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*
- —
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
LEO-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | -2.71% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 32.97% |
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between LEO-USD and SOL-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.14 |
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Return for Risk
LEO-USD vs. SOL-USD — Risk / Return Rank
LEO-USD
SOL-USD
LEO-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Solana (SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.89 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.76 | +0.80 |
| Martin ratioReturn relative to average drawdown | 0.19 | -1.25 | +1.44 |
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 | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.79 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.09 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.82 | -0.17 |
Drawdowns
LEO-USD vs. SOL-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LEO-USD and SOL-USD.
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Drawdown Indicators
| LEO-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -96.27% | +37.60% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -74.89% | +43.27% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -76.27% | +44.65% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -96.27% | +40.60% |
Current DrawdownCurrent decline from peak | -9.55% | -75.03% | +65.48% |
Average DrawdownAverage peak-to-trough decline | -27.94% | -51.39% | +23.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 52.53% | -44.41% |
Volatility
LEO-USD vs. SOL-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 7.37%, while Solana (SOL-USD) has a volatility of 16.77%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 16.77% | -9.40% |
Volatility (6M)Calculated over the trailing 6-month period | 49.43% | 46.54% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.39% | 60.20% | -17.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.56% | 82.48% | -35.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.57% | 99.82% | -53.25% |
Frequently Asked Questions
LEO-USD and SOL-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (16.77%) compared to LEO-USD (7.37%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs SOL-USD's -96.27%.
LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.79), 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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