LEO-USD vs. TRX-USD
LEO-USD (UNUS SED LEO) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 30.69%/yr vs 34.02%/yr for TRX-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
LEO-USD vs. TRX-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 lower than TRX-USD's 14.63% 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*
- —
TRX-USD
- 1D
- -0.32%
- 1M
- -7.01%
- YTD
- 14.63%
- 6M
- 15.78%
- 1Y
- 15.52%
- 3Y*
- 65.45%
- 5Y*
- 34.02%
- 10Y*
- —
LEO-USD vs. TRX-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LEO-USD UNUS SED LEO | -2.71% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 66.40% | -22.41% |
TRX-USD Tronix | 14.63% | 11.86% | 135.87% | 97.75% | -27.86% | 180.88% | 102.08% | -53.35% |
Correlation
The correlation between LEO-USD and TRX-USD is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
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. TRX-USD — Risk / Return Rank
LEO-USD
TRX-USD
LEO-USD vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Tronix (TRX-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 | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.10 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.58 | -0.54 |
| Martin ratioReturn relative to average drawdown | 0.19 | 1.03 | -0.84 |
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 | TRX-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.53 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.60 | +0.06 |
Drawdowns
LEO-USD vs. TRX-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for LEO-USD and TRX-USD.
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Drawdown Indicators
| LEO-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -95.89% | +37.22% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -26.58% | -5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -50.98% | +19.36% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -59.60% | +3.93% |
Current DrawdownCurrent decline from peak | -9.55% | -24.78% | +15.23% |
Average DrawdownAverage peak-to-trough decline | -27.94% | -62.54% | +34.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 13.66% | -5.54% |
Volatility
LEO-USD vs. TRX-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 7.37%, while Tronix (TRX-USD) has a volatility of 8.62%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than TRX-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 | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 8.62% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 49.43% | 18.03% | +31.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.39% | 24.31% | +18.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.56% | 58.52% | -11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.57% | 110.30% | -63.73% |
Frequently Asked Questions
LEO-USD and TRX-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRX-USD has higher volatility (8.62%) compared to LEO-USD (7.37%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.53 vs 0.03), 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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