LEO-USD vs. XLM-USD
LEO-USD (UNUS SED LEO) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, LEO-USD returned 30.69%/yr vs -11.42%/yr for XLM-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
LEO-USD vs. XLM-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 XLM-USD's -0.74% 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*
- —
XLM-USD
- 1D
- -3.17%
- 1M
- 22.68%
- YTD
- -0.74%
- 6M
- -17.20%
- 1Y
- -25.67%
- 3Y*
- 30.82%
- 5Y*
- -11.42%
- 10Y*
- 62.20%
LEO-USD vs. XLM-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% |
XLM-USD Stellar | -0.74% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -67.03% |
Correlation
The correlation between LEO-USD and XLM-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 21, 2019 | 0.16 |
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Return for Risk
LEO-USD vs. XLM-USD — Risk / Return Rank
LEO-USD
XLM-USD
LEO-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) and Stellar (XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.01 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.36 | +0.40 |
| Martin ratioReturn relative to average drawdown | 0.19 | -0.52 | +0.71 |
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 | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.30 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.13 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.33 | +0.32 |
Drawdowns
LEO-USD vs. XLM-USD - Drawdown Comparison
The maximum LEO-USD drawdown since its inception was -58.67%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for LEO-USD and XLM-USD.
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Drawdown Indicators
| LEO-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -96.21% | +37.54% |
Max Drawdown (1Y)Largest decline over 1 year | -31.62% | -71.19% | +39.57% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -74.37% | +42.75% |
Max Drawdown (5Y)Largest decline over 5 years | -55.67% | -83.25% | +27.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -9.55% | -77.40% | +67.85% |
Average DrawdownAverage peak-to-trough decline | -27.94% | -72.14% | +44.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 49.94% | -41.82% |
Volatility
LEO-USD vs. XLM-USD - Volatility Comparison
The current volatility for UNUS SED LEO (LEO-USD) is 7.37%, while Stellar (XLM-USD) has a volatility of 43.03%. This indicates that LEO-USD experiences smaller price fluctuations and is considered to be less risky than XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 43.03% | -35.66% |
Volatility (6M)Calculated over the trailing 6-month period | 49.43% | 59.01% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.39% | 70.37% | -27.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.56% | 74.79% | -28.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.57% | 112.81% | -66.24% |
Frequently Asked Questions
LEO-USD and XLM-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.03%) compared to LEO-USD (7.37%). In terms of maximum drawdown, LEO-USD dropped -58.67% vs XLM-USD's -96.21%.
LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.30), 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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