SHIB-USD vs. LEO-USD
SHIB-USD (Shiba Inu) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 5 years, SHIB-USD returned -7.82%/yr vs 30.69%/yr for LEO-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
SHIB-USD vs. LEO-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SHIB-USD achieves a -32.37% return, which is significantly lower than LEO-USD's -2.71% return.
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
- 1D
- -2.29%
- 1M
- -8.57%
- YTD
- -2.71%
- 6M
- -2.09%
- 1Y
- 1.29%
- 3Y*
- 38.93%
- 5Y*
- 30.69%
- 10Y*
- —
SHIB-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHIB-USD Shiba Inu | -32.37% | -67.39% | 104.35% | 28.13% | -75.84% | 3,240.00% |
LEO-USD UNUS SED LEO | -2.71% | 6.43% | 128.19% | 10.13% | -4.23% | 67.14% |
Correlation
The correlation between SHIB-USD and LEO-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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SHIB-USD vs. LEO-USD — Risk / Return Rank
SHIB-USD
LEO-USD
SHIB-USD vs. LEO-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) and UNUS SED LEO (LEO-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.
| SHIB-USD | LEO-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 | 0.85 | 1.07 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.04 | -0.93 |
| Martin ratioReturn relative to average drawdown | -1.39 | 0.19 | -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. | |||
Loading charts...
Sharpe Ratios by Period
| SHIB-USD | LEO-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 0.03 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.55 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.65 | -0.52 |
Drawdowns
SHIB-USD vs. LEO-USD - Drawdown Comparison
The maximum SHIB-USD drawdown since its inception was -94.38%, which is greater than LEO-USD's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and LEO-USD.
Loading charts...
Drawdown Indicators
| SHIB-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.38% | -58.67% | -35.71% |
Max Drawdown (1Y)Largest decline over 1 year | -70.62% | -31.62% | -39.00% |
Max Drawdown (3Y)Largest decline over 3 years | -87.33% | -31.62% | -55.71% |
Max Drawdown (5Y)Largest decline over 5 years | -94.38% | -55.67% | -38.71% |
Current DrawdownCurrent decline from peak | -94.25% | -9.55% | -84.70% |
Average DrawdownAverage peak-to-trough decline | -80.14% | -27.94% | -52.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.51% | 8.12% | +36.39% |
Volatility
SHIB-USD vs. LEO-USD - Volatility Comparison
Shiba Inu (SHIB-USD) has a higher volatility of 14.65% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that SHIB-USD's price experiences larger fluctuations and is considered to be riskier than LEO-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SHIB-USD | LEO-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 7.37% | +7.28% |
Volatility (6M)Calculated over the trailing 6-month period | 45.88% | 49.43% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.90% | 42.39% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.58% | 46.56% | +49.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.13% | 46.57% | +162.56% |
Frequently Asked Questions
SHIB-USD and LEO-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, SHIB-USD dropped -94.38% vs LEO-USD's -58.67%.
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.
Find the right allocation for SHIB-USD and LEO-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer