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SHIB-USD vs. LEO-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SHIB-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiba Inu (SHIB-USD) and UNUS SED LEO (LEO-USD). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHIB-USD vs. LEO-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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Return for Risk

SHIB-USD vs. LEO-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHIB-USD
SHIB-USD Risk / Return Rank: 2828
Overall Rank
SHIB-USD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHIB-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SHIB-USD Omega Ratio Rank: 3131
Omega Ratio Rank
SHIB-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
SHIB-USD Martin Ratio Rank: 2727
Martin Ratio Rank

LEO-USD
LEO-USD Risk / Return Rank: 8989
Overall Rank
LEO-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEO-USD Sortino Ratio Rank: 8484
Sortino Ratio Rank
LEO-USD Omega Ratio Rank: 8888
Omega Ratio Rank
LEO-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
LEO-USD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDLEO-USDDifference
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

SHIB-USD vs. LEO-USD - Sharpe Ratio Comparison

The current SHIB-USD Sharpe Ratio is -0.93, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SHIB-USD and LEO-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SHIB-USDLEO-USDDifference

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.


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Drawdown Indicators


SHIB-USDLEO-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.25%

-9.55%

-84.70%

Average Drawdown

Average peak-to-trough decline

-80.14%

-27.94%

-52.20%

Ulcer Index

Depth 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.


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Volatility by Period


SHIB-USDLEO-USDDifference

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.

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