SOL-USD vs. LEO-USD
SOL-USD (Solana) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 9.25%/yr vs 30.69%/yr for LEO-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
SOL-USD vs. LEO-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -47.43% return, which is significantly lower than LEO-USD's -2.71% return.
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
- 1D
- -2.29%
- 1M
- -8.57%
- YTD
- -2.71%
- 6M
- -2.09%
- 1Y
- 1.29%
- 3Y*
- 38.93%
- 5Y*
- 30.69%
- 10Y*
- —
SOL-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
LEO-USD UNUS SED LEO | -2.71% | 6.43% | 128.19% | 10.13% | -4.23% | 177.40% | 32.97% |
Correlation
The correlation between SOL-USD and LEO-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
SOL-USD vs. LEO-USD — Risk / Return Rank
SOL-USD
LEO-USD
SOL-USD vs. LEO-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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.
| SOL-USD | LEO-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 | 0.89 | 1.07 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.04 | -0.80 |
| Martin ratioReturn relative to average drawdown | -1.25 | 0.19 | -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
| SOL-USD | LEO-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.03 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.55 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.65 | +0.17 |
Drawdowns
SOL-USD vs. LEO-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, 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 SOL-USD and LEO-USD.
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Drawdown Indicators
| SOL-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -58.67% | -37.60% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -31.62% | -43.27% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -31.62% | -44.65% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -55.67% | -40.60% |
Current DrawdownCurrent decline from peak | -75.03% | -9.55% | -65.48% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -27.94% | -23.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 8.12% | +44.41% |
Volatility
SOL-USD vs. LEO-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that SOL-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
| SOL-USD | LEO-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 7.37% | +9.40% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 49.43% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 42.39% | +17.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 46.56% | +35.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 46.57% | +53.25% |
Frequently Asked Questions
SOL-USD and LEO-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, SOL-USD dropped -96.27% vs LEO-USD's -58.67%.
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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