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

Performance

SOL-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
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.

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-USDLEO-USDDifference
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

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

The current SOL-USD Sharpe Ratio is -0.79, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SOL-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


SOL-USDLEO-USDDifference

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-USDLEO-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-75.03%

-9.55%

-65.48%

Average Drawdown

Average peak-to-trough decline

-51.39%

-27.94%

-23.45%

Ulcer Index

Depth 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-USDLEO-USDDifference

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.

Portfolio Optimizer

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