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

Performance

XLM-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-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, XLM-USD achieves a -0.74% return, which is significantly higher than LEO-USD's -2.71% return.


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

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)

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


2026 (YTD)2025202420232022202120202019
XLM-USD
Stellar
-0.74%-39.55%157.40%81.66%-73.35%108.68%184.76%-67.03%
LEO-USD
UNUS SED LEO
-2.71%6.43%128.19%10.13%-4.23%177.40%66.40%-22.41%

Correlation

The correlation between XLM-USD and LEO-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

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

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

XLM-USD
XLM-USD Risk / Return Rank: 7878
Overall Rank
XLM-USD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7979
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 8080
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.

XLM-USD vs. LEO-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-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.


XLM-USDLEO-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.36

0.04

-0.40

Martin ratioReturn relative to average drawdown

-0.52

0.19

-0.71

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

The current XLM-USD Sharpe Ratio is -0.30, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of XLM-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


XLM-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.03

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.55

-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

0.33

0.65

-0.32

Drawdowns

XLM-USD vs. LEO-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, 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 XLM-USD and LEO-USD.


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Drawdown Indicators


XLM-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-58.67%

-37.54%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-31.62%

-39.57%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-31.62%

-42.75%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-55.67%

-27.58%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

Current Drawdown

Current decline from peak

-77.40%

-9.55%

-67.85%

Average Drawdown

Average peak-to-trough decline

-72.14%

-27.94%

-44.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.94%

8.12%

+41.82%

Volatility

XLM-USD vs. LEO-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.03% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that XLM-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


XLM-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.03%

7.37%

+35.66%

Volatility (6M)

Calculated over the trailing 6-month period

59.01%

49.43%

+9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

70.37%

42.39%

+27.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.79%

46.56%

+28.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.81%

46.57%

+66.24%

Frequently Asked Questions


XLM-USD and LEO-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, XLM-USD dropped -96.21% vs LEO-USD's -58.67%.

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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