XLM-USD vs. LEO-USD
XLM-USD (Stellar) and LEO-USD (UNUS SED LEO) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -11.42%/yr vs 30.69%/yr for LEO-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
XLM-USD vs. LEO-USD - Performance Comparison
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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*
- —
XLM-USD vs. LEO-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
XLM-USD
LEO-USD
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-USD | LEO-USD | Difference | |
|---|---|---|---|
| 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 |
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
| XLM-USD | LEO-USD | Difference | |
|---|---|---|---|
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-USD | LEO-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -77.40% | -9.55% | -67.85% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -27.94% | -44.20% |
Ulcer IndexDepth 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-USD | LEO-USD | Difference | |
|---|---|---|---|
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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