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

Performance

XRP-USD vs. LEO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-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, XRP-USD achieves a -37.24% return, which is significantly lower than LEO-USD's -2.71% return.


XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
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)

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


2026 (YTD)2025202420232022202120202019
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-51.54%
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 XRP-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

0.16

Correlation (All Time)
Calculated using the full available price history since May 21, 2019

0.16

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Return for Risk

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

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

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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.

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

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


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

-0.75

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

0.90

1.07

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.71

0.04

-0.75

Martin ratioReturn relative to average drawdown

-1.13

0.19

-1.32

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

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the LEO-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of XRP-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


XRP-USDLEO-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

0.03

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.55

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Drawdowns

XRP-USD vs. LEO-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, 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 XRP-USD and LEO-USD.


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Drawdown Indicators


XRP-USDLEO-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-58.67%

-37.20%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-31.62%

-37.61%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-31.62%

-37.61%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-55.67%

-22.16%

Current Drawdown

Current decline from peak

-67.51%

-9.55%

-57.96%

Average Drawdown

Average peak-to-trough decline

-71.01%

-27.94%

-43.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

8.12%

+35.86%

Volatility

XRP-USD vs. LEO-USD - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to UNUS SED LEO (LEO-USD) at 7.37%. This indicates that XRP-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


XRP-USDLEO-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

7.37%

+6.83%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

49.43%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

42.39%

+13.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

46.56%

+25.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

46.57%

+65.23%

Frequently Asked Questions


XRP-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.

XRP-USD has higher volatility (14.20%) compared to LEO-USD (7.37%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs LEO-USD's -58.67%.

LEO-USD currently has the higher Sharpe Ratio (0.03 vs -0.73), 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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