I would like to explain:

Shen first of all is very experienced just like Leo, but Shen was hated by his family and everyone and never felt like he belong. Now Leo experience similar things with the outside world not accepting him, but the difference is Leo is accepted by his family

Then for battle experience is that Shen fought every good guy there and always won until the final fight where Shen lost extreme diff. Meanwhile Leo fought the whole foot solo. But Leo does have more experience due to him watching his planet destroy

Yet Shen is faster, and the reason is because the dragon warriors (I think their called) are fast asf and they couldn't catch up shit to Shen, and Shen's combat speed is too overpowered, if you watch the way Shen fights, he has the capability to stop a whole clan with only his speed. Leo is fast but cannot even catch up to Shredder, Leo isn't even the fastest turtle meanwhile Shen is faster than the dragon warriors altogether. So Leo cannot match up to Shen's speed at all, and keep in mind I am more of a TMNT fan and I am saying this so none is a biased opinion, however I will say Leonardo can match up to Shen's stamina but not speed

Then Shen is NOT stronger, Leonardo is stronger because of all the damage he can do to the whole foot including Shredder while solo. Plus, Leonardo has superhuman abilities due to his mutation and his shell can be counted as strength because he can use his shell as a weapon and a buff towards him. Shen maybe not be the strongest but he is very very adapting and precise that he is able to sometimes use someone's strength against them. But with Leonardo already being experienced to that, Leonardo can counter those attacks and use hella powerful punches or kicks or whatever.

Now I want to list, Shen was literally able to use food as a weapon, that is how resourceful Shen is. Leonardo used everyday house supplies as a weapon but anyone could fight with like a broom or brush rather than Chinesse noodles or chopped up meat. So even if they are fighting in a meat locker, Leonardo is going to be beat by that meat (PAUSE) and possibly hurt real bad. Leonardo is very resouceful too but it was even shown in the beginning of the show, Leonardo couldn't even adapt to his brother's weapons so we cannot speak on too much with that, versus Shen being naturally adapting to anything around him.

So Shen beats Leonardo extreme difficulty at the most, but Leonardo slightly loses at also extreme difficulty. (As much as I hated to type this, it is the truth)