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Blockchains are essentially transparent, public archives of transactions and so **technically** if one client (or any 3rd party observer) wanted to try and tie one address to another, they could do this, especially depending on the crypto type – however it won’t be clear ***who*** owns or created these accounts or addresses.
For example, [UTXO](https://www.ledger.com/academy/glossary/unspent-transaction-output-utxo)-based blockchains such as Bitcoin generate fresh, new addresses each time you select to receive funds to your Bitcoin account (it will generate a fresh address), versus account-based models such as Ethereum (where the account stays the same).
With this in mind, it would take some time and effort to make such connections – and even then, blockchain technology provides pseudonymity such that no account or address can be tied to an individual with certainty, unless supplementary information is provided.
This also leaves room for plausible deniability in the case that someone does perhaps try to identify an address or account with an individual.
That being said, you can always generate a fresh account/address for each and every crypto you interact with (however this may be a bit burdensome) and this would technically allow one to obfuscate their transaction history entirely.