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Stellar (XLM-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Stellar

Popular comparisons: XLM-USD vs. XRP-USD, XLM-USD vs. ADA-USD, XLM-USD vs. LTC-USD, XLM-USD vs. LINK-USD, XLM-USD vs. BTC-USD, XLM-USD vs. BNB-USD, XLM-USD vs. VOO, XLM-USD vs. USDT-USD, XLM-USD vs. ETH-USD, XLM-USD vs. SPTM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stellar, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
167.68%
119.27%
XLM-USD (Stellar)
Benchmark (^GSPC)

S&P 500

Returns By Period

Stellar had a return of -17.08% year-to-date (YTD) and -17.08% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-17.08%18.81%
1 month8.01%4.34%
6 months-9.80%18.91%
1 year-17.08%25.30%
5 years (annualized)3.77%13.65%
10 years (annualized)N/A11.13%

Monthly Returns

The table below presents the monthly returns of XLM-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-14.79%10.96%15.73%-23.67%-1.26%-14.36%-17.08%
202327.55%-4.09%28.78%-15.56%-2.19%19.57%35.84%-23.53%-2.31%7.96%-2.45%9.00%81.26%
2022-25.27%-1.47%15.94%-25.80%-11.33%-25.46%5.21%-11.47%9.74%-2.64%-19.40%-20.77%-73.39%
2021138.14%33.02%1.04%28.87%-23.82%-29.85%0.96%19.28%-18.18%33.73%-9.84%-20.46%108.30%
202036.11%-6.66%-28.91%65.74%4.33%-5.04%44.53%0.39%-23.11%3.81%160.18%-36.48%183.85%
2019-26.75%3.48%25.90%-7.15%33.73%-21.93%-19.56%-25.02%-2.37%6.14%-8.55%-24.17%-59.91%
201849.63%-38.14%-38.07%105.37%-30.14%-34.80%43.73%-20.12%16.90%-13.92%-29.02%-28.88%-68.73%
201782.42%395.06%803.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XLM-USD is 13, indicating that it is in the bottom 13% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XLM-USD is 1313
XLM-USD (Stellar)
The Sharpe Ratio Rank of XLM-USD is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 1313Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 1313Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 77Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 1616Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Stellar (XLM-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XLM-USD
Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00-0.38
Sortino ratio
The chart of Sortino ratio for XLM-USD, currently valued at -0.19, compared to the broader market0.001.002.003.004.00-0.19
Omega ratio
The chart of Omega ratio for XLM-USD, currently valued at 0.98, compared to the broader market0.901.001.101.201.301.400.98
Calmar ratio
The chart of Calmar ratio for XLM-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.00
Martin ratio
The chart of Martin ratio for XLM-USD, currently valued at -0.93, compared to the broader market0.005.0010.0015.0020.0025.00-0.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market0.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market0.001.002.003.004.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.901.001.101.201.301.401.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market1.002.003.004.005.006.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.57, compared to the broader market0.005.0010.0015.0020.0025.008.57

Sharpe Ratio

The current Stellar Sharpe ratio is -0.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Stellar with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.38
2.31
XLM-USD (Stellar)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%FebruaryMarchAprilMayJuneJuly
-88.07%
0
XLM-USD (Stellar)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Stellar. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Stellar was 96.27%, occurring on Mar 12, 2020. The portfolio has not yet recovered.

The current Stellar drawdown is 88.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.27%Jan 4, 2018799Mar 12, 2020
-29.45%Nov 10, 20173Nov 12, 201710Nov 22, 201713
-21.56%Dec 19, 20174Dec 22, 20177Dec 29, 201711
-21.34%Dec 7, 20174Dec 10, 20172Dec 12, 20176
-20.87%Nov 29, 20171Nov 29, 20172Dec 1, 20173

Volatility

Volatility Chart

The current Stellar volatility is 19.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%FebruaryMarchAprilMayJuneJuly
19.11%
2.04%
XLM-USD (Stellar)
Benchmark (^GSPC)