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

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

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.


0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
141.34%
12.93%
XLM-USD (Stellar)
Benchmark (^GSPC)

Returns By Period

Stellar had a return of 104.14% year-to-date (YTD) and 122.85% in the last 12 months.


XLM-USD

YTD

104.14%

1M

176.72%

6M

141.34%

1Y

122.85%

5Y (annualized)

34.25%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

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%10.49%-8.03%6.44%-6.17%104.14%
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 risk-adjusted rank of XLM-USD is 96, placing it in the top 4% 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 9696
Combined Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9393
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 1.56, compared to the broader market-0.500.000.501.001.502.001.562.54
The chart of Sortino ratio for XLM-USD, currently valued at 2.96, compared to the broader market-1.000.001.002.002.963.40
The chart of Omega ratio for XLM-USD, currently valued at 1.31, compared to the broader market0.901.001.101.201.301.311.47
The chart of Calmar ratio for XLM-USD, currently valued at 0.83, compared to the broader market0.200.400.600.801.001.200.833.66
The chart of Martin ratio for XLM-USD, currently valued at 4.83, compared to the broader market0.002.004.006.008.0010.0012.004.8316.26
XLM-USD
^GSPC

The current Stellar Sharpe ratio is 1.56. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.56
2.54
XLM-USD (Stellar)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-70.63%
-0.88%
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 70.63%.


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 49.77%, 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%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
49.77%
3.96%
XLM-USD (Stellar)
Benchmark (^GSPC)