PortfoliosLab logoPortfoliosLab logo
Stellar (XLM-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Loading graphics...

S&P 500 Index

Returns By Period

Stellar (XLM-USD) has returned -15.93% so far this year and -36.06% over the past 12 months. Looking at the last ten years, XLM-USD has achieved an annualized return of 55.14%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Stellar

1D
0.88%
1M
9.42%
YTD
-15.93%
6M
-53.65%
1Y
-36.06%
3Y*
15.93%
5Y*
-16.83%
10Y*
55.14%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 4, 2014, XLM-USD's average daily return is +0.32%, while the average monthly return is +14.79%. At this rate, your investment would double in approximately 0.4 years.

Historically, 42% of months were positive and 58% were negative. The best month was May 2017 with a return of +601.0%, while the worst month was Oct 2014 at -48.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XLM-USD closed higher 49% of trading days. The best single day was May 7, 2017 with a return of +113.4%, while the worst single day was Mar 12, 2020 at -33.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.90%-12.11%6.16%-15.93%
202524.66%-30.84%-7.80%2.69%-2.51%-9.89%68.41%-12.04%3.22%-16.30%-18.59%-19.09%-39.55%
2024-14.83%11.20%15.42%-23.66%-1.36%-14.21%10.30%-7.90%6.40%-6.24%469.33%-36.82%157.40%
202327.68%-3.91%28.87%-15.89%-1.96%19.58%35.57%-23.46%-2.24%7.93%-2.40%9.03%81.66%
2022-25.05%-1.02%15.55%-26.01%-10.89%-25.42%4.73%-11.27%9.85%-3.02%-19.24%-20.93%-73.35%
2021140.64%32.26%-0.18%30.75%-24.12%-29.35%0.11%19.16%-17.82%33.87%-9.92%-20.73%108.68%

Benchmark Metrics

Stellar has an annualized alpha of 76.04%, beta of 1.04, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since August 05, 2014.

  • This cryptocurrency captured 102.12% of S&P 500 Index gains but only 92.27% of its losses — a favorable profile for investors.
  • R² of 0.03 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
76.04%
Beta
1.04
0.03
Upside Capture
102.12%
Downside Capture
92.27%

Return for Risk

Risk / Return Rank

XLM-USD ranks 45 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XLM-USD Risk / Return Rank: 4545
Overall Rank
XLM-USD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 6060
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 2424
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 2424
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Stellar (XLM-USD) and compare them to a chosen benchmark (S&P 500 Index).


XLM-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.48

0.90

-1.37

Sortino ratio

Return per unit of downside risk

-0.34

1.39

-1.73

Omega ratio

Gain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratio

Return relative to maximum drawdown

-1.15

1.40

-2.55

Martin ratio

Return relative to average drawdown

-1.76

6.61

-8.37

Explore XLM-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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.


Loading graphics...

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 96.21%, occurring on Mar 12, 2020. The portfolio has not yet recovered.

The current Stellar drawdown is 80.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.21%Jan 4, 2018799Mar 12, 2020
-83.33%May 22, 2017123Sep 21, 201768Nov 28, 2017191
-76.72%Dec 27, 2014518May 27, 2016342May 4, 2017860
-70.25%Aug 11, 2014100Nov 18, 201430Dec 18, 2014130
-34.6%May 8, 20172May 9, 20177May 16, 20179

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...