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Monero (XMR-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Monero (XMR-USD) returned 68.61% year-to-date (YTD) and 147.43% over the past 12 months. Over the past 10 years, XMR-USD delivered an annualized return of 91.38%, outperforming the S&P 500 benchmark at 10.35%.


XMR-USD

YTD

68.61%

1M

57.80%

6M

101.16%

1Y

147.43%

5Y*

39.66%

10Y*

91.38%

^GSPC (Benchmark)

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202523.36%-8.97%-1.07%29.61%17.09%68.61%
2024-0.71%-16.29%-6.48%-6.95%24.31%13.16%-6.10%7.10%-8.58%0.85%4.27%19.15%17.19%
202320.58%-15.38%4.94%-0.79%-6.64%15.21%-4.17%-11.34%2.51%17.61%-1.49%-2.80%12.05%
2022-35.59%15.48%24.98%0.92%-7.51%-43.20%37.32%-3.76%-1.15%1.25%-4.71%3.63%-35.63%
2021-11.82%57.89%12.92%71.40%-35.31%-18.56%8.05%19.16%-12.36%9.12%-13.01%-3.89%46.15%
202061.75%-7.77%-28.14%30.77%4.14%-2.35%32.94%10.52%15.86%16.81%2.67%20.71%251.31%
2019-5.55%12.50%13.77%11.11%50.12%-5.87%-8.05%-16.29%-15.87%4.36%-7.64%-18.62%-3.59%
2018-21.81%4.69%-37.15%35.03%-35.86%-15.76%-6.63%-4.63%-0.34%-10.69%-44.34%-20.01%-86.76%
2017-5.79%-5.46%67.29%15.52%76.30%4.54%-8.90%252.45%-31.80%-8.47%105.53%93.75%2,432.15%
20162.77%80.07%60.90%-34.56%1.33%72.87%13.62%370.49%-1.99%-39.14%74.75%54.07%2,830.22%
2015-34.58%50.24%112.31%-44.75%-10.03%10.95%14.93%-18.73%-14.42%1.16%-2.30%19.02%8.22%
2014-7.49%29.20%1.88%-14.93%-43.82%-50.21%-6.53%-23.41%-79.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, XMR-USD is among the top 9% of cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XMR-USD is 9191
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9696
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 Monero (XMR-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Monero Sharpe ratios as of May 12, 2025 (values are recalculated daily):

  • 1-Year: 2.39
  • 5-Year: 0.49
  • 10-Year: 0.85
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Monero compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Monero. 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 Monero was 95.54%, occurring on Jan 14, 2015. Recovery took 591 trading sessions.

The current Monero drawdown is 32.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.54%Jun 22, 2014207Jan 14, 2015591Aug 27, 2016798
-92.96%Dec 21, 2017813Mar 12, 2020422May 8, 20211235
-78.46%May 10, 2021405Jun 18, 2022
-67.72%Sep 6, 201658Nov 2, 201656Dec 28, 2016114
-66.49%May 25, 201412Jun 6, 201414Jun 20, 201426

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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