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Performance

XMR-USD Performance Chart

Monero (XMR-USD) is down 15.9% since the beginning of the year. XMR-USD is currently trading at $364 per share. Investors who bought $1,000 worth of XMR-USD shares 5 years ago would now be looking at an investment worth $1,263.


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S&P 500 Index

Returns By Period

Monero (XMR-USD) has returned -15.93% so far this year and 5.82% over the past 12 months. Looking at the last ten years, XMR-USD has achieved an annualized return of 80.14%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Monero

1D
11.86%
1M
-10.24%
YTD
-15.93%
6M
-10.67%
1Y
5.82%
3Y*
34.93%
5Y*
4.78%
10Y*
80.14%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD Monthly Returns History

Based on dividend-adjusted daily data since May 20, 2014, XMR-USD's average daily return is +0.29%, while the average monthly return is +9.59%. At this rate, an investment would double in approximately 0.6 years.

Historically, 51% of months were positive and 49% were negative. The best month was Aug 2016 with a return of +361.5%, while the worst month was Oct 2014 at -49.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 9 months.

On a daily basis, XMR-USD closed higher 51% of trading days. The best single day was Aug 28, 2016 with a return of +86.7%, while the worst single day was Mar 12, 2020 at -40.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.27%-27.60%-0.64%13.54%-3.28%-0.80%-15.93%
202523.60%-8.65%-1.31%29.63%16.62%0.16%-6.02%-14.55%12.89%13.27%30.01%-0.39%124.37%
2024-1.07%-15.50%-7.02%-6.97%23.79%13.70%-6.26%7.24%-8.59%1.01%3.98%19.06%16.94%
202320.78%-15.33%4.83%-1.57%-5.92%15.24%-4.17%-11.35%2.55%17.59%-1.38%-2.85%12.32%
2022-35.58%15.48%25.03%0.64%-7.61%-42.93%37.18%-3.74%-1.19%1.34%-4.76%3.32%-35.78%
2021-12.04%59.29%12.28%71.35%-35.46%-18.13%7.52%19.25%-12.39%9.59%-13.57%-3.51%46.22%

Benchmark Metrics

Monero has an annualized alpha of 26.28%, beta of 0.85, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 21, 2014.

  • This cryptocurrency participated in 135.11% of S&P 500 Index downside but only 33.34% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.02 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
26.28%
Beta
0.85
0.02
Upside Capture
33.34%
Downside Capture
135.11%

Return for Risk

Risk / Return Rank

XMR-USD ranks 88 for risk / return — in the top 88% of cryptocurrencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XMR-USD Risk / Return Rank: 8888
Overall Rank
XMR-USD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8686
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 8989
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9090
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 Monero (XMR-USD) and compare them to S&P 500 Index.


XMR-USDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.10

2.93

-2.83

Martin ratioReturn relative to average drawdown

0.19

13.52

-13.33

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 95.68%, occurring on Jan 14, 2015. Recovery took 592 trading sessions.

The current Monero drawdown is 48.80%.


Related event

Drawdown

Fall

Recovery

Underwater

2015 bear market2015
-95.68%Jan 2015
6mo 26d1y 7mo
2y 2moJun 2014 - Aug 2016
COVID crash2020
-93.09%Mar 2020
2y 2mo1y 1mo
3y 4moDec 2017 - May 2021
Bear market2022
-78.49%Jun 2022
1y 1mo3y 6mo
4y 8moMay 2021 - Jan 2026
2016 bear market2016
-67.40%Nov 2016
1mo 27d1mo 26d
3mo 23dSep 2016 - Dec 2016
2014 bear market2014
-64.69%Jun 2014
11d15d
26dMay 2014 - Jun 2014

Drawdown Indicators


XMR-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-56.78%

-38.90%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

-9.10%

-49.87%

Max Drawdown (3Y)

Largest decline over 3 years

-58.97%

-18.90%

-40.07%

Max Drawdown (5Y)

Largest decline over 5 years

-67.28%

-25.43%

-41.85%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

-33.92%

-59.17%

Current Drawdown

Current decline from peak

-48.80%

-0.74%

-48.06%

Average Drawdown

Average peak-to-trough decline

-62.54%

-10.72%

-51.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.93%

1.97%

+33.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XMR-USD

Add Monero to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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