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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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Popular comparisons:
XMR-USD vs. JPY=X XMR-USD vs. BTC-USD XMR-USD vs. ^GSPC XMR-USD vs. ETH-USD XMR-USD vs. DOW XMR-USD vs. SGLN.L XMR-USD vs. SOL-USD XMR-USD vs. VTI XMR-USD vs. LTC-USD XMR-USD vs. GME
Popular comparisons:
XMR-USD vs. JPY=X XMR-USD vs. BTC-USD XMR-USD vs. ^GSPC XMR-USD vs. ETH-USD XMR-USD vs. DOW XMR-USD vs. SGLN.L XMR-USD vs. SOL-USD XMR-USD vs. VTI XMR-USD vs. LTC-USD XMR-USD vs. GME

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.96%
12.14%
XMR-USD (Monero)
Benchmark (^GSPC)

Returns By Period

Monero had a return of -2.62% year-to-date (YTD) and -1.58% in the last 12 months.


XMR-USD

YTD

-2.62%

1M

2.39%

6M

15.91%

1Y

-1.58%

5Y (annualized)

25.26%

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 XMR-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%-16.29%-6.48%-6.95%24.31%13.16%-6.10%7.10%-8.58%0.85%-2.62%
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%
201749.15%93.75%188.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XMR-USD is 79, placing it in the top 21% 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 XMR-USD is 7979
Combined Rank
The Sharpe Ratio Rank of XMR-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 7777
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 7777
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for XMR-USD, currently valued at 0.27, compared to the broader market-0.500.000.501.001.502.000.272.54
The chart of Sortino ratio for XMR-USD, currently valued at 0.73, compared to the broader market-1.000.001.002.000.733.40
The chart of Omega ratio for XMR-USD, currently valued at 1.07, compared to the broader market0.901.001.101.201.301.071.47
The chart of Calmar ratio for XMR-USD, currently valued at 0.04, compared to the broader market0.200.400.600.801.001.200.043.66
The chart of Martin ratio for XMR-USD, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.001.2716.26
XMR-USD
^GSPC

The current Monero Sharpe ratio is 0.27. 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 Monero 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.27
2.54
XMR-USD (Monero)
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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-66.77%
-0.88%
XMR-USD (Monero)
Benchmark (^GSPC)

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 92.96%, occurring on Mar 12, 2020. Recovery took 422 trading sessions.

The current Monero drawdown is 66.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.96%Dec 21, 2017813Mar 12, 2020422May 8, 20211235
-78.46%May 10, 2021405Jun 18, 2022
-17.25%Nov 29, 20171Nov 29, 20175Dec 4, 20176
-12.65%Dec 8, 20173Dec 10, 20172Dec 12, 20175
-12.58%Nov 10, 20171Nov 10, 20172Nov 12, 20173

Volatility

Volatility Chart

The current Monero volatility is 12.49%, 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%JuneJulyAugustSeptemberOctoberNovember
12.49%
3.96%
XMR-USD (Monero)
Benchmark (^GSPC)