^SPNY vs. XMR-USD
^SPNY (S&P 500 Energy Index) is an index, while XMR-USD (Monero) is a cryptocurrency. Over the past 10 years, ^SPNY returned 5.93%/yr vs 80.14%/yr for XMR-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
^SPNY vs. XMR-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ^SPNY achieves a 27.95% return, which is significantly higher than XMR-USD's -15.93% return. Over the past 10 years, ^SPNY has underperformed XMR-USD with an annualized return of 5.93%, while XMR-USD has yielded a comparatively higher 80.14% annualized return.
^SPNY
- 1D
- 0.99%
- 1M
- -2.92%
- YTD
- 27.95%
- 6M
- 26.25%
- 1Y
- 38.84%
- 3Y*
- 12.94%
- 5Y*
- 16.29%
- 10Y*
- 5.93%
XMR-USD
- 1D
- 11.86%
- 1M
- -10.24%
- YTD
- -15.93%
- 6M
- -10.67%
- 1Y
- 5.82%
- 3Y*
- 34.93%
- 5Y*
- 4.78%
- 10Y*
- 80.14%
^SPNY vs. XMR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^SPNY S&P 500 Energy Index | 27.95% | 4.96% | 2.31% | -4.80% | 59.04% | 47.74% | -37.31% | 7.64% | -20.50% | -3.80% |
XMR-USD Monero | -15.93% | 124.37% | 16.94% | 12.32% | -35.78% | 46.22% | 252.56% | -2.31% | -86.51% | 2,339.73% |
Correlation
The correlation between ^SPNY and XMR-USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 21, 2014 | 0.07 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
^SPNY vs. XMR-USD — Risk / Return Rank
^SPNY
XMR-USD
^SPNY vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Energy Index (^SPNY) and Monero (XMR-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ^SPNY | XMR-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.07 | +1.89 |
Sortino ratioReturn per unit of downside risk | 2.56 | 0.67 | +1.89 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.08 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 0.10 | +3.17 |
Martin ratioReturn relative to average drawdown | 9.27 | 0.19 | +9.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ^SPNY | XMR-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.07 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.06 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.76 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.49 | -0.23 |
Drawdowns
^SPNY vs. XMR-USD - Drawdown Comparison
The maximum ^SPNY drawdown since its inception was -75.59%, smaller than the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for ^SPNY and XMR-USD.
Loading charts...
Drawdown Indicators
| ^SPNY | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.59% | -95.68% | +20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -58.97% | +46.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.58% | -58.97% | +37.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.33% | -67.28% | +40.95% |
Max Drawdown (10Y)Largest decline over 10 years | -68.94% | -93.09% | +24.15% |
Current DrawdownCurrent decline from peak | -8.61% | -48.80% | +40.19% |
Average DrawdownAverage peak-to-trough decline | -16.77% | -62.54% | +45.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 35.93% | -31.56% |
Volatility
^SPNY vs. XMR-USD - Volatility Comparison
The current volatility for S&P 500 Energy Index (^SPNY) is 8.12%, while Monero (XMR-USD) has a volatility of 25.10%. This indicates that ^SPNY experiences smaller price fluctuations and is considered to be less risky than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ^SPNY | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 25.10% | -16.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 64.99% | -48.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 66.29% | -45.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 61.98% | -35.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 87.69% | -58.12% |
Frequently Asked Questions
^SPNY and XMR-USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (25.10%) compared to ^SPNY (8.12%). In terms of maximum drawdown, ^SPNY dropped -75.59% vs XMR-USD's -95.68%.
^SPNY currently has the higher Sharpe Ratio (1.96 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ^SPNY and XMR-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer