^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 6.08%/yr vs 70.77%/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 29.71% return, which is significantly higher than XMR-USD's -28.67% return. Over the past 10 years, ^SPNY has underperformed XMR-USD with an annualized return of 6.08%, while XMR-USD has yielded a comparatively higher 70.77% annualized return.
^SPNY
- 1D
- 1.38%
- 1M
- -1.38%
- YTD
- 29.71%
- 6M
- 30.87%
- 1Y
- 37.29%
- 3Y*
- 13.46%
- 5Y*
- 16.48%
- 10Y*
- 6.08%
XMR-USD
- 1D
- -1.92%
- 1M
- -18.61%
- YTD
- -28.67%
- 6M
- -30.48%
- 1Y
- -0.91%
- 3Y*
- 23.63%
- 5Y*
- 8.83%
- 10Y*
- 70.77%
^SPNY vs. XMR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^SPNY S&P 500 Energy Index | 29.71% | 4.96% | 2.31% | -4.80% | 59.04% | 47.74% | -37.31% | 7.64% | -20.50% | -3.80% |
XMR-USD Monero | -28.67% | 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 0.06, 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 | 0.06 |
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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 20, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^SPNY | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | -0.02 | +3.32 |
| Martin ratioReturn relative to average drawdown | 9.31 | -0.03 | +9.34 |
Loading charts...
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 | -7.35% | -56.56% | +49.21% |
Average DrawdownAverage peak-to-trough decline | -16.77% | -62.50% | +45.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 39.22% | -34.83% |
Volatility
^SPNY vs. XMR-USD - Volatility Comparison
The current volatility for S&P 500 Energy Index (^SPNY) is 8.20%, while Monero (XMR-USD) has a volatility of 36.47%. 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 | 8.20% | 36.47% | -28.27% |
Volatility (6M)Calculated over the trailing 6-month period | 16.79% | 68.86% | -52.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 69.27% | -48.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 61.38% | -35.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 87.57% | -58.00% |
Frequently Asked Questions
^SPNY and XMR-USD have a correlation of 0.06, 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 (36.47%) compared to ^SPNY (8.20%). In terms of maximum drawdown, ^SPNY dropped -75.59% vs XMR-USD's -95.68%.
^SPNY currently has the higher Sharpe Ratio (1.98 vs -0.01), 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