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^SPNY vs. XMR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SPNY vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Energy Index (^SPNY) and Monero (XMR-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SPNY achieves a 29.71% return, which is significantly higher than XMR-USD's -28.16% 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 77.53% annualized return.


^SPNY

1D
1.38%
1M
2.45%
YTD
29.71%
6M
28.05%
1Y
43.70%
3Y*
13.46%
5Y*
16.48%
10Y*
6.08%

XMR-USD

1D
-16.60%
1M
-25.14%
YTD
-28.16%
6M
-21.98%
1Y
-1.73%
3Y*
28.39%
5Y*
2.71%
10Y*
77.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SPNY vs. XMR-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^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
-28.16%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

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Return for Risk

^SPNY vs. XMR-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPNY
^SPNY Risk / Return Rank: 6868
Overall Rank
^SPNY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^SPNY Sortino Ratio Rank: 6565
Sortino Ratio Rank
^SPNY Omega Ratio Rank: 6363
Omega Ratio Rank
^SPNY Calmar Ratio Rank: 8282
Calmar Ratio Rank
^SPNY Martin Ratio Rank: 6262
Martin Ratio Rank

XMR-USD
XMR-USD Risk / Return Rank: 8787
Overall Rank
XMR-USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8686
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 8888
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.

^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.


^SPNYXMR-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.32

1.06

+0.26

Calmar ratioReturn relative to maximum drawdown

3.30

-0.03

+3.33

Martin ratioReturn relative to average drawdown

9.31

-0.06

+9.37

^SPNY vs. XMR-USD - Sharpe Ratio Comparison

The current ^SPNY Sharpe Ratio is 1.98, which is higher than the XMR-USD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of ^SPNY and XMR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^SPNYXMR-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

-0.02

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.04

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.73

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.47

-0.21

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.


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Drawdown Indicators


^SPNYXMR-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.35%

-56.25%

+48.90%

Average Drawdown

Average peak-to-trough decline

-16.77%

-62.54%

+45.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

36.23%

-31.84%

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 30.62%. 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.


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Volatility by Period


^SPNYXMR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

30.62%

-22.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.79%

67.41%

-50.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

67.17%

-46.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.02%

62.16%

-36.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.57%

87.79%

-58.22%

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 (30.62%) 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 -0.02), 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.

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