^SPNY vs. XMR-USD

Last updated Apr 3, 2026

Compare and contrast key facts about S&P 500 Energy Index (^SPNY) and Monero (XMR-USD).

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.

^SPNY vs. XMR-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPNY S&P 500 Energy Index	37.24%	4.96%	2.31%	-4.80%	59.04%	47.74%	-37.31%	7.64%	-20.50%	-3.80%
XMR-USD Monero	-24.54%	124.37%	16.94%	12.32%	-35.78%	46.22%	252.56%	-2.31%	-86.51%	2,339.73%

Returns By Period

In the year-to-date period, ^SPNY achieves a 37.24% return, which is significantly higher than XMR-USD's -24.54% return. Over the past 10 years, ^SPNY has underperformed XMR-USD with an annualized return of 7.54%, while XMR-USD has yielded a comparatively higher 70.28% annualized return.

^SPNY

• 1D: -1.12%
• 1M: 9.23%
• YTD: 37.24%
• 6M: 39.63%
• 1Y: 30.94%
• 3Y*: 14.11%
• 5Y*: 19.96%
• 10Y*: 7.54%

XMR-USD

• 1D: -3.14%
• 1M: -4.07%
• YTD: -24.54%
• 6M: -1.76%
• 1Y: 52.20%
• 3Y*: 27.80%
• 5Y*: 4.90%
• 10Y*: 70.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 72
^SPNY Sharpe Ratio Rank: 81
^SPNY Sortino Ratio Rank: 78
^SPNY Omega Ratio Rank: 81
^SPNY Calmar Ratio Rank: 72
^SPNY Martin Ratio Rank: 48

XMR-USD

XMR-USD Risk / Return Rank: 88
XMR-USD Sharpe Ratio Rank: 93
XMR-USD Sortino Ratio Rank: 88
XMR-USD Omega Ratio Rank: 89
XMR-USD Calmar Ratio Rank: 86
XMR-USD Martin Ratio Rank: 86

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.

	^SPNY	XMR-USD	Difference
Sharpe ratio Return per unit of total volatility	1.30	0.66	+0.64
Sortino ratio Return per unit of downside risk	1.72	1.33	+0.38
Omega ratio Gain probability vs. loss probability	1.25	1.15	+0.10
Calmar ratio Return relative to maximum drawdown	1.80	0.00	+1.80
Martin ratio Return relative to average drawdown	4.28	0.01	+4.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPNY vs. XMR-USD - Sharpe Ratio Comparison

The current ^SPNY Sharpe Ratio is 1.30, which is higher than the XMR-USD Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ^SPNY and XMR-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SPNY	XMR-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	0.66	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.06	+0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.66	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.48	-0.21

Correlation

The correlation between ^SPNY and XMR-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	^SPNY	XMR-USD	Difference
Max Drawdown Largest peak-to-trough decline	-75.59%	-95.68%	+20.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.80%	-58.97%	+47.17%
Max Drawdown (5Y) Largest decline over 5 years	-26.33%	-78.49%	+52.16%
Max Drawdown (10Y) Largest decline over 10 years	-68.94%	-93.09%	+24.15%
Current Drawdown Current decline from peak	-1.97%	-54.04%	+52.07%
Average Drawdown Average peak-to-trough decline	-16.81%	-62.76%	+45.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.76%	28.06%	-20.30%

Volatility

^SPNY vs. XMR-USD - Volatility Comparison

The current volatility for S&P 500 Energy Index (^SPNY) is 5.10%, while Monero (XMR-USD) has a volatility of 15.61%. 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.

Volatility by Period

	^SPNY	XMR-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	15.61%	-10.51%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	67.54%	-53.52%
Volatility (1Y) Calculated over the trailing 1-year period	24.60%	65.60%	-41.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.08%	67.36%	-41.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.45%	87.89%	-58.44%