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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 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%
*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
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

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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: 6666
Overall Rank
^SPNY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
^SPNY Sortino Ratio Rank: 6363
Sortino Ratio Rank
^SPNY Omega Ratio Rank: 6060
Omega Ratio Rank
^SPNY Calmar Ratio Rank: 8181
Calmar Ratio Rank
^SPNY Martin Ratio Rank: 6161
Martin Ratio Rank

XMR-USD
XMR-USD Risk / Return Rank: 8989
Overall Rank
XMR-USD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8787
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
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 ratio

Return per unit of total volatility

1.96

0.07

+1.89

Sortino ratio

Return per unit of downside risk

2.56

0.67

+1.89

Omega ratio

Gain probability vs. loss probability

1.32

1.08

+0.24

Calmar ratio

Return relative to maximum drawdown

3.27

0.10

+3.17

Martin ratio

Return relative to average drawdown

9.27

0.19

+9.08

^SPNY vs. XMR-USD - Sharpe Ratio Comparison

The current ^SPNY Sharpe Ratio is 1.96, which is higher than the XMR-USD Sharpe Ratio of 0.07. 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

1.96

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.


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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

-8.61%

-48.80%

+40.19%

Average Drawdown

Average peak-to-trough decline

-16.77%

-62.54%

+45.77%

Ulcer Index

Depth 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.


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Volatility by Period


^SPNYXMR-USDDifference

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.

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