ADA-USD vs. XLM-USD
ADA-USD (Cardano) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, ADA-USD returned -37.38%/yr vs -11.72%/yr for XLM-USD. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
ADA-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADA-USD achieves a -51.46% return, which is significantly lower than XLM-USD's 1.58% return.
ADA-USD
- 1D
- -10.02%
- 1M
- -39.43%
- YTD
- -51.46%
- 6M
- -61.14%
- 1Y
- -74.19%
- 3Y*
- -22.94%
- 5Y*
- -37.38%
- 10Y*
- —
XLM-USD
- 1D
- 1.22%
- 1M
- 26.16%
- YTD
- 1.58%
- 6M
- -14.97%
- 1Y
- -20.73%
- 3Y*
- 31.50%
- 5Y*
- -11.72%
- 10Y*
- 63.56%
ADA-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between ADA-USD and XLM-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.77 |
The correlation between ADA-USD and XLM-USD has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
ADA-USD vs. XLM-USD — Risk / Return Rank
ADA-USD
XLM-USD
ADA-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and Stellar (XLM-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.
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.02 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.29 | -0.60 |
| Martin ratioReturn relative to average drawdown | -1.41 | -0.42 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.97 | -0.25 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.13 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.34 | -0.17 |
Drawdowns
ADA-USD vs. XLM-USD - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for ADA-USD and XLM-USD.
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Drawdown Indicators
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -96.21% | -1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -83.19% | -71.19% | -12.00% |
Max Drawdown (3Y)Largest decline over 3 years | -86.85% | -74.37% | -12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -94.55% | -83.25% | -11.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -94.55% | -76.88% | -17.67% |
Average DrawdownAverage peak-to-trough decline | -77.53% | -72.13% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.40% | 49.64% | +9.76% |
Volatility
ADA-USD vs. XLM-USD - Volatility Comparison
The current volatility for Cardano (ADA-USD) is 19.22%, while Stellar (XLM-USD) has a volatility of 42.72%. This indicates that ADA-USD experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.22% | 42.72% | -23.50% |
Volatility (6M)Calculated over the trailing 6-month period | 52.51% | 58.72% | -6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.88% | 70.28% | -6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.91% | 74.83% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 102.99% | 112.81% | -9.82% |
Frequently Asked Questions
ADA-USD and XLM-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (42.72%) compared to ADA-USD (19.22%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.25 vs -0.97), 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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