ADA-USD vs. XLM-USD
ADA-USD (Cardano) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, ADA-USD returned -35.19%/yr vs -6.67%/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 -57.00% return, which is significantly lower than XLM-USD's -12.03% return.
ADA-USD
- 1D
- -2.96%
- 1M
- -40.31%
- YTD
- -57.00%
- 6M
- -58.33%
- 1Y
- -74.77%
- 3Y*
- -20.11%
- 5Y*
- -35.19%
- 10Y*
- —
XLM-USD
- 1D
- -4.68%
- 1M
- 19.71%
- YTD
- -12.03%
- 6M
- -15.87%
- 1Y
- -26.90%
- 3Y*
- 24.19%
- 5Y*
- -6.67%
- 10Y*
- 51.41%
ADA-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between ADA-USD and XLM-USD is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.77 |
The correlation between ADA-USD and XLM-USD has been stable across timeframes, ranging from 0.76 to 0.81 - 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.
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.
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.01 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.38 | -0.50 |
| Martin ratioReturn relative to average drawdown | -1.34 | -0.53 | -0.81 |
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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 | -85.11% | -71.19% | -13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -88.36% | -74.37% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -95.18% | -83.25% | -11.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -95.18% | -79.97% | -15.21% |
Average DrawdownAverage peak-to-trough decline | -77.62% | -72.15% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.43% | 41.02% | +13.41% |
Volatility
ADA-USD vs. XLM-USD - Volatility Comparison
The current volatility for Cardano (ADA-USD) is 23.74%, while Stellar (XLM-USD) has a volatility of 46.16%. 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 | 23.74% | 46.16% | -22.42% |
Volatility (6M)Calculated over the trailing 6-month period | 52.58% | 60.99% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.06% | 71.57% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.49% | 74.33% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.05% | 112.78% | -9.73% |
Frequently Asked Questions
ADA-USD and XLM-USD have a correlation of 0.81, 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 (46.16%) compared to ADA-USD (23.74%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.31 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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