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ADA-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADA-USD and XLM-USD is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

ADA-USD vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,076.29%
566.92%
ADA-USD
XLM-USD

Key characteristics

Sharpe Ratio

ADA-USD:

1.44

XLM-USD:

2.54

Sortino Ratio

ADA-USD:

2.72

XLM-USD:

3.67

Omega Ratio

ADA-USD:

1.29

XLM-USD:

1.39

Calmar Ratio

ADA-USD:

1.25

XLM-USD:

2.50

Martin Ratio

ADA-USD:

7.00

XLM-USD:

10.48

Ulcer Index

ADA-USD:

26.96%

XLM-USD:

31.85%

Daily Std Dev

ADA-USD:

94.89%

XLM-USD:

93.84%

Max Drawdown

ADA-USD:

-97.85%

XLM-USD:

-96.27%

Current Drawdown

ADA-USD:

-76.50%

XLM-USD:

-70.27%

Returns By Period

In the year-to-date period, ADA-USD achieves a -17.33% return, which is significantly higher than XLM-USD's -19.67% return.


ADA-USD

YTD

-17.33%

1M

-6.39%

6M

101.43%

1Y

46.88%

5Y*

75.13%

10Y*

N/A

XLM-USD

YTD

-19.67%

1M

-9.35%

6M

175.64%

1Y

132.74%

5Y*

33.81%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADA-USD vs. XLM-USD — Risk-Adjusted Performance Rank

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

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8989
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8989
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADA-USD vs. XLM-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ADA-USD, currently valued at 1.44, compared to the broader market0.001.002.003.004.00
ADA-USD: 1.44
XLM-USD: 2.54
The chart of Sortino ratio for ADA-USD, currently valued at 2.72, compared to the broader market0.001.002.003.004.00
ADA-USD: 2.72
XLM-USD: 3.67
The chart of Omega ratio for ADA-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.40
ADA-USD: 1.29
XLM-USD: 1.39
The chart of Calmar ratio for ADA-USD, currently valued at 1.25, compared to the broader market1.002.003.004.00
ADA-USD: 1.25
XLM-USD: 2.50
The chart of Martin ratio for ADA-USD, currently valued at 7.00, compared to the broader market0.005.0010.0015.0020.0025.00
ADA-USD: 7.00
XLM-USD: 10.48

The current ADA-USD Sharpe Ratio is 1.44, which is lower than the XLM-USD Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of ADA-USD and XLM-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.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
1.44
2.54
ADA-USD
XLM-USD

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 -96.27%. Use the drawdown chart below to compare losses from any high point for ADA-USD and XLM-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-76.50%
-70.27%
ADA-USD
XLM-USD

Volatility

ADA-USD vs. XLM-USD - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 25.31% compared to Stellar (XLM-USD) at 21.17%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
25.31%
21.17%
ADA-USD
XLM-USD