ADA-USD vs. XLM-USD
Compare and contrast key facts about Cardano (ADA-USD) and Stellar (XLM-USD).
Performance
ADA-USD vs. XLM-USD - Performance Comparison
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ADA-USD vs. XLM-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, ADA-USD achieves a -28.06% return, which is significantly lower than XLM-USD's -18.72% return.
ADA-USD
- 1D
- -3.58%
- 1M
- -8.80%
- YTD
- -28.06%
- 6M
- -72.51%
- 1Y
- -62.58%
- 3Y*
- -14.79%
- 5Y*
- -27.11%
- 10Y*
- —
XLM-USD
- 1D
- -3.63%
- 1M
- 7.63%
- YTD
- -18.72%
- 6M
- -60.10%
- 1Y
- -36.80%
- 3Y*
- 15.25%
- 5Y*
- -16.77%
- 10Y*
- 53.22%
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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 | -0.79 | -0.49 | -0.30 |
Sortino ratioReturn per unit of downside risk | -1.20 | -0.37 | -0.83 |
Omega ratioGain probability vs. loss probability | 0.89 | 0.97 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -1.10 | -1.11 | +0.01 |
Martin ratioReturn relative to average drawdown | -1.63 | -1.69 | +0.06 |
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 | -0.79 | -0.49 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | -0.18 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.32 | -0.10 |
Correlation
The correlation between ADA-USD and XLM-USD is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
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 | -75.08% | -70.49% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -91.93% | -90.35% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -91.93% | -81.50% | -10.43% |
Average DrawdownAverage peak-to-trough decline | -77.24% | -72.00% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.64% | 44.31% | +6.33% |
Volatility
ADA-USD vs. XLM-USD - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 16.88% compared to Stellar (XLM-USD) at 15.66%. 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.
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Volatility by Period
| ADA-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 15.66% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 60.15% | 49.47% | +10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.36% | 62.78% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.61% | 77.57% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.79% | 112.23% | -8.44% |