ADA-USD vs. XMR-USD
ADA-USD (Cardano) and XMR-USD (Monero) are both cryptocurrencies. Over the past 5 years, ADA-USD returned -34.58%/yr vs 5.92%/yr for XMR-USD. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
ADA-USD vs. XMR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADA-USD achieves a -46.56% return, which is significantly lower than XMR-USD's -19.20% return.
ADA-USD
- 1D
- -2.73%
- 1M
- -30.24%
- YTD
- -46.56%
- 6M
- -54.17%
- 1Y
- -71.92%
- 3Y*
- -12.21%
- 5Y*
- -34.58%
- 10Y*
- —
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
ADA-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between ADA-USD and XMR-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.57 |
Over the past year, the correlation between ADA-USD and XMR-USD has dropped to 0.35 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
ADA-USD vs. XMR-USD — Risk / Return Rank
ADA-USD
XMR-USD
ADA-USD vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) 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.
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 | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.09 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.19 | -1.05 |
| Martin ratioReturn relative to average drawdown | -1.33 | 0.35 | -1.67 |
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Drawdowns
ADA-USD vs. XMR-USD - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, roughly equal to the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for ADA-USD and XMR-USD.
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Drawdown Indicators
| ADA-USD | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -95.68% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -83.69% | -58.97% | -24.72% |
Max Drawdown (3Y)Largest decline over 3 years | -87.24% | -58.97% | -28.27% |
Max Drawdown (5Y)Largest decline over 5 years | -94.72% | -67.28% | -27.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.09% | — |
Current DrawdownCurrent decline from peak | -94.01% | -50.80% | -43.21% |
Average DrawdownAverage peak-to-trough decline | -77.56% | -62.52% | -15.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.19% | 37.75% | +22.44% |
Volatility
ADA-USD vs. XMR-USD - Volatility Comparison
The current volatility for Cardano (ADA-USD) is 23.45%, while Monero (XMR-USD) has a volatility of 36.71%. This indicates that ADA-USD 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
| ADA-USD | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.45% | 36.71% | -13.26% |
Volatility (6M)Calculated over the trailing 6-month period | 53.05% | 69.75% | -16.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.28% | 69.27% | -4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.94% | 62.31% | +12.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.18% | 87.78% | +15.40% |
Frequently Asked Questions
ADA-USD and XMR-USD have a correlation of 0.35, 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 (36.71%) compared to ADA-USD (23.45%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (0.14 vs -0.93), 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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