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ADBE vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ADBE vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than XLM-USD's -6.87% return. Over the past 10 years, ADBE has underperformed XLM-USD with an annualized return of 7.72%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


ADBE

1D
-6.76%
1M
-13.92%
YTD
-41.71%
6M
-42.76%
1Y
-47.91%
3Y*
-24.76%
5Y*
-17.73%
10Y*
7.72%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBE vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADBE
Adobe Inc
-41.71%-21.29%-25.46%77.28%-40.65%13.38%51.64%45.78%29.10%70.22%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between ADBE and XLM-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.08

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Return for Risk

ADBE vs. XLM-USD — Risk / Return Rank

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

ADBE
ADBE Risk / Return Rank: 11
Overall Rank
ADBE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBE Sortino Ratio Rank: 11
Sortino Ratio Rank
ADBE Omega Ratio Rank: 22
Omega Ratio Rank
ADBE Calmar Ratio Rank: 00
Calmar Ratio Rank
ADBE Martin Ratio Rank: 11
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADBE vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.


ADBEXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

0.73

1.00

-0.27

Calmar ratioReturn relative to maximum drawdown

-1.03

-0.40

-0.63

Martin ratioReturn relative to average drawdown

-1.99

-0.57

-1.42

ADBE vs. XLM-USD - Sharpe Ratio Comparison

The current ADBE Sharpe Ratio is -1.45, which is lower than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ADBE and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADBE vs. XLM-USD - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for ADBE and XLM-USD.


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Drawdown Indicators


ADBEXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-79.89%

-96.21%

+16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-49.21%

-71.19%

+21.98%

Max Drawdown (3Y)

Largest decline over 3 years

-67.86%

-74.37%

+6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-70.36%

-83.25%

+12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-70.36%

-96.21%

+25.85%

Current Drawdown

Current decline from peak

-70.36%

-78.80%

+8.44%

Average Drawdown

Average peak-to-trough decline

-25.99%

-72.14%

+46.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.31%

50.48%

-23.17%

Volatility

ADBE vs. XLM-USD - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 16.64%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that ADBE 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


ADBEXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.64%

43.48%

-26.84%

Volatility (6M)

Calculated over the trailing 6-month period

29.17%

59.28%

-30.11%

Volatility (1Y)

Calculated over the trailing 1-year period

35.08%

70.60%

-35.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.54%

74.72%

-38.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.48%

112.79%

-78.31%

Frequently Asked Questions


ADBE and XLM-USD have a correlation of 0.08, 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 (43.48%) compared to ADBE (16.64%). In terms of maximum drawdown, ADBE dropped -79.89% vs XLM-USD's -96.21%.

XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -1.45), 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.

Portfolio Optimizer

Find the right allocation for ADBE and XLM-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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