ADBE vs. XLM-USD
ADBE (Adobe Inc) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, ADBE returned 7.72%/yr vs 60.23%/yr for XLM-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
ADBE vs. XLM-USD - Performance Comparison
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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%
ADBE vs. XLM-USD - Yearly Performance Comparison
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
ADBE
XLM-USD
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.
| ADBE | XLM-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| ADBE | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -70.36% | -78.80% | +8.44% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -72.14% | +46.15% |
Ulcer IndexDepth 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
| ADBE | XLM-USD | Difference | |
|---|---|---|---|
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.
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