BNB-USD vs. XLM-USD
BNB-USD (BNB) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 12.53%/yr vs -5.42%/yr for XLM-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
BNB-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -33.94% return, which is significantly lower than XLM-USD's -7.65% return.
BNB-USD
- 1D
- 0.39%
- 1M
- -3.86%
- 6M
- -36.01%
- YTD
- -33.94%
- 1Y
- -14.71%
- 3Y*
- 32.39%
- 5Y*
- 12.53%
- 10Y*
- —
XLM-USD
- 1D
- 2.35%
- 1M
- -3.55%
- 6M
- -19.44%
- YTD
- -7.65%
- 1Y
- -35.70%
- 3Y*
- 22.90%
- 5Y*
- -5.42%
- 10Y*
- 58.74%
BNB-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and XLM-USD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.59 |
The correlation between BNB-USD and XLM-USD has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
BNB-USD vs. XLM-USD — Risk / Return Rank
BNB-USD
XLM-USD
BNB-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-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.
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.
| BNB-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.98 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.50 | +0.25 |
| Martin ratioReturn relative to average drawdown | -0.38 | -0.68 | +0.30 |
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Drawdowns
BNB-USD vs. XLM-USD - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for BNB-USD and XLM-USD.
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Drawdown Indicators
| BNB-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -96.21% | +16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -71.19% | +12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -74.37% | +16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -83.25% | +13.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -56.36% | -78.98% | +22.62% |
Average DrawdownAverage peak-to-trough decline | -38.85% | -72.17% | +33.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.06% | 37.82% | -1.76% |
Volatility
BNB-USD vs. XLM-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 9.24%, while Stellar (XLM-USD) has a volatility of 22.66%. This indicates that BNB-USD 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
| BNB-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 22.66% | -13.42% |
Volatility (6M)Calculated over the trailing 6-month period | 34.72% | 60.45% | -25.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.61% | 71.63% | -27.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.25% | 74.28% | -25.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.77% | 112.26% | -32.49% |
Frequently Asked Questions
BNB-USD and XLM-USD have a correlation of 0.66, 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 (22.66%) compared to BNB-USD (9.24%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs XLM-USD's -96.21%.
BNB-USD currently has the higher Sharpe Ratio (-0.27 vs -0.42), 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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