BNB-USD vs. XLM-USD
BNB-USD (BNB) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, BNB-USD returned 12.09%/yr vs -9.36%/yr for XLM-USD. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
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 -33.83% return, which is significantly lower than XLM-USD's -14.72% return.
BNB-USD
- 1D
- 0.10%
- 1M
- 2.28%
- 6M
- -36.64%
- YTD
- -33.83%
- 1Y
- -29.03%
- 3Y*
- 33.07%
- 5Y*
- 12.09%
- 10Y*
- —
- ALL TIME*
- 90.73%
XLM-USD
- 1D
- -1.55%
- 1M
- -2.12%
- 6M
- -18.52%
- YTD
- -14.72%
- 1Y
- -59.35%
- 3Y*
- 3.01%
- 5Y*
- -9.36%
- 10Y*
- 56.60%
- ALL TIME*
- 40.23%
Liquidity Comparison
BNB-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between BNB-USD and XLM-USD is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer 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 0.67 - 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 | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.89 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.87 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.18 | +0.46 |
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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% | -68.28% | +10.03% |
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 | -56.29% | -80.59% | +24.30% |
Average DrawdownAverage peak-to-trough decline | -38.96% | -72.21% | +33.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 29.49% | +0.15% |
Volatility
BNB-USD vs. XLM-USD - Volatility Comparison
The current volatility for BNB (BNB-USD) is 6.78%, while Stellar (XLM-USD) has a volatility of 16.13%. 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 | 6.78% | 16.13% | -9.35% |
Volatility (6M)Calculated over the trailing 6-month period | 34.09% | 59.85% | -25.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.00% | 65.68% | -21.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.94% | 73.99% | -25.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.53% | 112.06% | -32.53% |
Frequently Asked Questions
BNB-USD and XLM-USD have a correlation of 0.67, 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 (16.13%) compared to BNB-USD (6.78%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs XLM-USD's -96.21%.
BNB-USD currently has the higher Sharpe Ratio (-0.55 vs -0.75), 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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