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BNB-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BNB-USD and XLM-USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BNB-USD vs. XLM-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BNB-USD:

0.29

XLM-USD:

1.74

Sortino Ratio

BNB-USD:

1.46

XLM-USD:

4.13

Omega Ratio

BNB-USD:

1.15

XLM-USD:

1.43

Calmar Ratio

BNB-USD:

0.52

XLM-USD:

3.74

Martin Ratio

BNB-USD:

3.37

XLM-USD:

13.43

Ulcer Index

BNB-USD:

13.00%

XLM-USD:

34.81%

Daily Std Dev

BNB-USD:

43.67%

XLM-USD:

94.73%

Max Drawdown

BNB-USD:

-80.10%

XLM-USD:

-96.27%

Current Drawdown

BNB-USD:

-13.02%

XLM-USD:

-66.08%

Returns By Period

In the year-to-date period, BNB-USD achieves a -6.91% return, which is significantly higher than XLM-USD's -8.34% return.


BNB-USD

YTD

-6.91%

1M

12.57%

6M

4.97%

1Y

12.11%

5Y*

109.89%

10Y*

N/A

XLM-USD

YTD

-8.34%

1M

28.97%

6M

132.30%

1Y

184.64%

5Y*

34.90%

10Y*

61.57%

*Annualized

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Risk-Adjusted Performance

BNB-USD vs. XLM-USD — Risk-Adjusted Performance Rank

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

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6868
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7373
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNB-USD vs. XLM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (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.


The current BNB-USD Sharpe Ratio is 0.29, which is lower than the XLM-USD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of BNB-USD and XLM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

BNB-USD vs. XLM-USD - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, smaller than the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for BNB-USD and XLM-USD. For additional features, visit the drawdowns tool.


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Volatility

BNB-USD vs. XLM-USD - Volatility Comparison

The current volatility for Binance Coin (BNB-USD) is 9.76%, while Stellar (XLM-USD) has a volatility of 18.55%. 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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