BTC-USD vs. XLM-USD
BTC-USD (Bitcoin) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 10 years, BTC-USD returned 57.23%/yr vs 60.23%/yr for XLM-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
BTC-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than XLM-USD's -6.87% return. Over the past 10 years, BTC-USD has underperformed XLM-USD with an annualized return of 57.23%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
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%
BTC-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-USD and XLM-USD is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.54 |
Over the past year, BTC-USD and XLM-USD have become more correlated (0.77) than their long-term average of 0.54, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. XLM-USD — Risk / Return Rank
BTC-USD
XLM-USD
BTC-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-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.
| BTC-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.00 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.40 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.33 | -0.57 | -0.77 |
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Drawdowns
BTC-USD vs. XLM-USD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for BTC-USD and XLM-USD.
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Drawdown Indicators
| BTC-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -96.21% | +10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -71.19% | +19.98% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -74.37% | +23.16% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -83.25% | +6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -96.21% | +12.41% |
Current DrawdownCurrent decline from peak | -48.27% | -78.80% | +30.53% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -72.14% | +29.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 50.48% | -15.32% |
Volatility
BTC-USD vs. XLM-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.97%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that BTC-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
| BTC-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 43.48% | -31.51% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 59.28% | -24.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 70.60% | -35.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 74.72% | -30.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 112.79% | -56.18% |
Frequently Asked Questions
BTC-USD and XLM-USD have a correlation of 0.77, 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 BTC-USD (11.97%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.92), 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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