DASH-USD vs. XMR-USD
DASH-USD (DigitalCash) and XMR-USD (Monero) are both cryptocurrencies. Over the past 5 years, DASH-USD returned -21.43%/yr vs 11.25%/yr for XMR-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
DASH-USD vs. XMR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DASH-USD achieves a -17.20% return, which is significantly higher than XMR-USD's -24.01% return.
DASH-USD
- 1D
- 0.88%
- 1M
- -10.09%
- 6M
- -56.99%
- YTD
- -17.20%
- 1Y
- 54.24%
- 3Y*
- 1.68%
- 5Y*
- -21.43%
- 10Y*
- —
XMR-USD
- 1D
- -0.39%
- 1M
- -5.33%
- 6M
- -53.72%
- YTD
- -24.01%
- 1Y
- -1.35%
- 3Y*
- 25.80%
- 5Y*
- 11.25%
- 10Y*
- 66.63%
DASH-USD vs. XMR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASH-USD DigitalCash | -17.20% | 9.86% | 19.22% | -24.43% | -68.60% | 34.11% | 143.67% | -48.25% | -92.48% | 1,473.19% |
XMR-USD Monero | -24.01% | 124.37% | 16.94% | 12.32% | -35.78% | 46.22% | 252.56% | -2.31% | -86.51% | 1,408.18% |
Correlation
The correlation between DASH-USD and XMR-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2017 | 0.59 |
Over the past year, the correlation between DASH-USD and XMR-USD has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
DASH-USD vs. XMR-USD — Risk / Return Rank
DASH-USD
XMR-USD
DASH-USD vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DigitalCash (DASH-USD) and Monero (XMR-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.
| DASH-USD | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.02 | +0.74 |
| Martin ratioReturn relative to average drawdown | 0.99 | -0.04 | +1.03 |
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Drawdowns
DASH-USD vs. XMR-USD - Drawdown Comparison
The maximum DASH-USD drawdown since its inception was -98.82%, roughly equal to the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for DASH-USD and XMR-USD.
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Drawdown Indicators
| DASH-USD | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.82% | -95.68% | -3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -75.33% | -58.97% | -16.36% |
Max Drawdown (3Y)Largest decline over 3 years | -75.33% | -58.97% | -16.36% |
Max Drawdown (5Y)Largest decline over 5 years | -93.24% | -67.28% | -25.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.09% | — |
Current DrawdownCurrent decline from peak | -97.78% | -53.72% | -44.06% |
Average DrawdownAverage peak-to-trough decline | -86.87% | -62.47% | -24.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.71% | 42.16% | +20.55% |
Volatility
DASH-USD vs. XMR-USD - Volatility Comparison
DigitalCash (DASH-USD) has a higher volatility of 17.74% compared to Monero (XMR-USD) at 13.11%. This indicates that DASH-USD's price experiences larger fluctuations and is considered to be riskier than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DASH-USD | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.74% | 13.11% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 74.66% | 64.91% | +9.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.36% | 69.49% | +55.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.69% | 61.29% | +22.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.41% | 87.50% | +6.91% |
Frequently Asked Questions
DASH-USD and XMR-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASH-USD has higher volatility (17.74%) compared to XMR-USD (13.11%). In terms of maximum drawdown, DASH-USD dropped -98.82% vs XMR-USD's -95.68%.
DASH-USD currently has the higher Sharpe Ratio (0.36 vs -0.02), 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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