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DASH-USD vs. XMR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DASH-USD vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalCash (DASH-USD) and Monero (XMR-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DASH-USD achieves a -17.13% return, which is significantly higher than XMR-USD's -28.67% return.


DASH-USD

1D
2.20%
1M
-20.81%
YTD
-17.13%
6M
-9.23%
1Y
74.73%
3Y*
-1.47%
5Y*
-22.65%
10Y*

XMR-USD

1D
-1.92%
1M
-18.61%
YTD
-28.67%
6M
-30.48%
1Y
-0.91%
3Y*
23.63%
5Y*
8.83%
10Y*
70.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DASH-USD vs. XMR-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DASH-USD
DigitalCash
-17.13%9.86%19.22%-24.43%-68.60%34.11%143.67%-48.25%-92.48%1,473.19%
XMR-USD
Monero
-28.67%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 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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 0.36 - 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

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

DASH-USD
DASH-USD Risk / Return Rank: 9696
Overall Rank
DASH-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DASH-USD Sortino Ratio Rank: 9696
Sortino Ratio Rank
DASH-USD Omega Ratio Rank: 9595
Omega Ratio Rank
DASH-USD Calmar Ratio Rank: 9797
Calmar Ratio Rank
DASH-USD Martin Ratio Rank: 9696
Martin Ratio Rank

XMR-USD
XMR-USD Risk / Return Rank: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8787
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDXMR-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratioReturn relative to maximum drawdown

0.99

-0.02

+1.01

Martin ratioReturn relative to average drawdown

1.44

-0.03

+1.47

DASH-USD vs. XMR-USD - Sharpe Ratio Comparison

The current DASH-USD Sharpe Ratio is 0.50, which is higher than the XMR-USD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of DASH-USD and XMR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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-USDXMR-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-97.78%

-56.56%

-41.22%

Average Drawdown

Average peak-to-trough decline

-86.81%

-62.50%

-24.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.01%

39.22%

+22.79%

Volatility

DASH-USD vs. XMR-USD - Volatility Comparison

The current volatility for DigitalCash (DASH-USD) is 28.85%, while Monero (XMR-USD) has a volatility of 36.47%. This indicates that DASH-USD experiences smaller price fluctuations and is considered to be less risky 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-USDXMR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.85%

36.47%

-7.62%

Volatility (6M)

Calculated over the trailing 6-month period

91.72%

68.86%

+22.86%

Volatility (1Y)

Calculated over the trailing 1-year period

125.31%

69.27%

+56.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.75%

61.38%

+22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.64%

87.57%

+7.07%

Frequently Asked Questions


DASH-USD and XMR-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMR-USD has higher volatility (36.47%) compared to DASH-USD (28.85%). In terms of maximum drawdown, DASH-USD dropped -98.82% vs XMR-USD's -95.68%.

DASH-USD currently has the higher Sharpe Ratio (0.50 vs -0.01), 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.

Portfolio Optimizer

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