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

Correlation

The correlation between ETC-USD and XLM-USD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

ETC-USD vs. XLM-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
19.56%
319.60%
ETC-USD
XLM-USD

Key characteristics

Sharpe Ratio

ETC-USD:

0.08

XLM-USD:

3.86

Sortino Ratio

ETC-USD:

0.68

XLM-USD:

4.98

Omega Ratio

ETC-USD:

1.07

XLM-USD:

1.53

Calmar Ratio

ETC-USD:

0.01

XLM-USD:

3.57

Martin Ratio

ETC-USD:

0.19

XLM-USD:

26.24

Ulcer Index

ETC-USD:

30.66%

XLM-USD:

17.18%

Daily Std Dev

ETC-USD:

68.31%

XLM-USD:

86.10%

Max Drawdown

ETC-USD:

-92.12%

XLM-USD:

-96.27%

Current Drawdown

ETC-USD:

-79.50%

XLM-USD:

-58.22%

Returns By Period

In the year-to-date period, ETC-USD achieves a 25.46% return, which is significantly lower than XLM-USD's 190.35% return.


ETC-USD

YTD

25.46%

1M

-7.21%

6M

19.57%

1Y

31.66%

5Y*

46.45%

10Y*

N/A

XLM-USD

YTD

190.35%

1M

42.23%

6M

312.19%

1Y

195.66%

5Y*

52.91%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-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.


Sharpe ratio
The chart of Sharpe ratio for ETC-USD, currently valued at 0.08, compared to the broader market0.002.004.006.000.084.38
The chart of Sortino ratio for ETC-USD, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.005.000.685.32
The chart of Omega ratio for ETC-USD, currently valued at 1.07, compared to the broader market1.001.201.401.071.58
The chart of Calmar ratio for ETC-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.014.11
The chart of Martin ratio for ETC-USD, currently valued at 0.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.1928.93
ETC-USD
XLM-USD

The current ETC-USD Sharpe Ratio is 0.08, which is lower than the XLM-USD Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of ETC-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.


Rolling 12-month Sharpe Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
0.08
4.38
ETC-USD
XLM-USD

Drawdowns

ETC-USD vs. XLM-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ETC-USD and XLM-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-79.50%
-58.22%
ETC-USD
XLM-USD

Volatility

ETC-USD vs. XLM-USD - Volatility Comparison

Ethereum Classic (ETC-USD) and Stellar (XLM-USD) have volatilities of 34.22% and 33.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
34.22%
33.52%
ETC-USD
XLM-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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