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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 0.25, 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.


-0.50.00.51.0
Correlation: 0.3

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%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
17.90%
602.62%
ETC-USD
XLM-USD

Key characteristics

Sharpe Ratio

ETC-USD:

-0.17

XLM-USD:

2.86

Sortino Ratio

ETC-USD:

0.30

XLM-USD:

3.83

Omega Ratio

ETC-USD:

1.03

XLM-USD:

1.40

Calmar Ratio

ETC-USD:

0.02

XLM-USD:

2.89

Martin Ratio

ETC-USD:

-0.41

XLM-USD:

11.74

Ulcer Index

ETC-USD:

33.67%

XLM-USD:

32.01%

Daily Std Dev

ETC-USD:

62.83%

XLM-USD:

93.93%

Max Drawdown

ETC-USD:

-92.12%

XLM-USD:

-96.27%

Current Drawdown

ETC-USD:

-87.51%

XLM-USD:

-68.68%

Returns By Period

In the year-to-date period, ETC-USD achieves a -33.03% return, which is significantly lower than XLM-USD's -15.37% return.


ETC-USD

YTD

-33.03%

1M

-6.97%

6M

-7.83%

1Y

-36.68%

5Y*

21.91%

10Y*

N/A

XLM-USD

YTD

-15.37%

1M

-1.79%

6M

200.65%

1Y

146.74%

5Y*

35.06%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

ETC-USD
The Risk-Adjusted Performance Rank of ETC-USD is 4040
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 3636
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9696
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9494
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.

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.


The chart of Sharpe ratio for ETC-USD, currently valued at -0.17, compared to the broader market0.001.002.003.004.00
ETC-USD: -0.17
XLM-USD: 2.86
The chart of Sortino ratio for ETC-USD, currently valued at 0.30, compared to the broader market0.001.002.003.004.00
ETC-USD: 0.30
XLM-USD: 3.83
The chart of Omega ratio for ETC-USD, currently valued at 1.03, compared to the broader market1.001.101.201.301.40
ETC-USD: 1.03
XLM-USD: 1.40
The chart of Calmar ratio for ETC-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
ETC-USD: 0.02
XLM-USD: 2.89
The chart of Martin ratio for ETC-USD, currently valued at -0.41, compared to the broader market0.005.0010.0015.0020.00
ETC-USD: -0.41
XLM-USD: 11.74

The current ETC-USD Sharpe Ratio is -0.17, which is lower than the XLM-USD Sharpe Ratio of 2.86. 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 Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
-0.17
2.86
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%NovemberDecember2025FebruaryMarchApril
-87.51%
-68.68%
ETC-USD
XLM-USD

Volatility

ETC-USD vs. XLM-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 20.08%, while Stellar (XLM-USD) has a volatility of 21.83%. This indicates that ETC-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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
20.08%
21.83%
ETC-USD
XLM-USD